CUSIPs, Trades and Par Value by Security Type
September 2013
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 113,596 96.0% 892,472 97.7% $166,587,233,708 60.9% $186,658
Long Note 1,254 1.1% 3,701 0.4% $4,110,982,829 1.5% $1,110,776
Short Note 203 0.2% 441 0.0% $1,369,398,230 0.5% $3,105,211
Long Variable 159 0.1% 1,358 0.1% $1,543,752,524 0.6% $1,136,784
Short Variable 2,394 2.0% 14,261 1.6% $83,008,328,266 30.4% $5,820,653
CP 607 0.5% 958 0.1% $15,287,787,000 5.6% $15,958,024
Other 110 0.1% 282 0.0% $1,515,203,227 0.6% $5,373,061
Total 118,323 100% 913,473 100% $273,422,685,784 100% $299,322
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 69,354 98.5% 296,556 99.1% $51,285,338,736 84.2% $172,936
Long Note 399 0.6% 698 0.2% $495,442,544 0.8% $709,803
Short Note 44 0.1% 58 0.0% $59,110,000 0.1% $1,019,138
Long Variable 84 0.1% 319 0.1% $168,679,174 0.3% $528,775
Short Variable 489 0.7% 1,682 0.6% $8,589,111,033 14.1% $5,106,487
CP 15 0.0% 35 0.0% $127,623,000 0.2% $3,646,371
Other 20 0.0% 49 0.0% $162,595,000 0.3% $3,318,265
Total 70,405 100% 299,397 100% $60,887,899,487 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 113,300 96.0% 595,916 97.0% $115,301,894,972 54.3% $193,487
Long Note 1,246 1.1% 3,003 0.5% $3,615,540,285 1.7% $1,203,976
Short Note 202 0.2% 383 0.1% $1,310,288,230 0.6% $3,421,118
Long Variable 159 0.1% 1,039 0.2% $1,375,073,350 0.6% $1,323,458
Short Variable 2,386 2.0% 12,579 2.0% $74,419,217,233 35.0% $5,916,147
CP 606 0.5% 923 0.2% $15,160,164,000 7.1% $16,424,880
Other 109 0.1% 233 0.0% $1,352,608,227 0.6% $5,805,186
Total 118,008 100% 614,076 100% $212,534,786,297 100%
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 105,606 96.1% 402,850 97.5% $66,110,508,327 52.7% $164,107
Long Note 1,221 1.1% 2,322 0.6% $3,000,080,285 2.4% $1,292,024
Short Note 200 0.2% 354 0.1% $1,269,218,230 1.0% $3,585,362
Long Variable 147 0.1% 653 0.2% $1,115,044,958 0.9% $1,707,573
Short Variable 1,965 1.8% 6,019 1.5% $40,038,781,733 31.9% $6,652,065
CP 604 0.5% 757 0.2% $12,934,009,000 10.3% $17,085,877
Other 100 0.1% 153 0.0% $1,030,912,664 0.8% $6,737,991
Total 109,843 100% 413,108 100% 125,498,555,197 100%
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 96,180 97.1% 193,066 96.1% $49,191,386,645 56.5% $254,791
Long Note 503 0.5% 681 0.3% $615,460,000 0.7% $903,759
Short Note 24 0.0% 29 0.0% $41,070,000 0.0% $1,416,207
Long Variable 139 0.1% 386 0.2% $260,028,392 0.3% $673,649
Short Variable 2,007 2.0% 6,560 3.3% $34,380,435,500 39.5% $5,240,920
CP 106 0.1% 166 0.1% $2,226,155,000 2.6% $13,410,572
Other 47 0.0% 80 0.0% $321,695,563 0.4% $4,021,195
Total 99,006 100% 200,968 100% 87,036,231,100 100%