CUSIPs, Trades and Par Value by Security Type
October 2012
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	110,400	94.9%	721,769	96.5%	$137,256,748,911	50.5%	$190,167
Long Note	1,666	1.4%	5,087	0.7%	$5,465,653,474	2.0%	$1,074,436
Short Note	390	0.3%	885	0.1%	$2,231,945,300	0.8%	$2,521,972
Long Variable	179	0.2%	967	0.1%	$279,512,698	0.1%	$289,051
Short Variable	2,958	2.5%	17,897	2.4%	$110,035,328,800	40.5%	$6,148,256
CP	609	0.5%	960	0.1%	$14,905,686,000	5.5%	$15,526,756
Other	97	0.1%	218	0.0%	$1,394,897,953	0.5%	$6,398,614
Total	116,299	100%	747,783	100%	$271,569,773,136	100%	$363,167
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	68,942	97.9%	269,677	98.6%	$46,183,983,509	80.8%	$171,257
Long Note	618	0.9%	1,175	0.4%	$1,435,797,965	2.5%	$1,221,956
Short Note	110	0.2%	181	0.1%	$143,710,000	0.3%	$793,978
Long Variable	93	0.1%	254	0.1%	$58,899,000	0.1%	$231,886
Short Variable	571	0.8%	2,041	0.7%	$8,970,217,000	15.7%	$4,395,011
CP	41	0.1%	73	0.0%	$326,498,000	0.6%	$4,472,575
Other	17	0.0%	38	0.0%	$13,818,934	0.0%	$363,656
Total	70,392	100%	273,439	100%	$57,132,924,408	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	109,717	94.9%	452,092	95.3%	$91,072,765,402	42.5%	$201,447
Long Note	1,652	1.4%	3,912	0.8%	$4,029,855,509	1.9%	$1,030,127
Short Note	383	0.3%	704	0.1%	$2,088,235,300	1.0%	$2,966,243
Long Variable	179	0.2%	713	0.2%	$220,613,698	0.1%	$309,416
Short Variable	2,954	2.6%	15,856	3.3%	$101,065,111,800	47.1%	$6,373,935
CP	609	0.5%	887	0.2%	$14,579,188,000	6.8%	$16,436,514
Other	96	0.1%	180	0.0%	$1,381,079,019	0.6%	$7,672,661
Total	115,590	100%	474,344	100%	$214,436,848,728	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	97,949	94.9%	295,397	95.9%	$60,085,348,075	45.4%	$203,405
Long Note	1,603	1.6%	3,250	1.1%	$3,452,117,359	2.6%	$1,062,190
Short Note	375	0.4%	665	0.2%	$1,898,403,300	1.4%	$2,854,742
Long Variable	168	0.2%	360	0.1%	$106,747,000	0.1%	$296,519
Short Variable	2,419	2.3%	7,435	2.4%	$52,556,854,900	39.8%	$7,068,844
CP	599	0.6%	760	0.2%	$12,912,661,000	9.8%	$16,990,343
Other	83	0.1%	131	0.0%	$1,197,600,052	0.9%	$9,141,985
Total	103,196	100%	307,998	100%	132,209,731,686	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	84,876	96.3%	156,695	94.2%	$30,987,417,327	37.7%	$197,756
Long Note	491	0.6%	662	0.4%	$577,738,150	0.7%	$872,716
Short Note	35	0.0%	39	0.0%	$189,832,000	0.2%	$4,867,487
Long Variable	164	0.2%	353	0.2%	$113,866,698	0.1%	$322,569
Short Variable	2,474	2.8%	8,421	5.1%	$48,508,256,900	59.0%	$5,760,392
CP	103	0.1%	127	0.1%	$1,666,527,000	2.0%	$13,122,260
Other	36	0.0%	49	0.0%	$183,478,967	0.2%	$3,744,469
Total	88,179	100%	166,346	100%	82,227,117,042	100%