CUSIPs, Trades and Par Value by Security Type
August 2014
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 101,652 95.7% 691,233 97.0% $125,656,040,217 58.2% $181,785
Long Note 1,470 1.4% 4,077 0.6% $8,832,622,127 4.1% $2,166,451
Short Note 277 0.3% 523 0.1% $583,377,715 0.3% $1,115,445
Long Variable 175 0.2% 2,409 0.3% $1,332,069,281 0.6% $552,955
Short Variable 1,994 1.9% 12,916 1.8% $64,094,603,000 29.7% $4,962,419
CP 574 0.5% 855 0.1% $14,320,632,000 6.6% $16,749,277
Other 112 0.1% 287 0.0% $960,560,962 0.4% $3,346,902
Total 106,254 100% 712,300 100% $215,779,905,302 100% $302,934
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 70,084 98.5% 269,967 98.9% $40,778,394,361 91.0% $151,050
Long Note 477 0.7% 801 0.3% $477,645,111 1.1% $596,311
Short Note 56 0.1% 77 0.0% $36,540,000 0.1% $474,545
Long Variable 98 0.1% 389 0.1% $215,492,974 0.5% $553,967
Short Variable 330 0.5% 1,690 0.6% $3,210,854,000 7.2% $1,899,914
CP 15 0.0% 18 0.0% $88,141,000 0.2% $4,896,722
Other 58 0.1% 79 0.0% $8,365,512 0.0% $105,893
Total 71,118 100% 273,021 100% $44,815,432,958 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 100,569 95.7% 421,266 95.9% $84,877,645,856 49.6% $201,482
Long Note 1,455 1.4% 3,276 0.7% $8,354,977,016 4.9% $2,550,359
Short Note 274 0.3% 446 0.1% $546,837,715 0.3% $1,226,094
Long Variable 175 0.2% 2,020 0.5% $1,116,576,307 0.7% $552,761
Short Variable 1,989 1.9% 11,226 2.6% $60,883,749,000 35.6% $5,423,459
CP 574 0.5% 837 0.2% $14,232,491,000 8.3% $17,004,171
Other 82 0.1% 208 0.0% $952,195,450 0.6% $4,577,863
Total 105,118 100% 439,279 100% $170,964,472,344 100%
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 91,043 95.5% 273,642 95.9% $53,688,850,894 48.5% $196,201
Long Note 1,414 1.5% 2,758 1.0% $7,396,411,986 6.7% $2,681,803
Short Note 273 0.3% 419 0.1% $445,054,715 0.4% $1,062,183
Long Variable 167 0.2% 1,651 0.6% $871,921,350 0.8% $528,117
Short Variable 1,772 1.9% 5,908 2.1% $34,701,953,000 31.3% $5,873,723
CP 574 0.6% 747 0.3% $12,819,520,000 11.6% $17,161,339
Other 75 0.1% 148 0.1% $825,908,752 0.7% $5,580,465
Total 95,318 100% 285,273 100% 110,749,620,697 100%
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 78,908 97.2% 147,624 95.9% $31,188,794,962 51.8% $211,272
Long Note 421 0.5% 518 0.3% $958,565,030 1.6% $1,850,512
Short Note 24 0.0% 27 0.0% $101,783,000 0.2% $3,769,741
Long Variable 148 0.2% 369 0.2% $244,654,957 0.4% $663,022
Short Variable 1,528 1.9% 5,318 3.5% $26,181,796,000 43.5% $4,923,241
CP 69 0.1% 90 0.1% $1,412,971,000 2.3% $15,699,678
Other 46 0.1% 60 0.0% $126,286,698 0.2% $2,104,778
Total 81,144 100% 154,006 100% 60,214,851,647 100%