CUSIPs, Trades and Par Value by Security Type
September 2004
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 84,740 89.1% 469,499 83.0% $97,245,971,011 28.6% $207,127
Long Note 1,608 1.7% 7,577 1.3% $8,960,570,693 2.6% $1,182,601
Short Note 295 0.3% 3,849 0.7% $7,406,821,641 2.2% $1,924,350
Long Variable 277 0.3% 2,921 0.5% $2,486,124,933 0.7% $851,121
Short Variable 7,027 7.4% 79,201 14.0% $206,001,759,869 60.7% $2,600,999
CP 595 0.6% 978 0.2% $10,101,522,000 3.0% $10,328,755
Other 576 0.6% 1,954 0.3% $7,287,425,552 2.1% $3,729,491
Total 95,118 100% 565,979 100% $339,490,195,699 100% $599,828
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 38,207 94.7% 116,217 95.0% $30,544,323,000 75.7% $262,821
Long Note 554 1.4% 1,252 1.0% $1,056,372,000 2.6% $843,748
Short Note 99 0.2% 432 0.4% $2,281,445,000 5.7% $5,281,123
Long Variable 136 0.3% 589 0.5% $269,783,000 0.7% $458,036
Short Variable 1,279 3.2% 3,678 3.0% $5,682,055,000 14.1% $1,544,876
CP 1 0.0% 1 0.0% $21,581,000 0.1% $21,581,000
Other 63 0.2% 138 0.1% $513,490,000 1.3% $3,720,942
Total 40,339 100% 122,307 100% $40,369,049,000 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 83,802 89.0% 353,282 79.6% $66,701,648,011 22.3% $188,806
Long Note 1,590 1.7% 6,325 1.4% $7,904,198,693 2.6% $1,249,676
Short Note 281 0.3% 3,417 0.8% $5,125,376,641 1.7% $1,499,964
Long Variable 276 0.3% 2,332 0.5% $2,216,341,933 0.7% $950,404
Short Variable 7,021 7.5% 75,523 17.0% $200,319,704,869 67.0% $2,652,433
CP 595 0.6% 977 0.2% $10,079,941,000 3.4% $10,317,237
Other 573 0.6% 1,816 0.4% $6,773,935,552 2.3% $3,730,141
Total 94,138 100% 443,672 100% $299,121,146,699 100%
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 76,608 89.2% 249,497 82.6% $41,039,689,165 24.9% $164,490
Long Note 1,541 1.8% 5,133 1.7% $5,930,091,910 3.6% $1,155,288
Short Note 275 0.3% 3,365 1.1% $4,968,338,641 3.0% $1,476,475
Long Variable 251 0.3% 1,693 0.6% $1,304,694,933 0.8% $770,641
Short Variable 6,255 7.3% 40,688 13.5% $101,150,993,770 61.4% $2,486,015
CP 524 0.6% 657 0.2% $6,635,901,000 4.0% $10,100,306
Other 460 0.5% 1,012 0.3% $3,820,245,914 2.3% $3,774,947
Total 85,914 100% 302,045 100% 164,849,955,333 100%
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 61,579 89.1% 103,785 73.3% $25,661,958,846 19.1% $247,261
Long Note 529 0.8% 1,192 0.8% $1,974,106,783 1.5% $1,656,130
Short Note 41 0.1% 52 0.0% $157,038,000 0.1% $3,019,962
Long Variable 210 0.3% 639 0.5% $911,647,000 0.7% $1,426,678
Short Variable 6,112 8.8% 34,835 24.6% $99,168,711,099 73.9% $2,846,812
CP 274 0.4% 320 0.2% $3,444,040,000 2.6% $10,762,625
Other 393 0.6% 804 0.6% $2,953,689,638 2.2% $3,673,743
Total 69,138 100% 141,627 100% 134,271,191,366 100%