CUSIPs, Trades and Par Value by Security Type
June 2013
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 126,301 95.9% 963,202 97.6% $170,631,377,335 59.0% $177,150
Long Note 1,743 1.3% 4,759 0.5% $10,134,846,680 3.5% $2,129,617
Short Note 268 0.2% 595 0.1% $2,928,930,654 1.0% $4,922,573
Long Variable 174 0.1% 1,037 0.1% $2,283,249,783 0.8% $2,201,784
Short Variable 2,517 1.9% 15,867 1.6% $86,833,451,900 30.0% $5,472,582
CP 630 0.5% 1,098 0.1% $15,950,315,000 5.5% $14,526,699
Other 74 0.1% 193 0.0% $650,193,861 0.2% $3,368,880
Total 131,707 100% 986,751 100% $289,412,365,213 100% $293,298
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 78,691 98.5% 345,179 99.1% $51,513,912,513 90.2% $149,238
Long Note 525 0.7% 939 0.3% $467,637,639 0.8% $498,017
Short Note 70 0.1% 108 0.0% $172,640,600 0.3% $1,598,524
Long Variable 76 0.1% 219 0.1% $80,965,000 0.1% $369,703
Short Variable 483 0.6% 1,745 0.5% $4,803,583,000 8.4% $2,752,770
CP 22 0.0% 53 0.0% $87,735,000 0.2% $1,655,377
Other 17 0.0% 37 0.0% $3,856,044 0.0% $104,217
Total 79,884 100% 348,280 100% $57,130,329,796 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 125,917 95.9% 618,023 96.8% $119,117,464,822 51.3% $192,740
Long Note 1,740 1.3% 3,820 0.6% $9,667,209,041 4.2% $2,530,683
Short Note 264 0.2% 487 0.1% $2,756,290,054 1.2% $5,659,733
Long Variable 174 0.1% 818 0.1% $2,202,284,783 0.9% $2,692,280
Short Variable 2,510 1.9% 14,122 2.2% $82,029,868,900 35.3% $5,808,658
CP 630 0.5% 1,045 0.2% $15,862,580,000 6.8% $15,179,502
Other 74 0.1% 156 0.0% $646,337,817 0.3% $4,143,191
Total 131,309 100% 638,471 100% $232,282,035,417 100%
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 118,979 96.0% 406,596 97.1% $72,271,799,842 50.6% $177,748
Long Note 1,712 1.4% 3,149 0.8% $8,220,554,041 5.8% $2,610,528
Short Note 262 0.2% 464 0.1% $2,624,120,054 1.8% $5,655,431
Long Variable 166 0.1% 548 0.1% $2,033,213,000 1.4% $3,710,243
Short Variable 2,152 1.7% 6,809 1.6% $43,388,777,450 30.4% $6,372,269
CP 629 0.5% 879 0.2% $13,737,732,000 9.6% $15,628,819
Other 63 0.1% 93 0.0% $553,626,650 0.4% $5,952,975
Total 123,963 100% 418,538 100% 142,829,823,037 100%
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 98,502 97.2% 211,427 96.1% $46,845,664,980 52.4% $221,569
Long Note 521 0.5% 671 0.3% $1,446,655,000 1.6% $2,155,969
Short Note 17 0.0% 23 0.0% $132,170,000 0.1% $5,746,522
Long Variable 145 0.1% 270 0.1% $169,071,783 0.2% $626,192
Short Variable 2,028 2.0% 7,313 3.3% $38,641,091,450 43.2% $5,283,891
CP 119 0.1% 166 0.1% $2,124,848,000 2.4% $12,800,289
Other 44 0.0% 63 0.0% $92,711,167 0.1% $1,471,606
Total 101,376 100% 219,933 100% 89,452,212,380 100%