CUSIPs, Trades and Par Value by Security Type
June 2014
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	110,798	95.6%	727,096	97.0%	$132,611,803,491	55.4%	$182,386
Long Note	1,744	1.5%	4,696	0.6%	$11,123,505,091	4.6%	$2,368,719
Short Note	355	0.3%	784	0.1%	$1,076,782,303	0.4%	$1,373,447
Long Variable	173	0.1%	1,390	0.2%	$1,162,466,838	0.5%	$836,307
Short Variable	2,140	1.8%	13,880	1.9%	$78,065,200,100	32.6%	$5,624,294
CP	598	0.5%	968	0.1%	$14,782,782,000	6.2%	$15,271,469
Other	85	0.1%	409	0.1%	$735,803,770	0.3%	$1,799,031
Total	115,893	100%	749,223	100%	$239,558,343,593	100%	$319,742
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	70,458	98.3%	251,927	98.9%	$39,431,475,421	89.8%	$156,519
Long Note	604	0.8%	921	0.4%	$762,776,818	1.7%	$828,205
Short Note	92	0.1%	139	0.1%	$93,881,000	0.2%	$675,403
Long Variable	96	0.1%	338	0.1%	$166,999,474	0.4%	$494,081
Short Variable	364	0.5%	1,303	0.5%	$3,284,734,000	7.5%	$2,520,901
CP	11	0.0%	18	0.0%	$86,280,000	0.2%	$4,793,333
Other	20	0.0%	39	0.0%	$71,336,044	0.2%	$1,829,129
Total	71,645	100%	254,685	100%	$43,897,482,757	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	110,123	95.6%	475,169	96.1%	$93,180,328,070	47.6%	$196,099
Long Note	1,727	1.5%	3,775	0.8%	$10,360,728,273	5.3%	$2,744,564
Short Note	352	0.3%	645	0.1%	$982,901,303	0.5%	$1,523,878
Long Variable	172	0.1%	1,052	0.2%	$995,467,364	0.5%	$946,262
Short Variable	2,132	1.9%	12,577	2.5%	$74,780,466,100	38.2%	$5,945,811
CP	598	0.5%	950	0.2%	$14,696,502,000	7.5%	$15,470,002
Other	82	0.1%	370	0.1%	$664,467,726	0.3%	$1,795,859
Total	115,186	100%	494,538	100%	$195,660,860,836	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	100,987	95.5%	317,961	96.3%	$60,636,575,295	48.1%	$190,704
Long Note	1,695	1.6%	3,254	1.0%	$9,203,048,273	7.3%	$2,828,226
Short Note	351	0.3%	614	0.2%	$939,106,303	0.7%	$1,529,489
Long Variable	163	0.2%	680	0.2%	$830,300,892	0.7%	$1,221,031
Short Variable	1,868	1.8%	6,654	2.0%	$41,401,821,050	32.9%	$6,222,095
CP	596	0.6%	799	0.2%	$12,459,541,000	9.9%	$15,593,919
Other	65	0.1%	272	0.1%	$481,554,746	0.4%	$1,770,422
Total	105,725	100%	330,234	100%	125,951,947,559	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	83,721	97.1%	157,208	95.7%	$32,543,752,775	46.7%	$207,011
Long Note	405	0.5%	521	0.3%	$1,157,680,000	1.7%	$2,222,035
Short Note	25	0.0%	31	0.0%	$43,795,000	0.1%	$1,412,742
Long Variable	146	0.2%	372	0.2%	$165,166,472	0.2%	$443,996
Short Variable	1,745	2.0%	5,923	3.6%	$33,378,645,050	47.9%	$5,635,429
CP	123	0.1%	151	0.1%	$2,236,961,000	3.2%	$14,814,311
Other	46	0.1%	98	0.1%	$182,912,980	0.3%	$1,866,459
Total	86,211	100%	164,304	100%	69,708,913,277	100%