CUSIPs, Trades and Par Value by Security
Type |
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July 2015 |
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Security Type |
CUSIPs |
% of Total |
Trades |
% of Total |
Par Value |
% of Total |
Average Size All Trades |
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Bond |
110,093 |
96.0% |
799,018 |
97.9% |
$137,834,229,208 |
68.1% |
$172,505 |
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Long Note |
1,832 |
1.6% |
5,327 |
0.7% |
$8,089,841,738 |
4.0% |
$1,518,649 |
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Short Note |
333 |
0.3% |
732 |
0.1% |
$1,442,434,593 |
0.7% |
$1,970,539 |
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Long Variable |
204 |
0.2% |
1,520 |
0.2% |
$1,535,244,053 |
0.8% |
$1,010,029 |
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Short Variable |
1,682 |
1.5% |
8,501 |
1.0% |
$37,210,209,000 |
18.4% |
$4,377,157 |
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CP |
513 |
0.4% |
756 |
0.1% |
$13,437,563,000 |
6.6% |
$17,774,554 |
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Other |
67 |
0.1% |
291 |
0.0% |
$2,874,560,017 |
1.4% |
$9,878,213 |
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Total |
114,724 |
100% |
816,145 |
100% |
$202,424,081,609 |
100% |
$248,025 |
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Security
Type |
Inter-Dealer CUSIPs |
% of Total |
Inter-Dealer Trades |
% of Total |
Inter-Dealer Par |
% of Total |
Inter-Dealer Average Size |
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Bond |
76,180 |
98.5% |
308,192 |
99.0% |
$43,355,560,380 |
93.7% |
$140,677 |
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Long Note |
654 |
0.8% |
1,198 |
0.4% |
$774,296,182 |
1.7% |
$646,324 |
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Short Note |
101 |
0.1% |
149 |
0.0% |
$229,465,000 |
0.5% |
$1,540,034 |
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Long Variable |
106 |
0.1% |
334 |
0.1% |
$136,150,235 |
0.3% |
$407,635 |
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Short Variable |
294 |
0.4% |
1,326 |
0.4% |
$1,746,880,000 |
3.8% |
$1,317,406 |
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CP |
6 |
0.0% |
7 |
0.0% |
$40,130,000 |
0.1% |
$5,732,857 |
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Other |
17 |
0.0% |
37 |
0.0% |
$6,487,610 |
0.0% |
$175,341 |
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Total |
77,358 |
100% |
311,243 |
100% |
$46,288,969,407 |
100% |
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Security
Type |
Customer CUSIPs |
% of Total |
Customer Trades |
% of Total |
Customer Par |
% of Total |
Customer Average Size |
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Bond |
109,424 |
96.0% |
490,826 |
97.2% |
$94,478,668,828 |
60.5% |
$192,489 |
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Long Note |
1,819 |
1.6% |
4,129 |
0.8% |
$7,315,545,556 |
4.7% |
$1,771,748 |
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Short Note |
331 |
0.3% |
583 |
0.1% |
$1,212,969,593 |
0.8% |
$2,080,565 |
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Long Variable |
204 |
0.2% |
1,186 |
0.2% |
$1,399,093,818 |
0.9% |
$1,179,674 |
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Short Variable |
1,679 |
1.5% |
7,175 |
1.4% |
$35,463,329,000 |
22.7% |
$4,942,624 |
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CP |
513 |
0.4% |
749 |
0.1% |
$13,397,433,000 |
8.6% |
$17,887,093 |
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Other |
66 |
0.1% |
254 |
0.1% |
$2,868,072,407 |
1.8% |
$11,291,624 |
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Total |
114,036 |
100% |
504,902 |
100% |
$156,135,112,202 |
100% |
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Security
Type |
Customer Sell Side CUSIPs |
% of Total |
Sales to Customers |
% of Total |
Par Value of Sales to Customers |
% of Total |
Average Size of Sales to Customers |
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Bond |
99,976 |
95.8% |
334,476 |
97.1% |
$62,745,499,720 |
60.4% |
$187,593 |
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Long Note |
1,771 |
1.7% |
3,586 |
1.0% |
$6,047,707,481 |
5.8% |
$1,686,477 |
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Short Note |
327 |
0.3% |
545 |
0.2% |
$1,199,389,593 |
1.2% |
$2,200,715 |
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Long Variable |
190 |
0.2% |
809 |
0.2% |
$1,143,379,800 |
1.1% |
$1,413,325 |
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Short Variable |
1,479 |
1.4% |
4,069 |
1.2% |
$19,738,850,000 |
19.0% |
$4,851,032 |
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CP |
511 |
0.5% |
658 |
0.2% |
$11,460,865,000 |
11.0% |
$17,417,728 |
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Other |
55 |
0.1% |
187 |
0.1% |
$1,510,797,564 |
1.5% |
$8,079,131 |
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Total |
104,309 |
100% |
344,330 |
100% |
103,846,489,158 |
100% |
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Security
Type |
Customer Buy Side CUSIPs |
% of Total |
Purchases From Customers |
% of Total |
Par Value of Purchases From
Customers |
% of Total |
Average Size of Purchases From
Customers |
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Bond |
81,497 |
97.5% |
156,350 |
97.4% |
$31,733,169,108 |
60.7% |
$202,962 |
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Long Note |
450 |
0.5% |
543 |
0.3% |
$1,267,838,075 |
2.4% |
$2,334,877 |
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Short Note |
34 |
0.0% |
38 |
0.0% |
$13,580,000 |
0.0% |
$357,368 |
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Long Variable |
166 |
0.2% |
377 |
0.2% |
$255,714,018 |
0.5% |
$678,287 |
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Short Variable |
1,282 |
1.5% |
3,106 |
1.9% |
$15,724,479,000 |
30.1% |
$5,062,614 |
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CP |
82 |
0.1% |
91 |
0.1% |
$1,936,568,000 |
3.7% |
$21,280,967 |
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Other |
34 |
0.0% |
67 |
0.0% |
$1,357,274,843 |
2.6% |
$20,257,833 |
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Total |
83,545 |
100% |
160,572 |
100% |
52,288,623,044 |
100% |
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