CUSIPs, Trades and Par Value by Security Type
January 2013
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	124,207	95.8%	819,906	97.2%	$140,426,148,051	53.5%	$171,271
Long Note	1,474	1.1%	4,275	0.5%	$3,686,450,057	1.4%	$862,327
Short Note	323	0.2%	658	0.1%	$1,521,085,356	0.6%	$2,311,680
Long Variable	176	0.1%	1,034	0.1%	$332,017,475	0.1%	$321,100
Short Variable	2,776	2.1%	16,636	2.0%	$103,772,480,000	39.5%	$6,237,826
CP	560	0.4%	863	0.1%	$11,869,946,000	4.5%	$13,754,283
Other	88	0.1%	263	0.0%	$928,082,524	0.4%	$3,528,831
Total	129,604	100%	843,635	100%	$262,536,209,463	100%	$311,196
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	79,579	98.5%	316,473	98.9%	$47,603,440,413	85.7%	$150,419
Long Note	468	0.6%	938	0.3%	$395,622,704	0.7%	$421,773
Short Note	85	0.1%	126	0.0%	$67,052,600	0.1%	$532,163
Long Variable	96	0.1%	299	0.1%	$65,125,000	0.1%	$217,809
Short Variable	530	0.7%	1,953	0.6%	$7,252,949,000	13.1%	$3,713,748
CP	34	0.0%	77	0.0%	$154,506,000	0.3%	$2,006,571
Other	12	0.0%	31	0.0%	$17,504,934	0.0%	$564,675
Total	80,804	100%	319,897	100%	$55,556,200,651	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	123,503	95.8%	503,433	96.1%	$92,822,707,638	44.8%	$184,379
Long Note	1,464	1.1%	3,337	0.6%	$3,290,827,353	1.6%	$986,163
Short Note	317	0.2%	532	0.1%	$1,454,032,756	0.7%	$2,733,144
Long Variable	176	0.1%	735	0.1%	$266,892,475	0.1%	$363,119
Short Variable	2,768	2.1%	14,683	2.8%	$96,519,531,000	46.6%	$6,573,557
CP	560	0.4%	786	0.2%	$11,715,440,000	5.7%	$14,905,140
Other	88	0.1%	232	0.0%	$910,577,590	0.4%	$3,924,903
Total	128,876	100%	523,738	100%	$206,980,008,812	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	113,704	95.9%	326,775	96.6%	$58,960,633,407	48.6%	$180,432
Long Note	1,432	1.2%	2,583	0.8%	$2,575,170,353	2.1%	$996,969
Short Note	317	0.3%	492	0.1%	$1,174,176,756	1.0%	$2,386,538
Long Variable	167	0.1%	391	0.1%	$153,501,433	0.1%	$392,587
Short Variable	2,283	1.9%	7,205	2.1%	$46,986,854,000	38.7%	$6,521,423
CP	560	0.5%	685	0.2%	$10,743,461,000	8.9%	$15,683,885
Other	77	0.1%	153	0.0%	$667,966,469	0.6%	$4,365,794
Total	118,540	100%	338,284	100%	121,261,763,418	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	92,557	96.7%	176,658	95.3%	$33,862,074,231	39.5%	$191,682
Long Note	505	0.5%	754	0.4%	$715,657,000	0.8%	$949,147
Short Note	33	0.0%	40	0.0%	$279,856,000	0.3%	$6,996,400
Long Variable	158	0.2%	344	0.2%	$113,391,042	0.1%	$329,625
Short Variable	2,311	2.4%	7,478	4.0%	$49,532,677,000	57.8%	$6,623,787
CP	87	0.1%	101	0.1%	$971,979,000	1.1%	$9,623,554
Other	39	0.0%	79	0.0%	$242,611,121	0.3%	$3,071,027
Total	95,690	100%	185,454	100%	85,718,245,394	100%