CUSIPs, Trades and Par Value by Security
Type |
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November 2014 |
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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 |
97,174 |
95.7% |
606,896 |
97.0% |
$102,967,379,359 |
54.9% |
$169,662 |
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Long Note |
1,517 |
1.5% |
4,125 |
0.7% |
$3,517,731,609 |
1.9% |
$852,783 |
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Short Note |
353 |
0.3% |
709 |
0.1% |
$1,009,869,858 |
0.5% |
$1,424,358 |
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Long Variable |
158 |
0.2% |
1,132 |
0.2% |
$2,690,298,666 |
1.4% |
$2,376,589 |
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Short Variable |
1,818 |
1.8% |
11,753 |
1.9% |
$65,013,502,850 |
34.7% |
$5,531,652 |
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CP |
458 |
0.5% |
659 |
0.1% |
$11,133,363,000 |
5.9% |
$16,894,329 |
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Other |
102 |
0.1% |
322 |
0.1% |
$1,075,420,844 |
0.6% |
$3,339,816 |
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Total |
101,580 |
100% |
625,596 |
100% |
$187,407,566,186 |
100% |
$299,566 |
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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 |
65,582 |
98.3% |
227,332 |
98.6% |
$32,801,379,553 |
87.6% |
$144,288 |
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Long Note |
587 |
0.9% |
948 |
0.4% |
$375,907,559 |
1.0% |
$396,527 |
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Short Note |
97 |
0.1% |
130 |
0.1% |
$46,483,250 |
0.1% |
$357,563 |
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Long Variable |
84 |
0.1% |
268 |
0.1% |
$114,765,935 |
0.3% |
$428,231 |
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Short Variable |
323 |
0.5% |
1,745 |
0.8% |
$3,796,856,000 |
10.1% |
$2,175,849 |
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CP |
8 |
0.0% |
11 |
0.0% |
$71,740,000 |
0.2% |
$6,521,818 |
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Other |
39 |
0.1% |
74 |
0.0% |
$235,913,386 |
0.6% |
$3,188,019 |
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Total |
66,720 |
100% |
230,508 |
100% |
$37,443,045,683 |
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 |
96,444 |
95.7% |
379,564 |
96.1% |
$70,165,999,806 |
46.8% |
$184,859 |
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Long Note |
1,501 |
1.5% |
3,177 |
0.8% |
$3,141,824,050 |
2.1% |
$988,928 |
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Short Note |
349 |
0.3% |
579 |
0.1% |
$963,386,608 |
0.6% |
$1,663,880 |
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Long Variable |
158 |
0.2% |
864 |
0.2% |
$2,575,532,731 |
1.7% |
$2,980,941 |
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Short Variable |
1,815 |
1.8% |
10,008 |
2.5% |
$61,216,646,850 |
40.8% |
$6,116,771 |
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CP |
458 |
0.5% |
648 |
0.2% |
$11,061,623,000 |
7.4% |
$17,070,406 |
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Other |
101 |
0.1% |
248 |
0.1% |
$839,507,458 |
0.6% |
$3,385,111 |
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Total |
100,826 |
100% |
395,088 |
100% |
$149,964,520,503 |
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 |
87,609 |
95.6% |
256,214 |
96.3% |
$47,323,951,078 |
48.5% |
$184,705 |
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Long Note |
1,460 |
1.6% |
2,627 |
1.0% |
$2,849,639,050 |
2.9% |
$1,084,750 |
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Short Note |
346 |
0.4% |
544 |
0.2% |
$890,343,608 |
0.9% |
$1,636,661 |
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Long Variable |
148 |
0.2% |
567 |
0.2% |
$2,437,519,950 |
2.5% |
$4,298,977 |
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Short Variable |
1,564 |
1.7% |
5,354 |
2.0% |
$33,869,204,900 |
34.7% |
$6,325,963 |
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CP |
457 |
0.5% |
562 |
0.2% |
$9,671,735,000 |
9.9% |
$17,209,493 |
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Other |
83 |
0.1% |
163 |
0.1% |
$557,652,068 |
0.6% |
$3,421,178 |
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Total |
91,667 |
100% |
266,031 |
100% |
97,600,045,654 |
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 |
70,303 |
97.1% |
123,350 |
95.6% |
$22,842,048,728 |
43.6% |
$185,181 |
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Long Note |
424 |
0.6% |
550 |
0.4% |
$292,185,000 |
0.6% |
$531,245 |
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Short Note |
30 |
0.0% |
35 |
0.0% |
$73,043,000 |
0.1% |
$2,086,943 |
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Long Variable |
127 |
0.2% |
297 |
0.2% |
$138,012,781 |
0.3% |
$464,689 |
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Short Variable |
1,407 |
1.9% |
4,654 |
3.6% |
$27,347,441,950 |
52.2% |
$5,876,116 |
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CP |
70 |
0.1% |
86 |
0.1% |
$1,389,888,000 |
2.7% |
$16,161,488 |
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Other |
55 |
0.1% |
85 |
0.1% |
$281,855,390 |
0.5% |
$3,315,946 |
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Total |
72,416 |
100% |
129,057 |
100% |
52,364,474,849 |
100% |
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