CUSIPs, Trades and Par Value by Security Type
November 2014
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	97,174	95.7%	606,896	97.0%	$102,967,379,359	54.9%	$169,662
Long Note	1,517	1.5%	4,125	0.7%	$3,517,731,609	1.9%	$852,783
Short Note	353	0.3%	709	0.1%	$1,009,869,858	0.5%	$1,424,358
Long Variable	158	0.2%	1,132	0.2%	$2,690,298,666	1.4%	$2,376,589
Short Variable	1,818	1.8%	11,753	1.9%	$65,013,502,850	34.7%	$5,531,652
CP	458	0.5%	659	0.1%	$11,133,363,000	5.9%	$16,894,329
Other	102	0.1%	322	0.1%	$1,075,420,844	0.6%	$3,339,816
Total	101,580	100%	625,596	100%	$187,407,566,186	100%	$299,566
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	65,582	98.3%	227,332	98.6%	$32,801,379,553	87.6%	$144,288
Long Note	587	0.9%	948	0.4%	$375,907,559	1.0%	$396,527
Short Note	97	0.1%	130	0.1%	$46,483,250	0.1%	$357,563
Long Variable	84	0.1%	268	0.1%	$114,765,935	0.3%	$428,231
Short Variable	323	0.5%	1,745	0.8%	$3,796,856,000	10.1%	$2,175,849
CP	8	0.0%	11	0.0%	$71,740,000	0.2%	$6,521,818
Other	39	0.1%	74	0.0%	$235,913,386	0.6%	$3,188,019
Total	66,720	100%	230,508	100%	$37,443,045,683	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	96,444	95.7%	379,564	96.1%	$70,165,999,806	46.8%	$184,859
Long Note	1,501	1.5%	3,177	0.8%	$3,141,824,050	2.1%	$988,928
Short Note	349	0.3%	579	0.1%	$963,386,608	0.6%	$1,663,880
Long Variable	158	0.2%	864	0.2%	$2,575,532,731	1.7%	$2,980,941
Short Variable	1,815	1.8%	10,008	2.5%	$61,216,646,850	40.8%	$6,116,771
CP	458	0.5%	648	0.2%	$11,061,623,000	7.4%	$17,070,406
Other	101	0.1%	248	0.1%	$839,507,458	0.6%	$3,385,111
Total	100,826	100%	395,088	100%	$149,964,520,503	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	87,609	95.6%	256,214	96.3%	$47,323,951,078	48.5%	$184,705
Long Note	1,460	1.6%	2,627	1.0%	$2,849,639,050	2.9%	$1,084,750
Short Note	346	0.4%	544	0.2%	$890,343,608	0.9%	$1,636,661
Long Variable	148	0.2%	567	0.2%	$2,437,519,950	2.5%	$4,298,977
Short Variable	1,564	1.7%	5,354	2.0%	$33,869,204,900	34.7%	$6,325,963
CP	457	0.5%	562	0.2%	$9,671,735,000	9.9%	$17,209,493
Other	83	0.1%	163	0.1%	$557,652,068	0.6%	$3,421,178
Total	91,667	100%	266,031	100%	97,600,045,654	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	70,303	97.1%	123,350	95.6%	$22,842,048,728	43.6%	$185,181
Long Note	424	0.6%	550	0.4%	$292,185,000	0.6%	$531,245
Short Note	30	0.0%	35	0.0%	$73,043,000	0.1%	$2,086,943
Long Variable	127	0.2%	297	0.2%	$138,012,781	0.3%	$464,689
Short Variable	1,407	1.9%	4,654	3.6%	$27,347,441,950	52.2%	$5,876,116
CP	70	0.1%	86	0.1%	$1,389,888,000	2.7%	$16,161,488
Other	55	0.1%	85	0.1%	$281,855,390	0.5%	$3,315,946
Total	72,416	100%	129,057	100%	52,364,474,849	100%