CUSIPs, Trades and Par Value by Security Type
August 2003
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 88,791 91.0% 673,144 91.7% $117,956,790,418 39.4% $175,233
Long Note 1,656 1.7% 6,821 0.9% $14,780,576,602 4.9% $2,166,922
Short Note 266 0.3% 553 0.1% $609,715,876 0.2% $1,102,560
Long Variable 199 0.2% 2,268 0.3% $1,348,609,652 0.5% $594,625
Short Variable 5,721 5.9% 48,977 6.7% $151,389,415,423 50.6% $3,091,031
CP 523 0.5% 738 0.1% $7,127,959,000 2.4% $9,658,481
Other 435 0.4% 1,743 0.2% $5,997,713,505 2.0% $3,441,029
Total 97,591 100% 734,244 100% $299,210,780,476 100% $407,509
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 40,833 97.6% 146,069 98.7% $40,798,959,000 96.7% $279,313
Long Note 544 1.3% 983 0.7% $780,591,000 1.9% $794,091
Short Note 73 0.2% 94 0.1% $121,463,000 0.3% $1,292,160
Long Variable 88 0.2% 323 0.2% $149,794,000 0.4% $463,759
Short Variable 259 0.6% 527 0.4% $316,399,000 0.8% $600,378
CP 0 0.0% 0 0.0% $0 0.0% -
Other 31 0.1% 58 0.0% $7,651,000 0.0% $131,914
Total 41,828 100% 148,054 100% $42,174,857,000 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 87,792 90.9% 527,075 89.9% $77,157,831,418 30.0% $146,389
Long Note 1,616 1.7% 5,838 1.0% $13,999,985,602 5.4% $2,398,079
Short Note 260 0.3% 459 0.1% $488,252,876 0.2% $1,063,732
Long Variable 198 0.2% 1,945 0.3% $1,198,815,652 0.5% $616,358
Short Variable 5,718 5.9% 48,450 8.3% $151,073,016,423 58.8% $3,118,122
CP 523 0.5% 738 0.1% $7,127,959,000 2.8% $9,658,481
Other 433 0.4% 1,685 0.3% $5,990,062,505 2.3% $3,554,933
Total 96,540 100% 586,190 100% $257,035,923,476 100%
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 82,643 91.2% 412,617 92.6% $48,653,532,512 32.2% $117,915
Long Note 1,561 1.7% 5,009 1.1% $11,519,791,577 7.6% $2,299,819
Short Note 255 0.3% 397 0.1% $410,863,588 0.3% $1,034,921
Long Variable 183 0.2% 1,546 0.3% $993,875,652 0.7% $642,869
Short Variable 5,096 5.6% 24,459 5.5% $79,969,961,673 52.9% $3,269,552
CP 520 0.6% 710 0.2% $6,673,904,000 4.4% $9,399,865
Other 361 0.4% 972 0.2% $3,014,974,890 2.0% $3,101,826
Total 90,619 100% 445,710 100% 151,236,903,892 100%
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 63,432 91.5% 114,458 81.5% $28,504,298,906 26.9% $249,037
Long Note 519 0.7% 829 0.6% $2,480,194,025 2.3% $2,991,790
Short Note 39 0.1% 62 0.0% $77,389,288 0.1% $1,248,214
Long Variable 153 0.2% 399 0.3% $204,940,000 0.2% $513,634
Short Variable 4,863 7.0% 23,991 17.1% $71,103,054,750 67.2% $2,963,739
CP 22 0.0% 28 0.0% $454,055,000 0.4% $16,216,250
Other 297 0.4% 713 0.5% $2,975,087,615 2.8% $4,172,633
Total 69,325 100% 140,480 100% 105,799,019,584 100%