| CUSIPs, Trades and Par Value by Security Type | |||||||||
| (June 2000) | |||||||||
| Security Type | CUSIPs | % of Total | Trades | % of Total | Par Value | % of Total | Average Size All Trades | ||
| Bond | 94,571 | 92.4% | 561,899 | 92.2% | $99,950,466,093 | 37.4% | $177,880 | ||
| Long Note | 1,404 | 1.4% | 6,419 | 1.1% | $14,155,413,924 | 5.3% | $2,205,237 | ||
| Short Note | 177 | 0.2% | 523 | 0.1% | $1,166,766,020 | 0.4% | $2,230,910 | ||
| Long Variable | 161 | 0.2% | 1,724 | 0.3% | $1,069,255,000 | 0.4% | $620,218 | ||
| Short Variable | 4,709 | 4.6% | 36,060 | 5.9% | $136,506,673,836 | 51.1% | $3,785,543 | ||
| CP | 853 | 0.8% | 1,333 | 0.2% | $10,191,462,000 | 3.8% | $7,645,508 | ||
| Other | 524 | 0.5% | 1,537 | 0.3% | $3,896,587,336 | 1.5% | $2,536,841 | ||
| Total | 102,399 | 100% | 609,495 | 100% | $266,936,624,209 | 100% | $437,964 | ||
| Security Type | Inter-Dealer CUSIPs | % of Total | Inter-Dealer Trades | % of Total | Inter-Dealer Par | % of Total | Inter-Dealer Average Size | ||
| Bond | 39,786 | 98.1% | 121,196 | 98.5% | $31,620,752,000 | 93.3% | $260,906 | ||
| Long Note | 467 | 1.2% | 1,105 | 0.9% | $1,693,454,000 | 5.0% | $1,532,538 | ||
| Short Note | 24 | 0.1% | 34 | 0.0% | $24,779,000 | 0.1% | $728,794 | ||
| Long Variable | 60 | 0.1% | 250 | 0.2% | $134,606,000 | 0.4% | $538,424 | ||
| Short Variable | 196 | 0.5% | 350 | 0.3% | $374,913,000 | 1.1% | $1,071,180 | ||
| CP | 0 | 0.0% | 0 | 0.0% | $0 | 0.0% | $0 | ||
| Other | 26 | 0.1% | 53 | 0.0% | $35,994,000 | 0.1% | $679,132 | ||
| Total | 40,559 | 100% | 122,988 | 100% | $33,884,498,000 | 100% | |||
| Security Type | Customer CUSIPs | % of Total | Customer Trades | % of Total | Customer Par | % of Total | Customer Average Size | ||
| Bond | 93,862 | 92.3% | 440,703 | 90.6% | $68,329,714,093 | 29.3% | $155,048 | ||
| Long Note | 1,379 | 1.4% | 5,314 | 1.1% | $12,461,959,924 | 5.3% | $2,345,119 | ||
| Short Note | 177 | 0.2% | 489 | 0.1% | $1,141,987,020 | 0.5% | $2,335,352 | ||
| Long Variable | 161 | 0.2% | 1,474 | 0.3% | $934,649,000 | 0.4% | $634,090 | ||
| Short Variable | 4,706 | 4.6% | 35,710 | 7.3% | $136,131,760,836 | 58.4% | $3,812,147 | ||
| CP | 853 | 0.8% | 1,333 | 0.3% | $10,191,462,000 | 4.4% | $7,645,508 | ||
| Other | 523 | 0.5% | 1,484 | 0.3% | $3,860,593,336 | 1.7% | $2,603,232 | ||
| Total | 101,661 | 100% | 486,507 | 100% | $233,052,126,209 | 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 | 87,070 | 92.4% | 322,734 | 92.2% | $40,998,515,096 | 29.9% | $127,035 | ||
| Long Note | 1,319 | 1.4% | 4,616 | 1.3% | $10,208,362,097 | 7.5% | $2,211,517 | ||
| Short Note | 165 | 0.2% | 396 | 0.1% | $880,297,313 | 0.6% | $2,222,973 | ||
| Long Variable | 153 | 0.2% | 1,307 | 0.4% | $805,554,000 | 0.6% | $616,338 | ||
| Short Variable | 4,248 | 4.5% | 18,956 | 5.4% | $74,169,249,500 | 54.2% | $3,912,706 | ||
| CP | 818 | 0.9% | 1,002 | 0.3% | $7,429,925,000 | 5.4% | $7,415,095 | ||
| Other | 439 | 0.5% | 1,026 | 0.3% | $2,468,451,808 | 1.8% | $2,405,898 | ||
| Total | 94,212 | 100% | 350,037 | 100% | 136,960,354,814 | 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 | 69,825 | 93.6% | 117,969 | 86.4% | $27,331,198,997 | 28.4% | $231,683 | ||
| Long Note | 460 | 0.6% | 698 | 0.5% | $2,253,597,827 | 2.3% | $3,228,650 | ||
| Short Note | 62 | 0.1% | 93 | 0.1% | $261,689,707 | 0.3% | $2,813,868 | ||
| Long Variable | 102 | 0.1% | 167 | 0.1% | $129,095,000 | 0.1% | $773,024 | ||
| Short Variable | 3,573 | 4.8% | 16,754 | 12.3% | $61,962,511,336 | 64.5% | $3,698,371 | ||
| CP | 278 | 0.4% | 331 | 0.2% | $2,761,537,000 | 2.9% | $8,343,012 | ||
| Other | 278 | 0.4% | 458 | 0.3% | $1,392,141,528 | 1.4% | $3,046,262 | ||
| Total | 74,578 | 100% | 136,470 | 100% | 96,091,771,395 | 100% | |||