CUSIPs, Trades and Par Value by Security Type
May 2013
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	128,933	95.5%	825,945	96.9%	$136,693,207,506	53.8%	$165,499
Long Note	1,891	1.4%	5,371	0.6%	$6,134,424,483	2.4%	$1,142,138
Short Note	442	0.3%	932	0.1%	$1,375,987,633	0.5%	$1,476,382
Long Variable	163	0.1%	894	0.1%	$601,154,006	0.2%	$672,432
Short Variable	2,874	2.1%	17,583	2.1%	$93,113,635,000	36.7%	$5,295,663
CP	594	0.4%	924	0.1%	$15,110,750,000	6.0%	$16,353,626
Other	112	0.1%	353	0.0%	$902,945,579	0.4%	$2,557,919
Total	135,009	100%	852,002	100%	$253,932,104,207	100%	$298,042
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	80,840	98.3%	303,995	98.8%	$43,279,164,946	85.8%	$142,368
Long Note	650	0.8%	1,152	0.4%	$693,118,314	1.4%	$601,665
Short Note	122	0.1%	190	0.1%	$150,763,840	0.3%	$793,494
Long Variable	80	0.1%	241	0.1%	$90,022,870	0.2%	$373,539
Short Variable	520	0.6%	1,917	0.6%	$6,042,225,000	12.0%	$3,151,917
CP	30	0.0%	46	0.0%	$200,046,000	0.4%	$4,348,826
Other	25	0.0%	56	0.0%	$11,848,568	0.0%	$211,582
Total	82,267	100%	307,597	100%	$50,467,189,538	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	128,102	95.5%	521,950	95.9%	$93,414,042,560	45.9%	$178,971
Long Note	1,880	1.4%	4,219	0.8%	$5,441,306,169	2.7%	$1,289,715
Short Note	440	0.3%	742	0.1%	$1,225,223,793	0.6%	$1,651,245
Long Variable	163	0.1%	653	0.1%	$511,131,136	0.3%	$782,743
Short Variable	2,868	2.1%	15,666	2.9%	$87,071,410,000	42.8%	$5,557,986
CP	594	0.4%	878	0.2%	$14,910,704,000	7.3%	$16,982,579
Other	109	0.1%	297	0.1%	$891,097,011	0.4%	$3,000,327
Total	134,156	100%	544,405	100%	$203,464,914,669	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	116,161	95.4%	327,732	96.1%	$59,930,339,238	46.1%	$182,864
Long Note	1,845	1.5%	3,408	1.0%	$4,176,073,402	3.2%	$1,225,374
Short Note	439	0.4%	701	0.2%	$1,102,713,453	0.8%	$1,573,058
Long Variable	151	0.1%	388	0.1%	$395,035,396	0.3%	$1,018,132
Short Variable	2,533	2.1%	7,873	2.3%	$50,614,169,500	39.0%	$6,428,829
CP	589	0.5%	746	0.2%	$13,117,901,000	10.1%	$17,584,318
Other	85	0.1%	176	0.1%	$598,579,188	0.5%	$3,401,018
Total	121,803	100%	341,024	100%	129,934,811,177	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	98,152	96.9%	194,218	95.5%	$33,483,703,322	45.5%	$172,403
Long Note	580	0.6%	811	0.4%	$1,265,232,767	1.7%	$1,560,090
Short Note	34	0.0%	41	0.0%	$122,510,340	0.2%	$2,988,057
Long Variable	145	0.1%	265	0.1%	$116,095,740	0.2%	$438,097
Short Variable	2,233	2.2%	7,793	3.8%	$36,457,240,500	49.6%	$4,678,204
CP	107	0.1%	132	0.1%	$1,792,803,000	2.4%	$13,581,841
Other	70	0.1%	121	0.1%	$292,517,823	0.4%	$2,417,503
Total	101,321	100%	203,381	100%	73,530,103,492	100%