CUSIPs, Trades and Par Value by Security Type
June 2003
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 98,028 91.3% 587,914 90.0% $127,311,133,029 37.2% $216,547
Long Note 2,166 2.0% 8,485 1.3% $23,696,353,127 6.9% $2,792,735
Short Note 474 0.4% 1,120 0.2% $3,296,799,158 1.0% $2,943,571
Long Variable 219 0.2% 2,413 0.4% $1,551,303,000 0.5% $642,894
Short Variable 5,501 5.1% 50,498 7.7% $170,909,607,811 50.0% $3,384,483
CP 410 0.4% 542 0.1% $4,903,150,000 1.4% $9,046,402
Other 555 0.5% 2,534 0.4% $10,223,611,902 3.0% $4,034,575
Total 107,353 100% 653,506 100% $341,891,958,027 100% $523,166
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 45,528 97.4% 139,042 98.3% $45,176,302,000 90.1% $324,911
Long Note 739 1.6% 1,350 1.0% $4,150,490,000 8.3% $3,074,437
Short Note 115 0.2% 129 0.1% $90,463,000 0.2% $701,264
Long Variable 74 0.2% 298 0.2% $105,170,000 0.2% $352,919
Short Variable 248 0.5% 490 0.3% $331,062,000 0.7% $675,637
CP 0 0.0% 0 0.0% $0 0.0% -
Other 60 0.1% 113 0.1% $267,745,000 0.5% $2,369,425
Total 46,764 100% 141,422 100% $50,121,232,000 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 96,800 91.3% 448,872 87.7% $82,134,831,029 28.2% $182,981
Long Note 2,122 2.0% 7,135 1.4% $19,545,863,127 6.7% $2,739,434
Short Note 462 0.4% 991 0.2% $3,206,336,158 1.1% $3,235,455
Long Variable 217 0.2% 2,115 0.4% $1,446,133,000 0.5% $683,751
Short Variable 5,500 5.2% 50,008 9.8% $170,578,545,811 58.5% $3,411,025
CP 410 0.4% 542 0.1% $4,903,150,000 1.7% $9,046,402
Other 536 0.5% 2,421 0.5% $9,955,866,902 3.4% $4,112,295
Total 106,047 100% 512,084 100% $291,770,726,027 100%
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 88,937 91.0% 328,682 89.6% $57,487,806,212 31.4% $174,904
Long Note 2,053 2.1% 6,214 1.7% $17,592,808,646 9.6% $2,831,157
Short Note 446 0.5% 825 0.2% $2,343,908,669 1.3% $2,841,101
Long Variable 204 0.2% 1,591 0.4% $1,039,657,000 0.6% $653,461
Short Variable 5,187 5.3% 27,499 7.5% $94,482,391,585 51.6% $3,435,848
CP 409 0.4% 526 0.1% $4,761,031,000 2.6% $9,051,390
Other 463 0.5% 1,595 0.4% $5,356,175,402 2.9% $3,358,104
Total 97,699 100% 366,932 100% 183,063,778,514 100%
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 67,579 92.1% 120,190 82.8% $24,647,024,817 22.7% $205,067
Long Note 621 0.8% 921 0.6% $1,953,054,481 1.8% $2,120,580
Short Note 89 0.1% 166 0.1% $862,427,489 0.8% $5,195,346
Long Variable 162 0.2% 524 0.4% $406,476,000 0.4% $775,718
Short Variable 4,571 6.2% 22,509 15.5% $76,096,154,226 70.0% $3,380,699
CP 15 0.0% 16 0.0% $142,119,000 0.1% $8,882,438
Other 314 0.4% 826 0.6% $4,599,691,500 4.2% $5,568,634
Total 73,351 100% 145,152 100% 108,706,947,513 100%