CUSIPs, Trades and Par Value by Security Type
February 2013
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	116,434	95.8%	737,360	97.2%	$125,148,168,762	55.5%	$169,725
Long Note	1,514	1.2%	4,211	0.6%	$3,529,426,479	1.6%	$838,144
Short Note	310	0.3%	695	0.1%	$1,945,747,403	0.9%	$2,799,637
Long Variable	179	0.1%	958	0.1%	$564,644,000	0.3%	$589,399
Short Variable	2,409	2.0%	14,051	1.9%	$77,788,706,000	34.5%	$5,536,169
CP	662	0.5%	985	0.1%	$15,543,472,000	6.9%	$15,780,175
Other	91	0.1%	334	0.0%	$972,270,864	0.4%	$2,910,991
Total	121,599	100%	758,594	100%	$225,492,435,508	100%	$297,250
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	72,199	98.4%	269,799	98.9%	$41,436,051,614	87.9%	$153,581
Long Note	448	0.6%	799	0.3%	$635,545,349	1.3%	$795,426
Short Note	68	0.1%	101	0.0%	$57,912,000	0.1%	$573,386
Long Variable	104	0.1%	322	0.1%	$89,227,000	0.2%	$277,102
Short Variable	471	0.6%	1,643	0.6%	$4,757,411,000	10.1%	$2,895,564
CP	22	0.0%	36	0.0%	$69,713,000	0.1%	$1,936,472
Other	31	0.0%	87	0.0%	$80,231,566	0.2%	$922,202
Total	73,343	100%	272,787	100%	$47,126,091,529	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	115,771	95.7%	467,561	96.2%	$83,712,117,148	46.9%	$179,040
Long Note	1,501	1.2%	3,412	0.7%	$2,893,881,130	1.6%	$848,148
Short Note	308	0.3%	594	0.1%	$1,887,835,403	1.1%	$3,178,174
Long Variable	179	0.1%	636	0.1%	$475,417,000	0.3%	$747,511
Short Variable	2,399	2.0%	12,408	2.6%	$73,031,295,000	40.9%	$5,885,823
CP	662	0.5%	949	0.2%	$15,473,759,000	8.7%	$16,305,331
Other	91	0.1%	247	0.1%	$892,039,298	0.5%	$3,611,495
Total	120,911	100%	485,807	100%	$178,366,343,979	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	105,174	95.8%	293,859	96.5%	$52,524,738,251	47.6%	$178,741
Long Note	1,469	1.3%	2,672	0.9%	$2,556,159,130	2.3%	$956,646
Short Note	303	0.3%	543	0.2%	$1,479,995,403	1.3%	$2,725,590
Long Variable	171	0.2%	343	0.1%	$402,051,000	0.4%	$1,172,160
Short Variable	1,966	1.8%	6,090	2.0%	$39,064,693,000	35.4%	$6,414,564
CP	660	0.6%	815	0.3%	$13,660,122,000	12.4%	$16,760,886
Other	77	0.1%	136	0.0%	$570,307,732	0.5%	$4,193,439
Total	109,820	100%	304,458	100%	110,258,066,516	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	91,244	97.0%	173,702	95.8%	$31,187,378,897	45.8%	$179,545
Long Note	506	0.5%	740	0.4%	$337,722,000	0.5%	$456,381
Short Note	36	0.0%	51	0.0%	$407,840,000	0.6%	$7,996,863
Long Variable	161	0.2%	293	0.2%	$73,366,000	0.1%	$250,396
Short Variable	1,954	2.1%	6,318	3.5%	$33,966,602,000	49.9%	$5,376,164
CP	113	0.1%	134	0.1%	$1,813,637,000	2.7%	$13,534,604
Other	63	0.1%	111	0.1%	$321,731,566	0.5%	$2,898,483
Total	94,077	100%	181,349	100%	68,108,277,463	100%