CUSIPs, Trades and Par Value by Security Type
October 2001
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 91,401 91.7% 563,178 92.3% $106,401,399,253 43.0% $188,930
Long Note 1,586 1.6% 8,055 1.3% $6,423,954,482 2.6% $797,511
Short Note 353 0.4% 2,051 0.3% $6,222,247,388 2.5% $3,033,763
Long Variable 193 0.2% 1,478 0.2% $1,740,914,627 0.7% $1,177,885
Short Variable 4,725 4.7% 32,246 5.3% $107,748,797,396 43.6% $3,341,462
CP 734 0.7% 1,176 0.2% $13,138,597,000 5.3% $11,172,276
Other 636 0.6% 1,923 0.3% $5,510,981,632 2.2% $2,865,825
Total 99,628 100% 610,107 100% $247,186,891,778 100% $405,153
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 39,866 97.6% 122,379 98.5% $36,303,611,000 95.3% $296,649
Long Note 549 1.3% 1,030 0.8% $878,228,000 2.3% $852,649
Short Note 118 0.3% 258 0.2% $429,760,000 1.1% $1,665,736
Long Variable 52 0.1% 150 0.1% $71,965,000 0.2% $479,767
Short Variable 196 0.5% 350 0.3% $174,131,000 0.5% $497,517
CP 0 0.0% 0 0.0% $0 0.0% -
Other 68 0.2% 114 0.1% $230,344,000 0.6% $2,020,561
Total 40,849 100% 124,281 100% $38,088,039,000 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 90,010 91.7% 440,799 90.7% $70,097,788,253 33.5% $159,024
Long Note 1,558 1.6% 7,025 1.4% $5,545,726,482 2.7% $789,427
Short Note 341 0.3% 1,793 0.4% $5,792,487,388 2.8% $3,230,612
Long Variable 192 0.2% 1,328 0.3% $1,668,949,627 0.8% $1,256,739
Short Variable 4,724 4.8% 31,896 6.6% $107,574,666,396 51.4% $3,372,670
CP 734 0.7% 1,176 0.2% $13,138,597,000 6.3% $11,172,276
Other 618 0.6% 1,809 0.4% $5,280,637,632 2.5% $2,919,092
Total 98,177 100% 485,826 100% $209,098,852,778 100%
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 82,640 91.6% 329,995 92.1% $44,991,049,394 33.8% $136,339
Long Note 1,525 1.7% 6,378 1.8% $4,670,466,732 3.5% $732,278
Short Note 335 0.4% 1,602 0.4% $4,755,046,488 3.6% $2,968,194
Long Variable 177 0.2% 926 0.3% $1,291,653,450 1.0% $1,394,874
Short Variable 4,241 4.7% 17,008 4.7% $61,717,988,094 46.4% $3,628,762
CP 723 0.8% 1,070 0.3% $12,188,055,000 9.2% $11,390,706
Other 539 0.6% 1,173 0.3% $3,441,753,551 2.6% $2,934,146
Total 90,180 100% 358,152 100% 133,056,012,709 100%
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 63,110 93.0% 110,804 86.8% $25,106,738,859 33.0% $226,587
Long Note 386 0.6% 647 0.5% $875,259,750 1.2% $1,352,797
Short Note 56 0.1% 191 0.1% $1,037,440,900 1.4% $5,431,628
Long Variable 109 0.2% 402 0.3% $377,296,177 0.5% $938,548
Short Variable 3,802 5.6% 14,888 11.7% $45,856,678,302 60.3% $3,080,110
CP 88 0.1% 106 0.1% $950,542,000 1.3% $8,967,377
Other 320 0.5% 636 0.5% $1,838,884,081 2.4% $2,891,327
Total 67,871 100% 127,674 100% 76,042,840,069 100%