CUSIPs, Trades and Par Value by Security Type
October 2002
Security Type CUSIPs % of Total Trades % of Total Par Value % of Total Average Size All Trades
Bond 93,844 90.7% 616,188 89.8% $118,227,425,978 33.2% $191,869
Long Note 1,686 1.6% 7,050 1.0% $7,515,650,648 2.1% $1,066,050
Short Note 359 0.3% 5,045 0.7% $15,514,948,310 4.4% $3,075,312
Long Variable 210 0.2% 2,782 0.4% $2,536,459,334 0.7% $911,740
Short Variable 5,919 5.7% 51,528 7.5% $192,461,247,395 54.0% $3,735,081
CP 866 0.8% 1,331 0.2% $11,664,019,000 3.3% $8,763,350
Other 613 0.6% 2,283 0.3% $8,277,701,191 2.3% $3,625,800
Total 103,497 100% 686,207 100% $356,197,451,856 100% $519,082
Security Type Inter-Dealer CUSIPs % of Total Inter-Dealer Trades % of Total Inter-Dealer Par % of Total Inter-Dealer Average Size
Bond 41,760 97.6% 130,828 98.0% $37,454,873,000 89.6% $286,291
Long Note 618 1.4% 1,277 1.0% $710,697,000 1.7% $556,536
Short Note 105 0.2% 422 0.3% $2,555,310,000 6.1% $6,055,237
Long Variable 66 0.2% 345 0.3% $425,418,000 1.0% $1,233,096
Short Variable 220 0.5% 490 0.4% $466,551,000 1.1% $952,145
CP 0 0.0% 0 0.0% $0 0.0% -
Other 38 0.1% 69 0.1% $166,335,000 0.4% $2,410,652
Total 42,807 100% 133,431 100% $41,779,184,000 100%
Security Type Customer CUSIPs % of Total Customer Trades % of Total Customer Par % of Total Customer Average Size
Bond 92,599 90.6% 485,360 87.8% $80,772,552,978 25.7% $166,418
Long Note 1,660 1.6% 5,773 1.0% $6,804,953,648 2.2% $1,178,755
Short Note 352 0.3% 4,623 0.8% $12,959,638,310 4.1% $2,803,296
Long Variable 207 0.2% 2,437 0.4% $2,111,041,334 0.7% $866,246
Short Variable 5,919 5.8% 51,038 9.2% $191,994,696,395 61.1% $3,761,799
CP 866 0.8% 1,331 0.2% $11,664,019,000 3.7% $8,763,350
Other 605 0.6% 2,214 0.4% $8,111,366,191 2.6% $3,663,670
Total 102,208 100% 552,776 100% $314,418,267,856 100%
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 86,543 90.7% 363,269 89.6% $52,396,441,841 27.2% $144,236
Long Note 1,621 1.7% 4,856 1.2% $4,670,683,133 2.4% $961,838
Short Note 348 0.4% 4,179 1.0% $9,635,468,895 5.0% $2,305,688
Long Variable 195 0.2% 1,942 0.5% $1,421,212,667 0.7% $731,829
Short Variable 5,364 5.6% 28,935 7.1% $110,325,451,027 57.4% $3,812,872
CP 820 0.9% 1,087 0.3% $9,484,650,000 4.9% $8,725,529
Other 532 0.6% 1,351 0.3% $4,424,240,354 2.3% $3,274,789
Total 95,423 100% 405,619 100% 192,358,147,917 100%
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 66,494 91.8% 122,091 83.0% $28,376,111,137 23.2% $232,418
Long Note 479 0.7% 917 0.6% $2,134,270,515 1.7% $2,327,449
Short Note 79 0.1% 444 0.3% $3,324,169,415 2.7% $7,486,868
Long Variable 148 0.2% 495 0.3% $689,828,667 0.6% $1,393,593
Short Variable 4,729 6.5% 22,103 15.0% $81,669,245,368 66.9% $3,694,939
CP 194 0.3% 244 0.2% $2,179,369,000 1.8% $8,931,840
Other 327 0.5% 863 0.6% $3,687,125,837 3.0% $4,272,452
Total 72,450 100% 147,157 100% 122,060,119,939 100%