CUSIPs, Trades and Par Value by Security Type
April 2015
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 118,753 95.6% 809,094 97.2% $139,386,860,285 54.5% $172,275
Long Note 1,961 1.6% 5,494 0.7% $4,647,955,091 1.8% $846,006
Short Note 440 0.4% 832 0.1% $1,107,321,144 0.4% $1,330,915
Long Variable 190 0.2% 1,176 0.1% $1,057,044,340 0.4% $898,847
Short Variable 2,277 1.8% 15,142 1.8% $97,932,123,932 38.3% $6,467,582
CP 417 0.3% 626 0.1% $10,792,361,000 4.2% $17,240,193
Other 129 0.1% 361 0.0% $992,445,435 0.4% $2,749,156
Total 124,167 100% 832,725 100% $255,916,111,227 100% $307,324
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 79,678 98.2% 296,223 98.6% $42,106,241,297 80.9% $142,144
Long Note 778 1.0% 1,355 0.5% $810,961,503 1.6% $598,496
Short Note 101 0.1% 148 0.0% $46,807,000 0.1% $316,264
Long Variable 97 0.1% 256 0.1% $64,214,800 0.1% $250,839
Short Variable 413 0.5% 2,358 0.8% $8,964,902,000 17.2% $3,801,909
CP 4 0.0% 4 0.0% $17,735,000 0.0% $4,433,750
Other 29 0.0% 62 0.0% $49,303,868 0.1% $795,224
Total 81,100 100% 300,406 100% $52,060,165,468 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 118,034 95.6% 512,871 96.3% $97,280,618,988 47.7% $189,679
Long Note 1,930 1.6% 4,139 0.8% $3,836,993,588 1.9% $927,034
Short Note 438 0.4% 684 0.1% $1,060,514,144 0.5% $1,550,459
Long Variable 190 0.2% 920 0.2% $992,829,540 0.5% $1,079,163
Short Variable 2,276 1.8% 12,784 2.4% $88,967,221,932 43.6% $6,959,263
CP 417 0.3% 622 0.1% $10,774,626,000 5.3% $17,322,550
Other 126 0.1% 299 0.1% $943,141,567 0.5% $3,154,320
Total 123,411 100% 532,319 100% $203,855,945,759 100%
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
Bond 106,446 95.8% 328,899 96.7% $67,117,817,855 53.9% $204,068
Long Note 1,867 1.7% 3,313 1.0% $2,855,934,138 2.3% $862,039
Short Note 432 0.4% 634 0.2% $824,423,144 0.7% $1,300,352
Long Variable 178 0.2% 577 0.2% $841,088,846 0.7% $1,457,693
Short Variable 1,679 1.5% 6,057 1.8% $43,171,930,882 34.7% $7,127,610
CP 417 0.4% 536 0.2% $9,042,765,000 7.3% $16,870,830
Other 119 0.1% 230 0.1% $737,720,185 0.6% $3,207,479
Total 111,138 100% 340,246 100% 124,591,680,050 100%
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
Bond 89,134 96.8% 183,972 95.8% $30,162,801,133 38.1% $163,953
Long Note 639 0.7% 826 0.4% $981,059,450 1.2% $1,187,723
Short Note 41 0.0% 50 0.0% $236,091,000 0.3% $4,721,820
Long Variable 154 0.2% 343 0.2% $151,740,694 0.2% $442,393
Short Variable 2,013 2.2% 6,727 3.5% $45,795,291,050 57.8% $6,807,684
CP 71 0.1% 86 0.0% $1,731,861,000 2.2% $20,137,919
Other 41 0.0% 69 0.0% $205,421,382 0.3% $2,977,121
Total 92,093 100% 192,073 100% 79,264,265,709 100%