CUSIPs, Trades and Par Value by Security
Type |
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June 2013 |
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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 |
126,301 |
95.9% |
963,202 |
97.6% |
$170,631,377,335 |
59.0% |
$177,150 |
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Long Note |
1,743 |
1.3% |
4,759 |
0.5% |
$10,134,846,680 |
3.5% |
$2,129,617 |
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Short Note |
268 |
0.2% |
595 |
0.1% |
$2,928,930,654 |
1.0% |
$4,922,573 |
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Long Variable |
174 |
0.1% |
1,037 |
0.1% |
$2,283,249,783 |
0.8% |
$2,201,784 |
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Short Variable |
2,517 |
1.9% |
15,867 |
1.6% |
$86,833,451,900 |
30.0% |
$5,472,582 |
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CP |
630 |
0.5% |
1,098 |
0.1% |
$15,950,315,000 |
5.5% |
$14,526,699 |
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Other |
74 |
0.1% |
193 |
0.0% |
$650,193,861 |
0.2% |
$3,368,880 |
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Total |
131,707 |
100% |
986,751 |
100% |
$289,412,365,213 |
100% |
$293,298 |
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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 |
78,691 |
98.5% |
345,179 |
99.1% |
$51,513,912,513 |
90.2% |
$149,238 |
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Long Note |
525 |
0.7% |
939 |
0.3% |
$467,637,639 |
0.8% |
$498,017 |
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Short Note |
70 |
0.1% |
108 |
0.0% |
$172,640,600 |
0.3% |
$1,598,524 |
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Long Variable |
76 |
0.1% |
219 |
0.1% |
$80,965,000 |
0.1% |
$369,703 |
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Short Variable |
483 |
0.6% |
1,745 |
0.5% |
$4,803,583,000 |
8.4% |
$2,752,770 |
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CP |
22 |
0.0% |
53 |
0.0% |
$87,735,000 |
0.2% |
$1,655,377 |
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Other |
17 |
0.0% |
37 |
0.0% |
$3,856,044 |
0.0% |
$104,217 |
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Total |
79,884 |
100% |
348,280 |
100% |
$57,130,329,796 |
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 |
125,917 |
95.9% |
618,023 |
96.8% |
$119,117,464,822 |
51.3% |
$192,740 |
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Long Note |
1,740 |
1.3% |
3,820 |
0.6% |
$9,667,209,041 |
4.2% |
$2,530,683 |
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Short Note |
264 |
0.2% |
487 |
0.1% |
$2,756,290,054 |
1.2% |
$5,659,733 |
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Long Variable |
174 |
0.1% |
818 |
0.1% |
$2,202,284,783 |
0.9% |
$2,692,280 |
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Short Variable |
2,510 |
1.9% |
14,122 |
2.2% |
$82,029,868,900 |
35.3% |
$5,808,658 |
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CP |
630 |
0.5% |
1,045 |
0.2% |
$15,862,580,000 |
6.8% |
$15,179,502 |
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Other |
74 |
0.1% |
156 |
0.0% |
$646,337,817 |
0.3% |
$4,143,191 |
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Total |
131,309 |
100% |
638,471 |
100% |
$232,282,035,417 |
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 |
118,979 |
96.0% |
406,596 |
97.1% |
$72,271,799,842 |
50.6% |
$177,748 |
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Long Note |
1,712 |
1.4% |
3,149 |
0.8% |
$8,220,554,041 |
5.8% |
$2,610,528 |
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Short Note |
262 |
0.2% |
464 |
0.1% |
$2,624,120,054 |
1.8% |
$5,655,431 |
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Long Variable |
166 |
0.1% |
548 |
0.1% |
$2,033,213,000 |
1.4% |
$3,710,243 |
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Short Variable |
2,152 |
1.7% |
6,809 |
1.6% |
$43,388,777,450 |
30.4% |
$6,372,269 |
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CP |
629 |
0.5% |
879 |
0.2% |
$13,737,732,000 |
9.6% |
$15,628,819 |
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Other |
63 |
0.1% |
93 |
0.0% |
$553,626,650 |
0.4% |
$5,952,975 |
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Total |
123,963 |
100% |
418,538 |
100% |
142,829,823,037 |
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 |
98,502 |
97.2% |
211,427 |
96.1% |
$46,845,664,980 |
52.4% |
$221,569 |
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Long Note |
521 |
0.5% |
671 |
0.3% |
$1,446,655,000 |
1.6% |
$2,155,969 |
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Short Note |
17 |
0.0% |
23 |
0.0% |
$132,170,000 |
0.1% |
$5,746,522 |
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Long Variable |
145 |
0.1% |
270 |
0.1% |
$169,071,783 |
0.2% |
$626,192 |
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Short Variable |
2,028 |
2.0% |
7,313 |
3.3% |
$38,641,091,450 |
43.2% |
$5,283,891 |
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CP |
119 |
0.1% |
166 |
0.1% |
$2,124,848,000 |
2.4% |
$12,800,289 |
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Other |
44 |
0.0% |
63 |
0.0% |
$92,711,167 |
0.1% |
$1,471,606 |
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Total |
101,376 |
100% |
219,933 |
100% |
89,452,212,380 |
100% |
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