CUSIPs, Trades and Par Value by Security Type
August 2013
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	119,574	96.0%	993,987	97.5%	$159,485,531,852	54.0%	$160,450
Long Note	1,392	1.1%	6,171	0.6%	$24,624,019,594	8.3%	$3,990,280
Short Note	225	0.2%	481	0.0%	$857,976,305	0.3%	$1,783,735
Long Variable	182	0.1%	1,424	0.1%	$970,653,914	0.3%	$681,639
Short Variable	2,426	1.9%	16,077	1.6%	$92,009,052,500	31.2%	$5,723,024
CP	641	0.5%	1,034	0.1%	$15,590,812,000	5.3%	$15,078,155
Other	88	0.1%	227	0.0%	$1,598,626,579	0.5%	$7,042,408
Total	124,528	100%	1,019,401	100%	$295,136,672,744	100%	$289,520
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	72,176	98.6%	316,397	98.9%	$45,278,508,795	81.9%	$143,107
Long Note	429	0.6%	1,170	0.4%	$3,181,715,773	5.8%	$2,719,415
Short Note	50	0.1%	82	0.0%	$91,020,000	0.2%	$1,110,000
Long Variable	109	0.1%	350	0.1%	$117,842,348	0.2%	$336,692
Short Variable	429	0.6%	1,811	0.6%	$6,422,152,000	11.6%	$3,546,191
CP	14	0.0%	24	0.0%	$155,864,000	0.3%	$6,494,333
Other	17	0.0%	43	0.0%	$11,074,044	0.0%	$257,536
Total	73,224	100%	319,877	100%	$55,258,176,960	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	119,341	96.0%	677,590	96.9%	$114,207,023,057	47.6%	$168,549
Long Note	1,386	1.1%	5,001	0.7%	$21,442,303,821	8.9%	$4,287,603
Short Note	223	0.2%	399	0.1%	$766,956,305	0.3%	$1,922,196
Long Variable	182	0.1%	1,074	0.2%	$852,811,566	0.4%	$794,052
Short Variable	2,421	1.9%	14,266	2.0%	$85,586,900,500	35.7%	$5,999,362
CP	641	0.5%	1,010	0.1%	$15,434,948,000	6.4%	$15,282,127
Other	88	0.1%	184	0.0%	$1,587,552,535	0.7%	$8,628,003
Total	124,282	100%	699,524	100%	$239,878,495,784	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	112,784	96.1%	471,573	97.2%	$67,992,708,628	46.1%	$144,183
Long Note	1,361	1.2%	4,388	0.9%	$18,320,193,821	12.4%	$4,175,067
Short Note	222	0.2%	366	0.1%	$669,636,305	0.5%	$1,829,607
Long Variable	176	0.2%	684	0.1%	$587,214,000	0.4%	$858,500
Short Variable	2,064	1.8%	7,022	1.4%	$45,616,144,000	30.9%	$6,496,175
CP	641	0.5%	856	0.2%	$13,170,239,000	8.9%	$15,385,793
Other	71	0.1%	113	0.0%	$1,063,973,818	0.7%	$9,415,698
Total	117,319	100%	485,002	100%	147,420,109,572	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	100,195	97.3%	206,017	96.0%	$46,214,314,429	50.0%	$224,323
Long Note	440	0.4%	613	0.3%	$3,122,110,000	3.4%	$5,093,165
Short Note	28	0.0%	33	0.0%	$97,320,000	0.1%	$2,949,091
Long Variable	156	0.2%	390	0.2%	$265,597,566	0.3%	$681,019
Short Variable	2,014	2.0%	7,244	3.4%	$39,970,756,500	43.2%	$5,517,774
CP	117	0.1%	154	0.1%	$2,264,709,000	2.4%	$14,705,903
Other	52	0.1%	71	0.0%	$523,578,717	0.6%	$7,374,348
Total	103,002	100%	214,522	100%	92,458,386,212	100%