CUSIPs, Trades and Par Value by Security Type
February 2015
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	105,423	96.0%	688,166	97.4%	$128,376,345,071	67.0%	$186,549
Long Note	1,543	1.4%	4,096	0.6%	$2,614,415,061	1.4%	$638,285
Short Note	313	0.3%	633	0.1%	$689,056,815	0.4%	$1,088,557
Long Variable	164	0.1%	1,510	0.2%	$787,703,850	0.4%	$521,658
Short Variable	1,738	1.6%	10,917	1.5%	$45,861,318,100	23.9%	$4,200,909
CP	520	0.5%	750	0.1%	$12,658,331,000	6.6%	$16,877,775
Other	106	0.1%	381	0.1%	$713,538,197	0.4%	$1,872,804
Total	109,807	100%	706,453	100%	$191,700,708,094	100%	$271,357
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	72,289	98.5%	260,535	98.7%	$41,108,483,310	92.1%	$157,785
Long Note	602	0.8%	947	0.4%	$295,084,144	0.7%	$311,599
Short Note	89	0.1%	129	0.0%	$50,394,300	0.1%	$390,653
Long Variable	79	0.1%	531	0.2%	$127,420,000	0.3%	$239,962
Short Variable	324	0.4%	1,771	0.7%	$3,050,491,000	6.8%	$1,722,468
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	30	0.0%	58	0.0%	$8,595,970	0.0%	$148,206
Total	73,413	100%	263,971	100%	$44,640,468,724	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	104,796	96.0%	427,631	96.6%	$87,267,861,761	59.3%	$204,073
Long Note	1,529	1.4%	3,149	0.7%	$2,319,330,917	1.6%	$736,529
Short Note	312	0.3%	504	0.1%	$638,662,515	0.4%	$1,267,188
Long Variable	164	0.2%	979	0.2%	$660,283,850	0.4%	$674,447
Short Variable	1,737	1.6%	9,146	2.1%	$42,810,827,100	29.1%	$4,680,825
CP	520	0.5%	750	0.2%	$12,658,331,000	8.6%	$16,877,775
Other	104	0.1%	323	0.1%	$704,942,227	0.5%	$2,182,484
Total	109,162	100%	442,482	100%	$147,060,239,370	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	95,056	95.9%	286,138	96.8%	$58,569,918,291	60.7%	$204,691
Long Note	1,475	1.5%	2,583	0.9%	$1,850,963,567	1.9%	$716,594
Short Note	312	0.3%	473	0.2%	$543,649,590	0.6%	$1,149,365
Long Variable	144	0.1%	683	0.2%	$498,122,050	0.5%	$729,315
Short Variable	1,486	1.5%	4,943	1.7%	$23,206,762,050	24.0%	$4,694,874
CP	519	0.5%	655	0.2%	$11,197,027,000	11.6%	$17,094,698
Other	98	0.1%	270	0.1%	$636,632,091	0.7%	$2,357,897
Total	99,090	100%	295,745	100%	96,503,074,639	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	77,458	97.3%	141,493	96.4%	$28,697,943,470	56.8%	$202,822
Long Note	441	0.6%	566	0.4%	$468,367,350	0.9%	$827,504
Short Note	24	0.0%	31	0.0%	$95,012,925	0.2%	$3,064,933
Long Variable	132	0.2%	296	0.2%	$162,161,800	0.3%	$547,844
Short Variable	1,448	1.8%	4,203	2.9%	$19,604,065,050	38.8%	$4,664,303
CP	72	0.1%	95	0.1%	$1,461,304,000	2.9%	$15,382,147
Other	38	0.0%	53	0.0%	$68,310,136	0.1%	$1,288,870
Total	79,613	100%	146,737	100%	50,557,164,731	100%