CUSIPs, Trades and Par Value by Security Type
February 2014
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	102,690	96.2%	728,207	97.7%	$124,002,255,466	59.7%	$170,284
Long Note	1,109	1.0%	3,082	0.4%	$2,166,498,356	1.0%	$702,952
Short Note	184	0.2%	396	0.1%	$476,883,393	0.2%	$1,204,251
Long Variable	165	0.2%	1,392	0.2%	$816,384,219	0.4%	$586,483
Short Variable	1,980	1.9%	11,535	1.5%	$65,281,506,000	31.5%	$5,659,428
CP	506	0.5%	780	0.1%	$14,011,851,000	6.8%	$17,963,912
Other	90	0.1%	214	0.0%	$811,627,371	0.4%	$3,792,651
Total	106,724	100%	745,606	100%	$207,567,005,805	100%	$278,387
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	63,824	98.6%	256,782	99.1%	$40,511,077,948	91.4%	$157,764
Long Note	367	0.6%	646	0.2%	$349,078,087	0.8%	$540,369
Short Note	36	0.1%	46	0.0%	$18,180,000	0.0%	$395,217
Long Variable	85	0.1%	366	0.1%	$155,180,000	0.3%	$423,989
Short Variable	378	0.6%	1,261	0.5%	$3,252,377,000	7.3%	$2,579,205
CP	7	0.0%	9	0.0%	$51,590,000	0.1%	$5,732,222
Other	14	0.0%	26	0.0%	$8,514,138	0.0%	$327,467
Total	64,711	100%	259,136	100%	$44,345,997,173	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	102,353	96.2%	471,425	96.9%	$83,491,177,518	51.2%	$177,104
Long Note	1,103	1.0%	2,436	0.5%	$1,817,420,269	1.1%	$746,067
Short Note	182	0.2%	350	0.1%	$458,703,393	0.3%	$1,310,581
Long Variable	165	0.2%	1,026	0.2%	$661,204,219	0.4%	$644,449
Short Variable	1,978	1.9%	10,274	2.1%	$62,029,129,000	38.0%	$6,037,486
CP	506	0.5%	771	0.2%	$13,960,261,000	8.6%	$18,106,694
Other	89	0.1%	188	0.0%	$803,113,233	0.5%	$4,271,879
Total	106,376	100%	486,470	100%	$163,221,008,632	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	94,385	96.3%	311,532	97.3%	$49,652,871,443	51.3%	$159,383
Long Note	1,074	1.1%	1,979	0.6%	$1,624,275,269	1.7%	$820,756
Short Note	182	0.2%	320	0.1%	$396,938,393	0.4%	$1,240,432
Long Variable	153	0.2%	669	0.2%	$514,262,436	0.5%	$768,703
Short Variable	1,685	1.7%	5,040	1.6%	$32,006,146,000	33.1%	$6,350,426
CP	504	0.5%	656	0.2%	$11,937,592,000	12.3%	$18,197,549
Other	72	0.1%	132	0.0%	$672,400,815	0.7%	$5,093,946
Total	98,055	100%	320,328	100%	96,804,486,356	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	82,839	97.3%	159,893	96.2%	$33,838,306,075	50.9%	$211,631
Long Note	377	0.4%	457	0.3%	$193,145,000	0.3%	$422,637
Short Note	26	0.0%	30	0.0%	$61,765,000	0.1%	$2,058,833
Long Variable	135	0.2%	357	0.2%	$146,941,783	0.2%	$411,602
Short Variable	1,660	1.9%	5,234	3.2%	$30,022,983,000	45.2%	$5,736,145
CP	91	0.1%	115	0.1%	$2,022,669,000	3.0%	$17,588,426
Other	40	0.0%	56	0.0%	$130,712,418	0.2%	$2,334,150
Total	85,168	100%	166,142	100%	66,416,522,276	100%