CUSIPs, Trades and Par Value by Security Type
November 2012
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	117,608	95.2%	757,069	96.8%	$151,585,615,275	57.1%	$200,227
Long Note	1,788	1.4%	5,427	0.7%	$4,896,264,664	1.8%	$902,205
Short Note	447	0.4%	1,090	0.1%	$3,464,038,300	1.3%	$3,178,017
Long Variable	166	0.1%	901	0.1%	$287,547,000	0.1%	$319,142
Short Variable	2,866	2.3%	16,349	2.1%	$89,572,973,000	33.7%	$5,478,804
CP	607	0.5%	960	0.1%	$14,696,649,000	5.5%	$15,309,009
Other	109	0.1%	600	0.1%	$1,079,566,614	0.4%	$1,799,278
Total	123,591	100%	782,396	100%	$265,582,653,853	100%	$339,448
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	73,224	98.1%	286,752	98.7%	$52,430,759,218	87.6%	$182,844
Long Note	648	0.9%	1,276	0.4%	$869,301,150	1.5%	$681,270
Short Note	115	0.2%	207	0.1%	$132,311,580	0.2%	$639,186
Long Variable	86	0.1%	244	0.1%	$38,602,000	0.1%	$158,205
Short Variable	538	0.7%	1,849	0.6%	$6,128,118,000	10.2%	$3,314,288
CP	40	0.1%	87	0.0%	$180,404,000	0.3%	$2,073,609
Other	22	0.0%	60	0.0%	$42,620,000	0.1%	$710,333
Total	74,673	100%	290,475	100%	$59,822,115,948	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	116,531	95.1%	470,317	95.6%	$99,154,856,057	48.2%	$210,826
Long Note	1,773	1.4%	4,151	0.8%	$4,026,963,514	2.0%	$970,119
Short Note	445	0.4%	883	0.2%	$3,331,726,720	1.6%	$3,773,190
Long Variable	166	0.1%	657	0.1%	$248,945,000	0.1%	$378,912
Short Variable	2,864	2.3%	14,500	2.9%	$83,444,855,000	40.6%	$5,754,818
CP	607	0.5%	873	0.2%	$14,516,245,000	7.1%	$16,628,001
Other	108	0.1%	540	0.1%	$1,036,946,614	0.5%	$1,920,272
Total	122,494	100%	491,921	100%	$205,760,537,905	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	102,760	94.9%	297,930	95.7%	$62,804,167,518	47.7%	$210,802
Long Note	1,722	1.6%	3,418	1.1%	$3,212,203,134	2.4%	$939,790
Short Note	439	0.4%	823	0.3%	$3,078,849,305	2.3%	$3,741,008
Long Variable	150	0.1%	364	0.1%	$143,620,000	0.1%	$394,560
Short Variable	2,499	2.3%	7,523	2.4%	$48,418,787,000	36.8%	$6,436,101
CP	601	0.6%	755	0.2%	$13,148,269,000	10.0%	$17,414,926
Other	98	0.1%	464	0.1%	$825,411,614	0.6%	$1,778,904
Total	108,269	100%	311,277	100%	131,631,307,571	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	90,108	96.7%	172,387	95.4%	$36,350,688,539	49.0%	$210,867
Long Note	514	0.6%	733	0.4%	$814,760,380	1.1%	$1,111,542
Short Note	52	0.1%	60	0.0%	$252,877,415	0.3%	$4,214,624
Long Variable	148	0.2%	293	0.2%	$105,325,000	0.1%	$359,471
Short Variable	2,203	2.4%	6,977	3.9%	$35,026,068,000	47.3%	$5,020,219
CP	99	0.1%	118	0.1%	$1,367,976,000	1.8%	$11,593,017
Other	54	0.1%	76	0.0%	$211,535,000	0.3%	$2,783,355
Total	93,178	100%	180,644	100%	74,129,230,334	100%