CUSIPs, Trades and Par Value by Security Type
July 2014
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	105,059	96.0%	737,353	97.2%	$144,540,726,646	58.2%	$196,026
Long Note	1,377	1.3%	3,533	0.5%	$5,119,087,193	2.1%	$1,448,935
Short Note	254	0.2%	540	0.1%	$1,267,011,641	0.5%	$2,346,318
Long Variable	183	0.2%	3,048	0.4%	$3,479,974,586	1.4%	$1,141,724
Short Variable	2,134	1.9%	13,362	1.8%	$83,929,529,890	33.8%	$6,281,210
CP	388	0.4%	550	0.1%	$9,461,680,000	3.8%	$17,203,055
Other	72	0.1%	212	0.0%	$454,377,042	0.2%	$2,143,288
Total	109,467	100%	758,598	100%	$248,252,386,998	100%	$327,252
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	67,195	98.5%	264,395	99.0%	$41,618,754,385	87.4%	$157,411
Long Note	442	0.6%	696	0.3%	$267,509,743	0.6%	$384,353
Short Note	63	0.1%	93	0.0%	$40,911,987	0.1%	$439,914
Long Variable	100	0.1%	567	0.2%	$528,126,900	1.1%	$931,441
Short Variable	359	0.5%	1,214	0.5%	$5,059,560,945	10.6%	$4,167,678
CP	13	0.0%	16	0.0%	$33,467,000	0.1%	$2,091,688
Other	18	0.0%	42	0.0%	$50,450,000	0.1%	$1,201,190
Total	68,190	100%	267,023	100%	$47,598,780,960	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	104,511	96.0%	472,958	96.2%	$102,921,972,261	51.3%	$217,613
Long Note	1,368	1.3%	2,837	0.6%	$4,851,577,450	2.4%	$1,710,108
Short Note	252	0.2%	447	0.1%	$1,226,099,654	0.6%	$2,742,952
Long Variable	183	0.2%	2,481	0.5%	$2,951,847,686	1.5%	$1,189,781
Short Variable	2,131	2.0%	12,148	2.5%	$78,869,968,945	39.3%	$6,492,424
CP	388	0.4%	534	0.1%	$9,428,213,000	4.7%	$17,655,830
Other	72	0.1%	170	0.0%	$403,927,042	0.2%	$2,376,041
Total	108,905	100%	491,575	100%	$200,653,606,038	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	95,922	96.0%	312,404	96.4%	$62,455,620,184	52.5%	$199,919
Long Note	1,342	1.3%	2,397	0.7%	$4,342,944,445	3.6%	$1,811,825
Short Note	252	0.3%	417	0.1%	$1,151,871,654	1.0%	$2,762,282
Long Variable	173	0.2%	1,951	0.6%	$2,587,015,755	2.2%	$1,325,995
Short Variable	1,764	1.8%	6,172	1.9%	$39,666,413,945	33.3%	$6,426,833
CP	388	0.4%	476	0.1%	$8,529,788,000	7.2%	$17,919,723
Other	59	0.1%	104	0.0%	$312,237,866	0.3%	$3,002,287
Total	99,900	100%	323,921	100%	119,045,891,849	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	81,392	97.1%	160,554	95.8%	$40,466,352,077	49.6%	$252,042
Long Note	370	0.4%	440	0.3%	$508,633,005	0.6%	$1,155,984
Short Note	20	0.0%	30	0.0%	$74,228,000	0.1%	$2,474,267
Long Variable	152	0.2%	530	0.3%	$364,831,931	0.4%	$688,362
Short Variable	1,770	2.1%	5,976	3.6%	$39,203,555,000	48.0%	$6,560,166
CP	51	0.1%	58	0.0%	$898,425,000	1.1%	$15,490,086
Other	43	0.1%	66	0.0%	$91,689,176	0.1%	$1,389,230
Total	83,798	100%	167,654	100%	81,607,714,189	100%