CUSIPs, Trades and Par Value by Security Type
March 2015
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	116,342	95.8%	803,169	97.5%	$156,650,726,414	68.9%	$195,041
Long Note	1,865	1.5%	5,252	0.6%	$4,354,509,211	1.9%	$829,114
Short Note	390	0.3%	801	0.1%	$674,349,204	0.3%	$841,884
Long Variable	203	0.2%	1,320	0.2%	$2,436,174,935	1.1%	$1,845,587
Short Variable	1,990	1.6%	11,795	1.4%	$47,631,865,664	21.0%	$4,038,310
CP	572	0.5%	833	0.1%	$14,494,209,000	6.4%	$17,400,011
Other	122	0.1%	371	0.0%	$1,058,117,314	0.5%	$2,852,068
Total	121,484	100%	823,541	100%	$227,299,951,742	100%	$276,003
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	79,799	98.4%	304,343	98.9%	$49,755,854,539	94.0%	$163,486
Long Note	708	0.9%	1,235	0.4%	$747,187,956	1.4%	$605,010
Short Note	106	0.1%	144	0.0%	$55,283,785	0.1%	$383,915
Long Variable	108	0.1%	338	0.1%	$85,054,000	0.2%	$251,639
Short Variable	348	0.4%	1,607	0.5%	$2,255,032,832	4.3%	$1,403,256
CP	4	0.0%	5	0.0%	$12,935,000	0.0%	$2,587,000
Other	26	0.0%	58	0.0%	$7,862,000	0.0%	$135,552
Total	81,099	100%	307,730	100%	$52,919,210,112	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	115,679	95.8%	498,826	96.7%	$106,894,871,875	61.3%	$214,293
Long Note	1,856	1.5%	4,017	0.8%	$3,607,321,255	2.1%	$898,014
Short Note	389	0.3%	657	0.1%	$619,065,419	0.4%	$942,261
Long Variable	203	0.2%	982	0.2%	$2,351,120,935	1.3%	$2,394,217
Short Variable	1,985	1.6%	10,188	2.0%	$45,376,832,832	26.0%	$4,453,949
CP	572	0.5%	828	0.2%	$14,481,274,000	8.3%	$17,489,461
Other	122	0.1%	313	0.1%	$1,050,255,314	0.6%	$3,355,448
Total	120,806	100%	515,811	100%	$174,380,741,630	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	104,313	95.7%	330,302	96.9%	$71,630,987,908	62.6%	$216,865
Long Note	1,780	1.6%	3,217	0.9%	$3,064,097,121	2.7%	$952,470
Short Note	384	0.4%	596	0.2%	$499,718,144	0.4%	$838,453
Long Variable	184	0.2%	626	0.2%	$2,127,103,500	1.9%	$3,397,929
Short Variable	1,641	1.5%	5,173	1.5%	$24,038,191,000	21.0%	$4,646,857
CP	570	0.5%	711	0.2%	$12,388,340,000	10.8%	$17,423,826
Other	75	0.1%	175	0.1%	$610,804,321	0.5%	$3,490,310
Total	108,947	100%	340,800	100%	114,359,241,994	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	88,784	97.0%	168,524	96.3%	$35,263,883,967	58.8%	$209,251
Long Note	629	0.7%	800	0.5%	$543,224,134	0.9%	$679,030
Short Note	46	0.1%	61	0.0%	$119,347,275	0.2%	$1,956,513
Long Variable	171	0.2%	356	0.2%	$224,017,435	0.4%	$629,262
Short Variable	1,704	1.9%	5,015	2.9%	$21,338,641,832	35.6%	$4,254,963
CP	104	0.1%	117	0.1%	$2,092,934,000	3.5%	$17,888,325
Other	87	0.1%	138	0.1%	$439,450,993	0.7%	$3,184,427
Total	91,525	100%	175,011	100%	60,021,499,636	100%