CUSIPs, Trades and Par Value by Security Type
July 2013
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 122,124 96.3% 973,444 97.8% $165,339,640,536 64.2% $169,850
Long Note 1,426 1.1% 4,018 0.4% $4,956,901,815 1.9% $1,233,674
Short Note 226 0.2% 473 0.0% $1,236,189,801 0.5% $2,613,509
Long Variable 177 0.1% 1,149 0.1% $2,406,911,695 0.9% $2,094,788
Short Variable 2,270 1.8% 14,663 1.5% $71,275,153,367 27.7% $4,860,885
CP 520 0.4% 872 0.1% $11,686,067,000 4.5% $13,401,453
Other 80 0.1% 269 0.0% $708,205,789 0.3% $2,632,735
Total 126,823 100% 994,888 100% $257,609,070,003 100% $258,933
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 73,078 98.6% 312,467 99.1% $48,340,968,499 91.5% $154,707
Long Note 418 0.6% 728 0.2% $415,300,209 0.8% $570,467
Short Note 49 0.1% 68 0.0% $86,075,000 0.2% $1,265,809
Long Variable 85 0.1% 221 0.1% $94,884,044 0.2% $429,340
Short Variable 429 0.6% 1,590 0.5% $3,700,615,000 7.0% $2,327,431
CP 19 0.0% 39 0.0% $163,937,000 0.3% $4,203,513
Other 22 0.0% 109 0.0% $31,086,264 0.1% $285,195
Total 74,100 100% 315,222 100% $52,832,866,016 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 121,840 96.3% 660,977 97.3% $116,998,672,037 57.1% $177,009
Long Note 1,419 1.1% 3,290 0.5% $4,541,601,606 2.2% $1,380,426
Short Note 223 0.2% 405 0.1% $1,150,114,801 0.6% $2,839,790
Long Variable 177 0.1% 928 0.1% $2,312,027,651 1.1% $2,491,409
Short Variable 2,267 1.8% 13,073 1.9% $67,574,538,367 33.0% $5,169,015
CP 520 0.4% 833 0.1% $11,522,130,000 5.6% $13,832,089
Other 73 0.1% 160 0.0% $677,119,525 0.3% $4,231,997
Total 126,519 100% 679,666 100% $204,776,203,987 100%
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 114,795 96.4% 448,383 97.6% $72,431,775,714 57.9% $161,540
Long Note 1,390 1.2% 2,664 0.6% $4,125,157,606 3.3% $1,548,483
Short Note 223 0.2% 384 0.1% $1,107,669,801 0.9% $2,884,557
Long Variable 168 0.1% 584 0.1% $2,078,055,389 1.7% $3,558,314
Short Variable 1,879 1.6% 6,386 1.4% $34,967,270,405 27.9% $5,475,614
CP 520 0.4% 709 0.2% $9,892,919,000 7.9% $13,953,341
Other 63 0.1% 89 0.0% $541,250,431 0.4% $6,081,466
Total 119,038 100% 459,199 100% 125,144,098,346 100%
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 101,625 97.5% 212,594 96.4% $44,566,896,323 56.0% $209,634
Long Note 485 0.5% 626 0.3% $416,444,000 0.5% $665,246
Short Note 19 0.0% 21 0.0% $42,445,000 0.1% $2,021,190
Long Variable 154 0.1% 344 0.2% $233,972,262 0.3% $680,152
Short Variable 1,844 1.8% 6,687 3.0% $32,607,267,962 40.9% $4,876,218
CP 90 0.1% 124 0.1% $1,629,211,000 2.0% $13,138,798
Other 41 0.0% 71 0.0% $135,869,094 0.2% $1,913,649
Total 104,258 100% 220,467 100% 79,632,105,641 100%