CUSIPs, Trades and Par Value by Security Type
May 2014
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 109,909 96.1% 709,567 97.4% $140,142,490,415 58.3% $197,504
Long Note 1,343 1.2% 3,536 0.5% $4,013,102,425 1.7% $1,134,927
Short Note 263 0.2% 515 0.1% $1,102,375,765 0.5% $2,140,535
Long Variable 173 0.2% 1,185 0.2% $889,698,541 0.4% $750,800
Short Variable 2,127 1.9% 12,787 1.8% $79,895,293,000 33.2% $6,248,166
CP 505 0.4% 812 0.1% $13,611,884,000 5.7% $16,763,404
Other 99 0.1% 325 0.0% $777,798,137 0.3% $2,393,225
Total 114,419 100% 728,727 100% $240,432,642,283 100% $329,935
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 68,815 98.6% 248,430 99.1% $43,199,312,801 91.0% $173,889
Long Note 461 0.7% 743 0.3% $649,724,454 1.4% $874,461
Short Note 55 0.1% 81 0.0% $135,808,842 0.3% $1,676,652
Long Variable 94 0.1% 287 0.1% $89,011,296 0.2% $310,144
Short Variable 334 0.5% 1,069 0.4% $3,103,247,000 6.5% $2,902,944
CP 12 0.0% 18 0.0% $132,860,000 0.3% $7,381,111
Other 27 0.0% 89 0.0% $151,384,210 0.3% $1,700,946
Total 69,798 100% 250,717 100% $47,461,348,603 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 109,349 96.1% 461,137 96.5% $96,943,177,614 50.2% $210,226
Long Note 1,331 1.2% 2,793 0.6% $3,363,377,971 1.7% $1,204,217
Short Note 260 0.2% 434 0.1% $966,566,923 0.5% $2,227,113
Long Variable 172 0.2% 898 0.2% $800,687,245 0.4% $891,634
Short Variable 2,121 1.9% 11,718 2.5% $76,792,046,000 39.8% $6,553,341
CP 505 0.4% 794 0.2% $13,479,024,000 7.0% $16,976,101
Other 90 0.1% 236 0.0% $626,413,927 0.3% $2,654,296
Total 113,828 100% 478,010 100% $192,971,293,680 100%
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 98,809 96.0% 295,952 96.7% $59,362,012,175 50.6% $200,580
Long Note 1,286 1.2% 2,309 0.8% $2,621,237,263 2.2% $1,135,226
Short Note 258 0.3% 398 0.1% $867,213,923 0.7% $2,178,929
Long Variable 161 0.2% 577 0.2% $657,904,974 0.6% $1,140,217
Short Variable 1,859 1.8% 6,089 2.0% $41,568,689,000 35.4% $6,826,850
CP 504 0.5% 675 0.2% $11,710,406,000 10.0% $17,348,750
Other 77 0.1% 166 0.1% $516,362,364 0.4% $3,110,617
Total 102,954 100% 306,166 100% 117,303,825,699 100%
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 86,808 97.4% 165,185 96.1% $37,581,165,439 49.7% $227,510
Long Note 362 0.4% 484 0.3% $742,140,708 1.0% $1,533,349
Short Note 26 0.0% 36 0.0% $99,353,000 0.1% $2,759,806
Long Variable 139 0.2% 321 0.2% $142,782,271 0.2% $444,805
Short Variable 1,649 1.9% 5,629 3.3% $35,223,357,000 46.6% $6,257,480
CP 92 0.1% 119 0.1% $1,768,618,000 2.3% $14,862,336
Other 41 0.0% 70 0.0% $110,051,563 0.1% $1,572,165
Total 89,117 100% 171,844 100% 75,667,467,981 100%