CUSIPs, Trades and Par Value by Security Type
December 2012
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	131,051	95.5%	827,641	96.7%	$137,536,764,618	54.2%	$166,179
Long Note	1,781	1.3%	5,485	0.6%	$3,668,153,165	1.4%	$668,761
Short Note	385	0.3%	905	0.1%	$2,037,953,832	0.8%	$2,251,883
Long Variable	197	0.1%	1,228	0.1%	$458,308,732	0.2%	$373,216
Short Variable	3,086	2.2%	19,214	2.2%	$94,583,725,200	37.3%	$4,922,646
CP	588	0.4%	1,002	0.1%	$14,799,309,000	5.8%	$14,769,769
Other	120	0.1%	353	0.0%	$536,880,873	0.2%	$1,520,909
Total	137,208	100%	855,828	100%	$253,621,095,420	100%	$296,346
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	79,520	98.2%	302,039	98.7%	$42,784,547,163	83.6%	$141,652
Long Note	619	0.8%	1,218	0.4%	$578,059,560	1.1%	$474,597
Short Note	104	0.1%	177	0.1%	$68,097,000	0.1%	$384,729
Long Variable	93	0.1%	324	0.1%	$65,710,000	0.1%	$202,809
Short Variable	610	0.8%	2,051	0.7%	$7,389,684,000	14.4%	$3,602,966
CP	33	0.0%	83	0.0%	$242,894,000	0.5%	$2,926,434
Other	21	0.0%	109	0.0%	$28,689,520	0.1%	$263,207
Total	81,000	100%	306,001	100%	$51,157,681,243	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	130,327	95.5%	525,602	95.6%	$94,752,217,455	46.8%	$180,274
Long Note	1,770	1.3%	4,267	0.8%	$3,090,093,605	1.5%	$724,184
Short Note	385	0.3%	728	0.1%	$1,969,856,832	1.0%	$2,705,847
Long Variable	196	0.1%	904	0.2%	$392,598,732	0.2%	$434,291
Short Variable	3,078	2.3%	17,163	3.1%	$87,194,041,200	43.1%	$5,080,350
CP	588	0.4%	919	0.2%	$14,556,415,000	7.2%	$15,839,407
Other	115	0.1%	244	0.0%	$508,191,353	0.3%	$2,082,751
Total	136,459	100%	549,827	100%	$202,463,414,177	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	115,883	95.3%	323,012	95.9%	$58,217,926,265	46.6%	$180,235
Long Note	1,733	1.4%	3,220	1.0%	$2,500,318,712	2.0%	$776,496
Short Note	377	0.3%	672	0.2%	$1,717,651,832	1.4%	$2,556,030
Long Variable	174	0.1%	467	0.1%	$205,759,866	0.2%	$440,599
Short Variable	2,713	2.2%	8,443	2.5%	$49,193,942,100	39.4%	$5,826,595
CP	586	0.5%	780	0.2%	$12,786,716,000	10.2%	$16,393,226
Other	84	0.1%	159	0.0%	$361,898,853	0.3%	$2,276,093
Total	121,550	100%	336,753	100%	124,984,213,628	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	105,340	96.6%	202,590	95.1%	$36,534,291,190	47.2%	$180,336
Long Note	727	0.7%	1,047	0.5%	$589,774,893	0.8%	$563,300
Short Note	43	0.0%	56	0.0%	$252,205,000	0.3%	$4,503,661
Long Variable	185	0.2%	437	0.2%	$186,838,866	0.2%	$427,549
Short Variable	2,600	2.4%	8,720	4.1%	$38,000,099,100	49.0%	$4,357,810
CP	111	0.1%	139	0.1%	$1,769,699,000	2.3%	$12,731,647
Other	72	0.1%	85	0.0%	$146,292,500	0.2%	$1,721,088
Total	109,078	100%	213,074	100%	77,479,200,549	100%