CUSIPs, Trades and Par Value by Security Type
April 2014
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	109,027	95.8%	737,350	97.2%	$141,681,590,870	54.7%	$192,150
Long Note	1,305	1.1%	3,619	0.5%	$3,178,672,470	1.2%	$878,329
Short Note	238	0.2%	697	0.1%	$1,563,415,518	0.6%	$2,243,064
Long Variable	196	0.2%	1,434	0.2%	$2,407,360,772	0.9%	$1,678,773
Short Variable	2,452	2.2%	14,673	1.9%	$98,842,756,962	38.2%	$6,736,370
CP	450	0.4%	701	0.1%	$10,636,927,000	4.1%	$15,173,933
Other	132	0.1%	474	0.1%	$721,556,971	0.3%	$1,522,272
Total	113,800	100%	758,948	100%	$259,032,280,563	100%	$341,304
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	68,567	98.5%	256,551	98.9%	$45,232,057,984	87.8%	$176,308
Long Note	471	0.7%	745	0.3%	$445,466,135	0.9%	$597,941
Short Note	63	0.1%	150	0.1%	$503,834,194	1.0%	$3,358,895
Long Variable	108	0.2%	353	0.1%	$160,378,500	0.3%	$454,330
Short Variable	396	0.6%	1,329	0.5%	$5,040,138,000	9.8%	$3,792,429
CP	6	0.0%	19	0.0%	$52,585,000	0.1%	$2,767,632
Other	31	0.0%	202	0.1%	$77,204,072	0.1%	$382,198
Total	69,642	100%	259,349	100%	$51,511,663,885	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	108,551	95.8%	480,799	96.2%	$96,449,532,886	46.5%	$200,603
Long Note	1,292	1.1%	2,874	0.6%	$2,733,206,335	1.3%	$951,011
Short Note	231	0.2%	547	0.1%	$1,059,581,324	0.5%	$1,937,077
Long Variable	196	0.2%	1,081	0.2%	$2,246,982,272	1.1%	$2,078,614
Short Variable	2,447	2.2%	13,344	2.7%	$93,802,618,962	45.2%	$7,029,573
CP	450	0.4%	682	0.1%	$10,584,342,000	5.1%	$15,519,563
Other	125	0.1%	272	0.1%	$644,352,899	0.3%	$2,368,944
Total	113,292	100%	499,599	100%	$207,520,616,678	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	98,971	95.8%	312,981	96.7%	$58,853,180,503	47.9%	$188,041
Long Note	1,245	1.2%	2,297	0.7%	$2,209,961,335	1.8%	$962,108
Short Note	230	0.2%	508	0.2%	$808,596,324	0.7%	$1,591,725
Long Variable	178	0.2%	710	0.2%	$2,121,926,750	1.7%	$2,988,629
Short Variable	2,078	2.0%	6,246	1.9%	$49,012,605,981	39.9%	$7,847,039
CP	450	0.4%	605	0.2%	$9,486,530,000	7.7%	$15,680,215
Other	110	0.1%	179	0.1%	$498,914,187	0.4%	$2,787,230
Total	103,262	100%	323,526	100%	122,991,715,080	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	88,992	96.9%	167,818	95.3%	$37,596,352,383	44.5%	$224,031
Long Note	430	0.5%	577	0.3%	$523,245,000	0.6%	$906,837
Short Note	26	0.0%	39	0.0%	$250,985,000	0.3%	$6,435,513
Long Variable	166	0.2%	371	0.2%	$125,055,522	0.1%	$337,077
Short Variable	2,111	2.3%	7,098	4.0%	$44,790,012,981	53.0%	$6,310,230
CP	60	0.1%	77	0.0%	$1,097,812,000	1.3%	$14,257,299
Other	69	0.1%	93	0.1%	$145,438,712	0.2%	$1,563,857
Total	91,854	100%	176,073	100%	84,528,901,598	100%