CUSIPs, Trades and Par Value by Security Type
July 2015
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 110,093 96.0% 799,018 97.9% $137,834,229,208 68.1% $172,505
Long Note 1,832 1.6% 5,327 0.7% $8,089,841,738 4.0% $1,518,649
Short Note 333 0.3% 732 0.1% $1,442,434,593 0.7% $1,970,539
Long Variable 204 0.2% 1,520 0.2% $1,535,244,053 0.8% $1,010,029
Short Variable 1,682 1.5% 8,501 1.0% $37,210,209,000 18.4% $4,377,157
CP 513 0.4% 756 0.1% $13,437,563,000 6.6% $17,774,554
Other 67 0.1% 291 0.0% $2,874,560,017 1.4% $9,878,213
Total 114,724 100% 816,145 100% $202,424,081,609 100% $248,025
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 76,180 98.5% 308,192 99.0% $43,355,560,380 93.7% $140,677
Long Note 654 0.8% 1,198 0.4% $774,296,182 1.7% $646,324
Short Note 101 0.1% 149 0.0% $229,465,000 0.5% $1,540,034
Long Variable 106 0.1% 334 0.1% $136,150,235 0.3% $407,635
Short Variable 294 0.4% 1,326 0.4% $1,746,880,000 3.8% $1,317,406
CP 6 0.0% 7 0.0% $40,130,000 0.1% $5,732,857
Other 17 0.0% 37 0.0% $6,487,610 0.0% $175,341
Total 77,358 100% 311,243 100% $46,288,969,407 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 109,424 96.0% 490,826 97.2% $94,478,668,828 60.5% $192,489
Long Note 1,819 1.6% 4,129 0.8% $7,315,545,556 4.7% $1,771,748
Short Note 331 0.3% 583 0.1% $1,212,969,593 0.8% $2,080,565
Long Variable 204 0.2% 1,186 0.2% $1,399,093,818 0.9% $1,179,674
Short Variable 1,679 1.5% 7,175 1.4% $35,463,329,000 22.7% $4,942,624
CP 513 0.4% 749 0.1% $13,397,433,000 8.6% $17,887,093
Other 66 0.1% 254 0.1% $2,868,072,407 1.8% $11,291,624
Total 114,036 100% 504,902 100% $156,135,112,202 100%
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 99,976 95.8% 334,476 97.1% $62,745,499,720 60.4% $187,593
Long Note 1,771 1.7% 3,586 1.0% $6,047,707,481 5.8% $1,686,477
Short Note 327 0.3% 545 0.2% $1,199,389,593 1.2% $2,200,715
Long Variable 190 0.2% 809 0.2% $1,143,379,800 1.1% $1,413,325
Short Variable 1,479 1.4% 4,069 1.2% $19,738,850,000 19.0% $4,851,032
CP 511 0.5% 658 0.2% $11,460,865,000 11.0% $17,417,728
Other 55 0.1% 187 0.1% $1,510,797,564 1.5% $8,079,131
Total 104,309 100% 344,330 100% 103,846,489,158 100%
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 81,497 97.5% 156,350 97.4% $31,733,169,108 60.7% $202,962
Long Note 450 0.5% 543 0.3% $1,267,838,075 2.4% $2,334,877
Short Note 34 0.0% 38 0.0% $13,580,000 0.0% $357,368
Long Variable 166 0.2% 377 0.2% $255,714,018 0.5% $678,287
Short Variable 1,282 1.5% 3,106 1.9% $15,724,479,000 30.1% $5,062,614
CP 82 0.1% 91 0.1% $1,936,568,000 3.7% $21,280,967
Other 34 0.0% 67 0.0% $1,357,274,843 2.6% $20,257,833
Total 83,545 100% 160,572 100% 52,288,623,044 100%