CUSIPs, Trades and Par Value by Security Type
October 2013
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	118,242	95.9%	894,762	97.5%	$158,377,781,205	58.2%	$177,005
Long Note	1,465	1.2%	4,218	0.5%	$4,004,934,357	1.5%	$949,487
Short Note	244	0.2%	511	0.1%	$1,273,335,091	0.5%	$2,491,849
Long Variable	168	0.1%	1,677	0.2%	$2,622,475,392	1.0%	$1,563,790
Short Variable	2,524	2.0%	15,285	1.7%	$89,628,179,100	32.9%	$5,863,800
CP	589	0.5%	914	0.1%	$14,655,859,000	5.4%	$16,034,857
Other	127	0.1%	424	0.0%	$1,589,881,552	0.6%	$3,749,721
Total	123,359	100%	917,791	100%	$272,152,445,697	100%	$296,530
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	71,731	98.4%	292,327	99.0%	$46,704,625,523	88.6%	$159,768
Long Note	489	0.7%	897	0.3%	$563,649,826	1.1%	$628,372
Short Note	53	0.1%	89	0.0%	$60,324,317	0.1%	$677,801
Long Variable	87	0.1%	369	0.1%	$361,692,044	0.7%	$980,195
Short Variable	456	0.6%	1,572	0.5%	$4,897,935,000	9.3%	$3,115,735
CP	14	0.0%	25	0.0%	$88,777,000	0.2%	$3,551,080
Other	43	0.1%	76	0.0%	$57,654,456	0.1%	$758,611
Total	72,873	100%	295,355	100%	$52,734,658,166	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	117,883	95.9%	602,435	96.8%	$111,673,155,682	50.9%	$185,370
Long Note	1,457	1.2%	3,321	0.5%	$3,441,284,531	1.6%	$1,036,219
Short Note	242	0.2%	422	0.1%	$1,213,010,774	0.6%	$2,874,433
Long Variable	167	0.1%	1,308	0.2%	$2,260,783,348	1.0%	$1,728,428
Short Variable	2,517	2.0%	13,713	2.2%	$84,730,244,100	38.6%	$6,178,826
CP	588	0.5%	889	0.1%	$14,567,082,000	6.6%	$16,385,919
Other	111	0.1%	348	0.1%	$1,532,227,096	0.7%	$4,402,951
Total	122,965	100%	622,436	100%	$219,417,787,531	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	109,944	95.9%	401,933	97.2%	$66,657,332,385	50.7%	$165,842
Long Note	1,421	1.2%	2,616	0.6%	$2,907,452,020	2.2%	$1,111,411
Short Note	240	0.2%	389	0.1%	$1,203,540,774	0.9%	$3,093,935
Long Variable	156	0.1%	885	0.2%	$2,020,139,000	1.5%	$2,282,643
Short Variable	2,159	1.9%	6,621	1.6%	$44,553,452,050	33.9%	$6,729,112
CP	586	0.5%	778	0.2%	$12,981,586,000	9.9%	$16,685,843
Other	93	0.1%	227	0.1%	$1,028,580,694	0.8%	$4,531,192
Total	114,599	100%	413,449	100%	131,352,082,923	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	98,975	97.1%	200,502	95.9%	$45,015,823,297	51.1%	$224,516
Long Note	505	0.5%	705	0.3%	$533,832,511	0.6%	$757,209
Short Note	26	0.0%	33	0.0%	$9,470,000	0.0%	$286,970
Long Variable	145	0.1%	423	0.2%	$240,644,348	0.3%	$568,899
Short Variable	2,086	2.0%	7,092	3.4%	$40,176,792,050	45.6%	$5,665,086
CP	91	0.1%	111	0.1%	$1,585,496,000	1.8%	$14,283,748
Other	62	0.1%	121	0.1%	$503,646,402	0.6%	$4,162,367
Total	101,890	100%	208,987	100%	88,065,704,608	100%