CUSIPs, Trades and Par Value by Security Type
March 2014
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	105,449	95.9%	760,274	97.5%	$156,238,396,651	60.1%	$205,503
Long Note	1,122	1.0%	3,064	0.4%	$2,493,308,523	1.0%	$813,743
Short Note	220	0.2%	534	0.1%	$880,145,245	0.3%	$1,648,212
Long Variable	174	0.2%	1,920	0.2%	$3,105,934,661	1.2%	$1,617,674
Short Variable	2,287	2.1%	12,807	1.6%	$81,688,384,900	31.4%	$6,378,417
CP	557	0.5%	831	0.1%	$14,695,784,000	5.7%	$17,684,457
Other	93	0.1%	255	0.0%	$657,352,675	0.3%	$2,577,854
Total	109,902	100%	779,685	100%	$259,759,306,655	100%	$333,159
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	66,627	98.6%	263,662	99.1%	$47,076,720,853	88.9%	$178,550
Long Note	391	0.6%	614	0.2%	$347,277,673	0.7%	$565,599
Short Note	51	0.1%	105	0.0%	$71,130,000	0.1%	$677,429
Long Variable	93	0.1%	382	0.1%	$228,286,696	0.4%	$597,609
Short Variable	390	0.6%	1,314	0.5%	$5,210,647,000	9.8%	$3,965,485
CP	6	0.0%	16	0.0%	$11,176,000	0.0%	$698,500
Other	14	0.0%	47	0.0%	$1,254,176	0.0%	$26,685
Total	67,572	100%	266,140	100%	$52,946,492,398	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	105,095	96.0%	496,612	96.7%	$109,161,675,798	52.8%	$219,813
Long Note	1,117	1.0%	2,450	0.5%	$2,146,030,850	1.0%	$875,931
Short Note	216	0.2%	429	0.1%	$809,015,245	0.4%	$1,885,816
Long Variable	174	0.2%	1,538	0.3%	$2,877,647,965	1.4%	$1,871,032
Short Variable	2,277	2.1%	11,493	2.2%	$76,477,737,900	37.0%	$6,654,289
CP	557	0.5%	815	0.2%	$14,684,608,000	7.1%	$18,017,924
Other	93	0.1%	208	0.0%	$656,098,499	0.3%	$3,154,320
Total	109,529	100%	513,545	100%	$206,812,814,257	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	97,386	96.1%	330,108	97.1%	$67,112,215,120	53.3%	$203,304
Long Note	1,083	1.1%	1,965	0.6%	$1,935,535,850	1.5%	$985,006
Short Note	213	0.2%	394	0.1%	$705,102,245	0.6%	$1,789,600
Long Variable	171	0.2%	1,172	0.3%	$2,671,226,957	2.1%	$2,279,204
Short Variable	1,879	1.9%	5,495	1.6%	$40,011,451,500	31.8%	$7,281,429
CP	555	0.5%	708	0.2%	$13,033,313,000	10.3%	$18,408,634
Other	81	0.1%	131	0.0%	$476,702,105	0.4%	$3,638,947
Total	101,368	100%	339,973	100%	125,945,546,777	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	86,738	97.1%	166,504	95.9%	$42,049,460,678	52.0%	$252,543
Long Note	374	0.4%	485	0.3%	$210,495,000	0.3%	$434,010
Short Note	26	0.0%	35	0.0%	$103,913,000	0.1%	$2,968,943
Long Variable	144	0.2%	366	0.2%	$206,421,008	0.3%	$563,992
Short Variable	1,942	2.2%	5,998	3.5%	$36,466,286,400	45.1%	$6,079,741
CP	84	0.1%	107	0.1%	$1,651,295,000	2.0%	$15,432,664
Other	54	0.1%	77	0.0%	$179,396,394	0.2%	$2,329,823
Total	89,362	100%	173,572	100%	80,867,267,480	100%