CUSIPs, Trades and Par Value by Security Type
May 2012
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 121,706 94.7% 821,368 96.8% $155,779,600,742 55.4% $189,659
Long Note 1,917 1.5% 6,261 0.7% $5,101,513,182 1.8% $814,808
Short Note 469 0.4% 1,005 0.1% $2,532,431,707 0.9% $2,519,833
Long Variable 201 0.2% 1,121 0.1% $545,370,000 0.2% $486,503
Short Variable 3,287 2.6% 17,441 2.1% $96,396,777,000 34.3% $5,527,021
CP 725 0.6% 1,173 0.1% $19,780,394,000 7.0% $16,863,081
Other 157 0.1% 495 0.1% $1,146,029,201 0.4% $2,315,211
Total 128,462 100% 848,864 100% $281,282,115,832 100% $331,363
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 74,566 98.1% 297,769 98.8% $50,082,706,596 92.7% $168,193
Long Note 675 0.9% 1,473 0.5% $876,026,833 1.6% $594,723
Short Note 120 0.2% 179 0.1% $142,105,000 0.3% $793,883
Long Variable 101 0.1% 324 0.1% $101,200,000 0.2% $312,346
Short Variable 460 0.6% 1,421 0.5% $2,092,402,000 3.9% $1,472,486
CP 58 0.1% 91 0.0% $709,802,000 1.3% $7,800,022
Other 45 0.1% 107 0.0% $32,968,000 0.1% $308,112
Total 76,025 100% 301,364 100% $54,037,210,429 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 120,824 94.7% 523,599 95.6% $105,696,894,146 46.5% $201,866
Long Note 1,894 1.5% 4,788 0.9% $4,225,486,349 1.9% $882,516
Short Note 467 0.4% 826 0.2% $2,390,326,707 1.1% $2,893,858
Long Variable 201 0.2% 797 0.1% $444,170,000 0.2% $557,302
Short Variable 3,279 2.6% 16,020 2.9% $94,304,375,000 41.5% $5,886,665
CP 725 0.6% 1,082 0.2% $19,070,592,000 8.4% $17,625,316
Other 156 0.1% 388 0.1% $1,113,061,201 0.5% $2,868,714
Total 127,546 100% 547,500 100% $227,244,905,403 100%
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 108,748 94.7% 351,425 96.1% $69,027,544,877 48.4% $196,422
Long Note 1,840 1.6% 4,079 1.1% $3,362,122,349 2.4% $824,252
Short Note 463 0.4% 782 0.2% $1,694,506,707 1.2% $2,166,888
Long Variable 183 0.2% 430 0.1% $262,845,000 0.2% $611,267
Short Variable 2,762 2.4% 7,874 2.2% $50,679,271,000 35.5% $6,436,280
CP 719 0.6% 902 0.2% $16,689,261,000 11.7% $18,502,507
Other 132 0.1% 235 0.1% $988,597,888 0.7% $4,206,800
Total 114,847 100% 365,727 100% 142,704,148,821 100%
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 90,844 96.4% 172,174 94.7% $36,669,349,269 43.4% $212,978
Long Note 434 0.5% 709 0.4% $863,364,000 1.0% $1,217,721
Short Note 33 0.0% 44 0.0% $695,820,000 0.8% $15,814,091
Long Variable 179 0.2% 367 0.2% $181,325,000 0.2% $494,074
Short Variable 2,540 2.7% 8,146 4.5% $43,625,104,000 51.6% $5,355,402
CP 145 0.2% 180 0.1% $2,381,331,000 2.8% $13,229,617
Other 95 0.1% 153 0.1% $124,463,313 0.1% $813,486
Total 94,270 100% 181,773 100% 84,540,756,582 100%