CUSIPs, Trades and Par Value by Security Type
December 2013
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	116,757	96.1%	863,880	97.6%	$134,296,323,325	57.7%	$155,457
Long Note	1,283	1.1%	3,784	0.4%	$3,763,667,178	1.6%	$994,627
Short Note	252	0.2%	617	0.1%	$2,278,910,581	1.0%	$3,693,534
Long Variable	182	0.1%	1,430	0.2%	$1,284,539,699	0.6%	$898,280
Short Variable	2,278	1.9%	14,536	1.6%	$76,489,441,744	32.9%	$5,262,069
CP	575	0.5%	916	0.1%	$13,952,991,000	6.0%	$15,232,523
Other	111	0.1%	347	0.0%	$531,109,399	0.2%	$1,530,575
Total	121,438	100%	885,510	100%	$232,596,982,926	100%	$262,670
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	70,527	98.5%	282,544	99.0%	$36,835,233,758	86.5%	$130,370
Long Note	428	0.6%	741	0.3%	$497,258,899	1.2%	$671,065
Short Note	67	0.1%	99	0.0%	$173,949,386	0.4%	$1,757,065
Long Variable	88	0.1%	290	0.1%	$115,627,610	0.3%	$398,716
Short Variable	419	0.6%	1,505	0.5%	$4,862,450,000	11.4%	$3,230,864
CP	20	0.0%	39	0.0%	$72,620,000	0.2%	$1,862,051
Other	41	0.1%	90	0.0%	$14,276,532	0.0%	$158,628
Total	71,590	100%	285,308	100%	$42,571,416,185	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	116,484	96.1%	581,336	96.9%	$97,461,089,567	51.3%	$167,650
Long Note	1,278	1.1%	3,043	0.5%	$3,266,408,279	1.7%	$1,073,417
Short Note	249	0.2%	518	0.1%	$2,104,961,195	1.1%	$4,063,632
Long Variable	182	0.2%	1,140	0.2%	$1,168,912,089	0.6%	$1,025,361
Short Variable	2,272	1.9%	13,031	2.2%	$71,626,991,744	37.7%	$5,496,661
CP	575	0.5%	877	0.1%	$13,880,371,000	7.3%	$15,827,105
Other	111	0.1%	257	0.0%	$516,832,867	0.3%	$2,011,023
Total	121,151	100%	600,202	100%	$190,025,566,741	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	107,370	96.1%	382,465	97.2%	$59,291,009,321	50.5%	$155,023
Long Note	1,254	1.1%	2,422	0.6%	$2,492,849,757	2.1%	$1,029,253
Short Note	248	0.2%	487	0.1%	$1,948,911,195	1.7%	$4,001,871
Long Variable	171	0.2%	693	0.2%	$851,942,000	0.7%	$1,229,354
Short Variable	2,007	1.8%	6,520	1.7%	$40,353,459,872	34.3%	$6,189,181
CP	574	0.5%	748	0.2%	$12,119,567,000	10.3%	$16,202,630
Other	91	0.1%	139	0.0%	$435,627,787	0.4%	$3,134,013
Total	111,715	100%	393,474	100%	117,493,366,932	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	98,045	97.3%	198,871	96.2%	$38,170,080,246	52.6%	$191,934
Long Note	479	0.5%	621	0.3%	$773,558,522	1.1%	$1,245,666
Short Note	26	0.0%	31	0.0%	$156,050,000	0.2%	$5,033,871
Long Variable	157	0.2%	447	0.2%	$316,970,089	0.4%	$709,105
Short Variable	1,861	1.8%	6,511	3.1%	$31,273,531,872	43.1%	$4,803,184
CP	102	0.1%	129	0.1%	$1,760,804,000	2.4%	$13,649,643
Other	71	0.1%	118	0.1%	$81,205,080	0.1%	$688,179
Total	100,741	100%	206,728	100%	72,532,199,809	100%