CUSIPs, Trades and Par Value by Security
Type |
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May 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 |
113,244 |
95.7% |
808,070 |
97.6% |
$135,489,956,603 |
57.2% |
$167,671 |
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Long Note |
1,743 |
1.5% |
4,787 |
0.6% |
$3,665,851,755 |
1.5% |
$765,793 |
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Short Note |
354 |
0.3% |
724 |
0.1% |
$834,262,046 |
0.4% |
$1,152,296 |
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Long Variable |
177 |
0.1% |
1,330 |
0.2% |
$1,720,523,648 |
0.7% |
$1,293,627 |
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Short Variable |
2,103 |
1.8% |
11,755 |
1.4% |
$80,075,228,000 |
33.8% |
$6,812,014 |
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CP |
577 |
0.5% |
838 |
0.1% |
$14,482,160,000 |
6.1% |
$17,281,814 |
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Other |
91 |
0.1% |
250 |
0.0% |
$777,914,191 |
0.3% |
$3,111,657 |
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Total |
118,289 |
100% |
827,754 |
100% |
$237,045,896,243 |
100% |
$286,372 |
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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 |
77,843 |
98.4% |
308,217 |
99.0% |
$41,245,112,268 |
86.3% |
$133,818 |
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Long Note |
704 |
0.9% |
1,237 |
0.4% |
$508,773,215 |
1.1% |
$411,296 |
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Short Note |
109 |
0.1% |
155 |
0.0% |
$56,895,000 |
0.1% |
$367,065 |
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Long Variable |
99 |
0.1% |
338 |
0.1% |
$146,959,174 |
0.3% |
$434,790 |
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Short Variable |
354 |
0.4% |
1,445 |
0.5% |
$5,677,669,000 |
11.9% |
$3,929,183 |
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CP |
8 |
0.0% |
8 |
0.0% |
$110,735,000 |
0.2% |
$13,841,875 |
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Other |
22 |
0.0% |
37 |
0.0% |
$22,467,088 |
0.0% |
$607,219 |
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Total |
79,139 |
100% |
311,437 |
100% |
$47,768,610,745 |
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 |
112,579 |
95.7% |
499,853 |
96.8% |
$94,244,844,335 |
49.8% |
$188,545 |
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Long Note |
1,727 |
1.5% |
3,550 |
0.7% |
$3,157,078,540 |
1.7% |
$889,318 |
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Short Note |
351 |
0.3% |
569 |
0.1% |
$777,367,046 |
0.4% |
$1,366,199 |
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Long Variable |
175 |
0.1% |
992 |
0.2% |
$1,573,564,474 |
0.8% |
$1,586,255 |
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Short Variable |
2,101 |
1.8% |
10,310 |
2.0% |
$74,397,559,000 |
39.3% |
$7,216,058 |
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CP |
575 |
0.5% |
830 |
0.2% |
$14,371,425,000 |
7.6% |
$17,314,970 |
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Other |
88 |
0.1% |
213 |
0.0% |
$755,447,103 |
0.4% |
$3,546,700 |
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Total |
117,596 |
100% |
516,317 |
100% |
$189,277,285,498 |
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 |
102,056 |
95.7% |
336,941 |
97.0% |
$63,898,990,451 |
51.6% |
$189,644 |
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Long Note |
1,664 |
1.6% |
2,982 |
0.9% |
$2,673,886,415 |
2.2% |
$896,676 |
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Short Note |
347 |
0.3% |
538 |
0.2% |
$680,389,046 |
0.5% |
$1,264,664 |
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Long Variable |
169 |
0.2% |
679 |
0.2% |
$1,430,278,087 |
1.2% |
$2,106,448 |
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Short Variable |
1,804 |
1.7% |
5,481 |
1.6% |
$42,415,198,000 |
34.2% |
$7,738,587 |
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CP |
573 |
0.5% |
721 |
0.2% |
$12,276,510,000 |
9.9% |
$17,027,060 |
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Other |
76 |
0.1% |
143 |
0.0% |
$541,049,971 |
0.4% |
$3,783,566 |
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Total |
106,689 |
100% |
347,485 |
100% |
123,916,301,970 |
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 |
82,729 |
97.3% |
162,912 |
96.5% |
$30,345,853,884 |
46.4% |
$186,271 |
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Long Note |
443 |
0.5% |
568 |
0.3% |
$483,192,125 |
0.7% |
$850,690 |
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Short Note |
30 |
0.0% |
31 |
0.0% |
$96,978,000 |
0.1% |
$3,128,323 |
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Long Variable |
140 |
0.2% |
313 |
0.2% |
$143,286,387 |
0.2% |
$457,784 |
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Short Variable |
1,587 |
1.9% |
4,829 |
2.9% |
$31,982,361,000 |
48.9% |
$6,622,978 |
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CP |
85 |
0.1% |
109 |
0.1% |
$2,094,915,000 |
3.2% |
$19,219,404 |
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Other |
44 |
0.1% |
70 |
0.0% |
$214,397,132 |
0.3% |
$3,062,816 |
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Total |
85,058 |
100% |
168,832 |
100% |
65,360,983,528 |
100% |
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