CUSIPs, Trades and Par Value by Security Type
January 2015
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	110,640	96.4%	697,332	97.7%	$144,671,073,971	72.6%	$207,464
Long Note	1,479	1.3%	4,166	0.6%	$3,085,329,072	1.5%	$740,597
Short Note	250	0.2%	507	0.1%	$938,984,197	0.5%	$1,852,040
Long Variable	188	0.2%	1,324	0.2%	$1,787,024,945	0.9%	$1,349,717
Short Variable	1,766	1.5%	9,613	1.3%	$38,184,023,000	19.2%	$3,972,123
CP	415	0.4%	627	0.1%	$10,480,199,000	5.3%	$16,714,831
Other	60	0.1%	207	0.0%	$227,145,490	0.1%	$1,097,321
Total	114,798	100%	713,776	100%	$199,373,779,675	100%	$279,323
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	76,106	98.6%	269,638	98.9%	$49,876,847,884	94.0%	$184,977
Long Note	553	0.7%	866	0.3%	$505,832,002	1.0%	$584,102
Short Note	62	0.1%	78	0.0%	$43,230,000	0.1%	$554,231
Long Variable	98	0.1%	327	0.1%	$189,059,470	0.4%	$578,164
Short Variable	364	0.5%	1,559	0.6%	$2,450,207,000	4.6%	$1,571,653
CP	6	0.0%	9	0.0%	$18,815,000	0.0%	$2,090,556
Other	19	0.0%	51	0.0%	$2,724,490	0.0%	$53,421
Total	77,208	100%	272,528	100%	$53,086,715,846	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	109,924	96.4%	427,694	96.9%	$94,794,226,087	64.8%	$221,640
Long Note	1,456	1.3%	3,300	0.7%	$2,579,497,070	1.8%	$781,666
Short Note	243	0.2%	429	0.1%	$895,754,197	0.6%	$2,088,005
Long Variable	188	0.2%	997	0.2%	$1,597,965,475	1.1%	$1,602,774
Short Variable	1,761	1.5%	8,054	1.8%	$35,733,816,000	24.4%	$4,436,779
CP	415	0.4%	618	0.1%	$10,461,384,000	7.2%	$16,927,806
Other	60	0.1%	156	0.0%	$224,421,000	0.2%	$1,438,596
Total	114,047	100%	441,248	100%	$146,287,063,829	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	98,055	96.3%	270,372	97.0%	$61,137,560,245	65.8%	$226,124
Long Note	1,390	1.4%	2,451	0.9%	$2,196,872,070	2.4%	$896,317
Short Note	241	0.2%	381	0.1%	$855,006,197	0.9%	$2,244,111
Long Variable	175	0.2%	655	0.2%	$1,231,382,992	1.3%	$1,879,974
Short Variable	1,495	1.5%	4,131	1.5%	$18,502,420,000	19.9%	$4,478,920
CP	414	0.4%	525	0.2%	$8,834,239,000	9.5%	$16,827,122
Other	52	0.1%	100	0.0%	$170,490,097	0.2%	$1,704,901
Total	101,822	100%	278,615	100%	92,927,970,601	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	86,648	97.3%	157,322	96.7%	$33,656,665,842	63.1%	$213,935
Long Note	606	0.7%	849	0.5%	$382,625,000	0.7%	$450,677
Short Note	34	0.0%	48	0.0%	$40,748,000	0.1%	$848,917
Long Variable	155	0.2%	342	0.2%	$366,582,483	0.7%	$1,071,879
Short Variable	1,458	1.6%	3,923	2.4%	$17,231,396,000	32.3%	$4,392,403
CP	77	0.1%	93	0.1%	$1,627,145,000	3.0%	$17,496,183
Other	36	0.0%	56	0.0%	$53,930,903	0.1%	$963,052
Total	89,014	100%	162,633	100%	53,359,093,228	100%