CUSIPs, Trades and Par Value by Security Type
March 2013
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	119,366	95.7%	778,643	97.1%	$133,544,955,163	54.6%	$171,510
Long Note	1,579	1.3%	4,859	0.6%	$4,143,042,460	1.7%	$852,653
Short Note	321	0.3%	706	0.1%	$1,239,466,200	0.5%	$1,755,618
Long Variable	171	0.1%	886	0.1%	$507,038,264	0.2%	$572,278
Short Variable	2,670	2.1%	16,012	2.0%	$91,171,445,280	37.2%	$5,693,945
CP	582	0.5%	866	0.1%	$13,322,176,000	5.4%	$15,383,575
Other	103	0.1%	293	0.0%	$848,846,326	0.3%	$2,897,086
Total	124,792	100%	802,265	100%	$244,776,969,693	100%	$305,107
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	74,942	98.4%	287,943	98.9%	$42,070,842,025	87.8%	$146,108
Long Note	524	0.7%	1,073	0.4%	$654,348,185	1.4%	$609,831
Short Note	80	0.1%	137	0.0%	$80,478,000	0.2%	$587,431
Long Variable	81	0.1%	232	0.1%	$101,152,522	0.2%	$436,002
Short Variable	531	0.7%	1,818	0.6%	$4,842,049,000	10.1%	$2,663,393
CP	22	0.0%	45	0.0%	$120,390,000	0.3%	$2,675,333
Other	14	0.0%	39	0.0%	$55,230,000	0.1%	$1,416,154
Total	76,194	100%	291,287	100%	$47,924,489,732	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	118,702	95.7%	490,700	96.0%	$91,474,113,138	46.5%	$186,416
Long Note	1,559	1.3%	3,786	0.7%	$3,488,694,275	1.8%	$921,472
Short Note	319	0.3%	569	0.1%	$1,158,988,200	0.6%	$2,036,886
Long Variable	169	0.1%	654	0.1%	$405,885,742	0.2%	$620,620
Short Variable	2,659	2.1%	14,194	2.8%	$86,329,396,280	43.9%	$6,082,105
CP	582	0.5%	821	0.2%	$13,201,786,000	6.7%	$16,080,129
Other	102	0.1%	254	0.0%	$793,616,326	0.4%	$3,124,474
Total	124,092	100%	510,978	100%	$196,852,479,961	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	107,710	95.8%	310,051	96.5%	$59,879,273,978	49.6%	$193,127
Long Note	1,532	1.4%	2,889	0.9%	$2,699,795,685	2.2%	$934,509
Short Note	314	0.3%	523	0.2%	$980,978,200	0.8%	$1,875,675
Long Variable	154	0.1%	337	0.1%	$233,190,133	0.2%	$691,959
Short Variable	2,085	1.9%	6,537	2.0%	$44,367,077,000	36.7%	$6,787,070
CP	582	0.5%	730	0.2%	$12,176,025,000	10.1%	$16,679,486
Other	77	0.1%	116	0.0%	$462,140,628	0.4%	$3,983,971
Total	112,454	100%	321,183	100%	120,798,480,624	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	94,003	96.8%	180,649	95.2%	$31,594,839,160	41.5%	$174,896
Long Note	571	0.6%	897	0.5%	$788,898,590	1.0%	$879,486
Short Note	34	0.0%	46	0.0%	$178,010,000	0.2%	$3,869,783
Long Variable	159	0.2%	317	0.2%	$172,695,609	0.2%	$544,781
Short Variable	2,231	2.3%	7,657	4.0%	$41,962,319,280	55.2%	$5,480,256
CP	75	0.1%	91	0.0%	$1,025,761,000	1.3%	$11,272,099
Other	75	0.1%	138	0.1%	$331,475,698	0.4%	$2,401,998
Total	97,148	100%	189,795	100%	76,053,999,337	100%