CUSIPs, Trades and Par Value by Security Type
November 2013
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	107,441	95.9%	756,573	97.4%	$125,216,829,224	57.3%	$165,505
Long Note	1,299	1.2%	3,725	0.5%	$3,453,243,092	1.6%	$927,045
Short Note	253	0.2%	619	0.1%	$3,258,085,728	1.5%	$5,263,466
Long Variable	170	0.2%	1,322	0.2%	$957,049,263	0.4%	$723,940
Short Variable	2,357	2.1%	13,216	1.7%	$72,965,744,785	33.4%	$5,521,016
CP	455	0.4%	719	0.1%	$11,189,686,000	5.1%	$15,562,846
Other	107	0.1%	340	0.0%	$1,565,148,389	0.7%	$4,603,378
Total	112,082	100%	776,514	100%	$218,605,786,481	100%	$281,522
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	64,789	98.5%	247,047	98.9%	$36,228,244,302	86.5%	$146,645
Long Note	416	0.6%	756	0.3%	$414,050,275	1.0%	$547,686
Short Note	52	0.1%	106	0.0%	$72,009,891	0.2%	$679,339
Long Variable	83	0.1%	254	0.1%	$169,379,957	0.4%	$666,850
Short Variable	415	0.6%	1,441	0.6%	$4,959,782,000	11.8%	$3,441,903
CP	11	0.0%	26	0.0%	$52,980,000	0.1%	$2,037,692
Other	24	0.0%	78	0.0%	$9,255,264	0.0%	$118,657
Total	65,790	100%	249,708	100%	$41,905,701,689	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	107,044	95.9%	509,526	96.7%	$88,988,584,922	50.4%	$174,650
Long Note	1,294	1.2%	2,969	0.6%	$3,039,192,817	1.7%	$1,023,642
Short Note	253	0.2%	513	0.1%	$3,186,075,837	1.8%	$6,210,674
Long Variable	169	0.2%	1,068	0.2%	$787,669,306	0.4%	$737,518
Short Variable	2,349	2.1%	11,775	2.2%	$68,005,962,785	38.5%	$5,775,453
CP	455	0.4%	693	0.1%	$11,136,706,000	6.3%	$16,070,283
Other	104	0.1%	262	0.0%	$1,555,893,125	0.9%	$5,938,523
Total	111,668	100%	526,806	100%	$176,700,084,792	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	99,137	95.9%	345,306	97.2%	$54,771,784,746	50.2%	$158,618
Long Note	1,251	1.2%	2,412	0.7%	$2,649,531,817	2.4%	$1,098,479
Short Note	248	0.2%	481	0.1%	$3,085,250,837	2.8%	$6,414,243
Long Variable	160	0.2%	687	0.2%	$545,746,175	0.5%	$794,390
Short Variable	1,979	1.9%	5,773	1.6%	$37,032,143,250	34.0%	$6,414,714
CP	454	0.4%	584	0.2%	$9,563,620,000	8.8%	$16,376,062
Other	95	0.1%	154	0.0%	$1,430,274,180	1.3%	$9,287,495
Total	103,324	100%	355,397	100%	109,078,351,005	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	86,929	97.1%	164,220	95.8%	$34,216,800,176	50.6%	$208,360
Long Note	426	0.5%	557	0.3%	$389,661,000	0.6%	$699,571
Short Note	27	0.0%	32	0.0%	$100,825,000	0.1%	$3,150,781
Long Variable	139	0.2%	381	0.2%	$241,923,131	0.4%	$634,969
Short Variable	1,913	2.1%	6,002	3.5%	$30,973,819,535	45.8%	$5,160,583
CP	85	0.1%	109	0.1%	$1,573,086,000	2.3%	$14,431,982
Other	47	0.1%	108	0.1%	$125,618,945	0.2%	$1,163,138
Total	89,566	100%	171,409	100%	67,621,733,787	100%