CUSIPs, Trades and Par Value by Security Type
May 2015
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 113,244 95.7% 808,070 97.6% $135,489,956,603 57.2% $167,671
Long Note 1,743 1.5% 4,787 0.6% $3,665,851,755 1.5% $765,793
Short Note 354 0.3% 724 0.1% $834,262,046 0.4% $1,152,296
Long Variable 177 0.1% 1,330 0.2% $1,720,523,648 0.7% $1,293,627
Short Variable 2,103 1.8% 11,755 1.4% $80,075,228,000 33.8% $6,812,014
CP 577 0.5% 838 0.1% $14,482,160,000 6.1% $17,281,814
Other 91 0.1% 250 0.0% $777,914,191 0.3% $3,111,657
Total 118,289 100% 827,754 100% $237,045,896,243 100% $286,372
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 77,843 98.4% 308,217 99.0% $41,245,112,268 86.3% $133,818
Long Note 704 0.9% 1,237 0.4% $508,773,215 1.1% $411,296
Short Note 109 0.1% 155 0.0% $56,895,000 0.1% $367,065
Long Variable 99 0.1% 338 0.1% $146,959,174 0.3% $434,790
Short Variable 354 0.4% 1,445 0.5% $5,677,669,000 11.9% $3,929,183
CP 8 0.0% 8 0.0% $110,735,000 0.2% $13,841,875
Other 22 0.0% 37 0.0% $22,467,088 0.0% $607,219
Total 79,139 100% 311,437 100% $47,768,610,745 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 112,579 95.7% 499,853 96.8% $94,244,844,335 49.8% $188,545
Long Note 1,727 1.5% 3,550 0.7% $3,157,078,540 1.7% $889,318
Short Note 351 0.3% 569 0.1% $777,367,046 0.4% $1,366,199
Long Variable 175 0.1% 992 0.2% $1,573,564,474 0.8% $1,586,255
Short Variable 2,101 1.8% 10,310 2.0% $74,397,559,000 39.3% $7,216,058
CP 575 0.5% 830 0.2% $14,371,425,000 7.6% $17,314,970
Other 88 0.1% 213 0.0% $755,447,103 0.4% $3,546,700
Total 117,596 100% 516,317 100% $189,277,285,498 100%
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 102,056 95.7% 336,941 97.0% $63,898,990,451 51.6% $189,644
Long Note 1,664 1.6% 2,982 0.9% $2,673,886,415 2.2% $896,676
Short Note 347 0.3% 538 0.2% $680,389,046 0.5% $1,264,664
Long Variable 169 0.2% 679 0.2% $1,430,278,087 1.2% $2,106,448
Short Variable 1,804 1.7% 5,481 1.6% $42,415,198,000 34.2% $7,738,587
CP 573 0.5% 721 0.2% $12,276,510,000 9.9% $17,027,060
Other 76 0.1% 143 0.0% $541,049,971 0.4% $3,783,566
Total 106,689 100% 347,485 100% 123,916,301,970 100%
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 82,729 97.3% 162,912 96.5% $30,345,853,884 46.4% $186,271
Long Note 443 0.5% 568 0.3% $483,192,125 0.7% $850,690
Short Note 30 0.0% 31 0.0% $96,978,000 0.1% $3,128,323
Long Variable 140 0.2% 313 0.2% $143,286,387 0.2% $457,784
Short Variable 1,587 1.9% 4,829 2.9% $31,982,361,000 48.9% $6,622,978
CP 85 0.1% 109 0.1% $2,094,915,000 3.2% $19,219,404
Other 44 0.1% 70 0.0% $214,397,132 0.3% $3,062,816
Total 85,058 100% 168,832 100% 65,360,983,528 100%