CUSIPs, Trades and Par Value by Security Type
December 2014
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 107,089 95.5% 695,589 96.9% $129,511,599,904 61.4% $186,190
Long Note 1,698 1.5% 4,896 0.7% $3,469,107,621 1.6% $708,560
Short Note 395 0.4% 833 0.1% $1,726,049,235 0.8% $2,072,088
Long Variable 205 0.2% 1,489 0.2% $1,484,805,424 0.7% $997,183
Short Variable 2,096 1.9% 14,100 2.0% $59,450,133,550 28.2% $4,216,322
CP 548 0.5% 789 0.1% $14,740,005,000 7.0% $18,681,882
Other 109 0.1% 376 0.1% $485,494,605 0.2% $1,291,209
Total 112,140 100% 718,072 100% $210,867,195,339 100% $293,657
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 72,988 98.2% 264,569 98.6% $44,801,909,264 91.3% $169,339
Long Note 680 0.9% 1,102 0.4% $732,030,774 1.5% $664,275
Short Note 114 0.2% 168 0.1% $266,684,118 0.5% $1,587,405
Long Variable 102 0.1% 341 0.1% $147,900,284 0.3% $433,725
Short Variable 399 0.5% 2,069 0.8% $2,992,731,000 6.1% $1,446,463
CP 6 0.0% 10 0.0% $64,485,000 0.1% $6,448,500
Other 38 0.1% 97 0.0% $54,983,792 0.1% $566,843
Total 74,327 100% 268,356 100% $49,060,724,232 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 106,260 95.5% 431,020 95.8% $84,709,690,640 52.4% $196,533
Long Note 1,690 1.5% 3,794 0.8% $2,737,076,847 1.7% $721,422
Short Note 395 0.4% 665 0.1% $1,459,365,117 0.9% $2,194,534
Long Variable 205 0.2% 1,148 0.3% $1,336,905,140 0.8% $1,164,552
Short Variable 2,091 1.9% 12,031 2.7% $56,457,402,550 34.9% $4,692,661
CP 548 0.5% 779 0.2% $14,675,520,000 9.1% $18,838,922
Other 109 0.1% 279 0.1% $430,510,813 0.3% $1,543,050
Total 111,298 100% 449,716 100% $161,806,471,107 100%
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 95,695 95.2% 279,406 95.9% $56,987,683,167 52.8% $203,960
Long Note 1,651 1.6% 3,025 1.0% $2,314,712,913 2.1% $765,194
Short Note 394 0.4% 620 0.2% $1,343,667,117 1.2% $2,167,205
Long Variable 186 0.2% 731 0.3% $1,088,729,750 1.0% $1,489,370
Short Variable 1,912 1.9% 6,758 2.3% $32,730,807,050 30.3% $4,843,268
CP 547 0.5% 695 0.2% $13,226,992,000 12.3% $19,031,643
Other 92 0.1% 155 0.1% $259,962,075 0.2% $1,677,175
Total 100,477 100% 291,390 100% 107,952,554,072 100%
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 82,362 96.9% 151,614 95.8% $27,722,007,473 51.5% $182,846
Long Note 619 0.7% 769 0.5% $422,363,934 0.8% $549,238
Short Note 40 0.0% 45 0.0% $115,698,000 0.2% $2,571,067
Long Variable 174 0.2% 417 0.3% $248,175,390 0.5% $595,145
Short Variable 1,639 1.9% 5,273 3.3% $23,726,595,500 44.1% $4,499,639
CP 68 0.1% 84 0.1% $1,448,528,000 2.7% $17,244,381
Other 66 0.1% 124 0.1% $170,548,738 0.3% $1,375,393
Total 84,968 100% 158,326 100% 53,853,917,035 100%