CUSIPs, Trades and Par Value by Security Type
January 2014
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	116,248	96.5%	845,873	97.7%	$160,990,593,691	66.3%	$190,325
Long Note	1,239	1.0%	3,649	0.4%	$3,090,620,509	1.3%	$846,977
Short Note	201	0.2%	415	0.0%	$670,111,725	0.3%	$1,614,727
Long Variable	180	0.1%	1,467	0.2%	$1,446,972,483	0.6%	$986,348
Short Variable	2,112	1.8%	13,026	1.5%	$64,138,079,400	26.4%	$4,923,851
CP	462	0.4%	720	0.1%	$11,751,294,000	4.8%	$16,321,242
Other	81	0.1%	205	0.0%	$666,444,540	0.3%	$3,250,949
Total	120,523	100%	865,355	100%	$242,754,116,348	100%	$280,525
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	72,971	98.8%	296,868	99.2%	$51,788,185,541	93.4%	$174,449
Long Note	371	0.5%	680	0.2%	$395,132,586	0.7%	$581,077
Short Note	38	0.1%	55	0.0%	$26,713,877	0.0%	$485,707
Long Variable	102	0.1%	341	0.1%	$236,502,740	0.4%	$693,556
Short Variable	337	0.5%	1,342	0.4%	$2,966,907,000	5.3%	$2,210,810
CP	11	0.0%	15	0.0%	$49,575,000	0.1%	$3,305,000
Other	13	0.0%	34	0.0%	$1,355,440	0.0%	$39,866
Total	73,843	100%	299,335	100%	$55,464,372,184	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	115,858	96.5%	549,005	97.0%	$109,202,408,150	58.3%	$198,910
Long Note	1,230	1.0%	2,969	0.5%	$2,695,487,923	1.4%	$907,877
Short Note	200	0.2%	360	0.1%	$643,397,848	0.3%	$1,787,216
Long Variable	179	0.1%	1,126	0.2%	$1,210,469,743	0.6%	$1,075,018
Short Variable	2,111	1.8%	11,684	2.1%	$61,171,172,400	32.7%	$5,235,465
CP	462	0.4%	705	0.1%	$11,701,719,000	6.2%	$16,598,183
Other	81	0.1%	171	0.0%	$665,089,100	0.4%	$3,889,410
Total	120,121	100%	566,020	100%	$187,289,744,164	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	107,265	96.5%	369,364	97.5%	$64,928,799,192	58.9%	$175,785
Long Note	1,188	1.1%	2,282	0.6%	$2,274,593,173	2.1%	$996,754
Short Note	194	0.2%	324	0.1%	$620,438,848	0.6%	$1,914,935
Long Variable	162	0.1%	750	0.2%	$883,274,046	0.8%	$1,177,699
Short Variable	1,795	1.6%	5,515	1.5%	$30,762,816,700	27.9%	$5,578,027
CP	461	0.4%	612	0.2%	$10,203,756,000	9.3%	$16,672,804
Other	67	0.1%	112	0.0%	$528,119,676	0.5%	$4,715,354
Total	111,132	100%	378,959	100%	110,201,797,635	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	93,977	97.3%	179,641	96.0%	$44,273,608,958	57.4%	$246,456
Long Note	532	0.6%	687	0.4%	$420,894,750	0.5%	$612,656
Short Note	31	0.0%	36	0.0%	$22,959,000	0.0%	$637,750
Long Variable	157	0.2%	376	0.2%	$327,195,697	0.4%	$870,201
Short Variable	1,772	1.8%	6,169	3.3%	$30,408,355,700	39.4%	$4,929,220
CP	68	0.1%	93	0.0%	$1,497,963,000	1.9%	$16,107,129
Other	39	0.0%	59	0.0%	$136,969,424	0.2%	$2,321,516
Total	96,576	100%	187,061	100%	77,087,946,529	100%