CUSIPs, Trades and Par Value by Security
Type |
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May 2012 |
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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 |
121,706 |
94.7% |
821,368 |
96.8% |
$155,779,600,742 |
55.4% |
$189,659 |
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Long Note |
1,917 |
1.5% |
6,261 |
0.7% |
$5,101,513,182 |
1.8% |
$814,808 |
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Short Note |
469 |
0.4% |
1,005 |
0.1% |
$2,532,431,707 |
0.9% |
$2,519,833 |
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Long Variable |
201 |
0.2% |
1,121 |
0.1% |
$545,370,000 |
0.2% |
$486,503 |
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Short Variable |
3,287 |
2.6% |
17,441 |
2.1% |
$96,396,777,000 |
34.3% |
$5,527,021 |
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CP |
725 |
0.6% |
1,173 |
0.1% |
$19,780,394,000 |
7.0% |
$16,863,081 |
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Other |
157 |
0.1% |
495 |
0.1% |
$1,146,029,201 |
0.4% |
$2,315,211 |
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Total |
128,462 |
100% |
848,864 |
100% |
$281,282,115,832 |
100% |
$331,363 |
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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 |
74,566 |
98.1% |
297,769 |
98.8% |
$50,082,706,596 |
92.7% |
$168,193 |
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Long Note |
675 |
0.9% |
1,473 |
0.5% |
$876,026,833 |
1.6% |
$594,723 |
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Short Note |
120 |
0.2% |
179 |
0.1% |
$142,105,000 |
0.3% |
$793,883 |
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Long Variable |
101 |
0.1% |
324 |
0.1% |
$101,200,000 |
0.2% |
$312,346 |
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Short Variable |
460 |
0.6% |
1,421 |
0.5% |
$2,092,402,000 |
3.9% |
$1,472,486 |
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CP |
58 |
0.1% |
91 |
0.0% |
$709,802,000 |
1.3% |
$7,800,022 |
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Other |
45 |
0.1% |
107 |
0.0% |
$32,968,000 |
0.1% |
$308,112 |
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Total |
76,025 |
100% |
301,364 |
100% |
$54,037,210,429 |
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 |
120,824 |
94.7% |
523,599 |
95.6% |
$105,696,894,146 |
46.5% |
$201,866 |
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Long Note |
1,894 |
1.5% |
4,788 |
0.9% |
$4,225,486,349 |
1.9% |
$882,516 |
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Short Note |
467 |
0.4% |
826 |
0.2% |
$2,390,326,707 |
1.1% |
$2,893,858 |
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Long Variable |
201 |
0.2% |
797 |
0.1% |
$444,170,000 |
0.2% |
$557,302 |
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Short Variable |
3,279 |
2.6% |
16,020 |
2.9% |
$94,304,375,000 |
41.5% |
$5,886,665 |
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CP |
725 |
0.6% |
1,082 |
0.2% |
$19,070,592,000 |
8.4% |
$17,625,316 |
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Other |
156 |
0.1% |
388 |
0.1% |
$1,113,061,201 |
0.5% |
$2,868,714 |
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Total |
127,546 |
100% |
547,500 |
100% |
$227,244,905,403 |
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 |
108,748 |
94.7% |
351,425 |
96.1% |
$69,027,544,877 |
48.4% |
$196,422 |
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Long Note |
1,840 |
1.6% |
4,079 |
1.1% |
$3,362,122,349 |
2.4% |
$824,252 |
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Short Note |
463 |
0.4% |
782 |
0.2% |
$1,694,506,707 |
1.2% |
$2,166,888 |
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Long Variable |
183 |
0.2% |
430 |
0.1% |
$262,845,000 |
0.2% |
$611,267 |
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Short Variable |
2,762 |
2.4% |
7,874 |
2.2% |
$50,679,271,000 |
35.5% |
$6,436,280 |
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CP |
719 |
0.6% |
902 |
0.2% |
$16,689,261,000 |
11.7% |
$18,502,507 |
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Other |
132 |
0.1% |
235 |
0.1% |
$988,597,888 |
0.7% |
$4,206,800 |
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Total |
114,847 |
100% |
365,727 |
100% |
142,704,148,821 |
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 |
90,844 |
96.4% |
172,174 |
94.7% |
$36,669,349,269 |
43.4% |
$212,978 |
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Long Note |
434 |
0.5% |
709 |
0.4% |
$863,364,000 |
1.0% |
$1,217,721 |
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Short Note |
33 |
0.0% |
44 |
0.0% |
$695,820,000 |
0.8% |
$15,814,091 |
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Long Variable |
179 |
0.2% |
367 |
0.2% |
$181,325,000 |
0.2% |
$494,074 |
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Short Variable |
2,540 |
2.7% |
8,146 |
4.5% |
$43,625,104,000 |
51.6% |
$5,355,402 |
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CP |
145 |
0.2% |
180 |
0.1% |
$2,381,331,000 |
2.8% |
$13,229,617 |
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Other |
95 |
0.1% |
153 |
0.1% |
$124,463,313 |
0.1% |
$813,486 |
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Total |
94,270 |
100% |
181,773 |
100% |
84,540,756,582 |
100% |
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