CUSIPs, Trades and Par Value by Security Type
October 2014
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	112,317	95.8%	731,309	97.0%	$150,833,325,039	58.5%	$206,251
Long Note	1,697	1.4%	4,920	0.7%	$3,988,935,768	1.5%	$810,759
Short Note	372	0.3%	749	0.1%	$1,489,385,307	0.6%	$1,988,498
Long Variable	171	0.1%	1,401	0.2%	$1,046,026,097	0.4%	$746,628
Short Variable	2,161	1.8%	14,346	1.9%	$88,215,654,277	34.2%	$6,149,146
CP	471	0.4%	624	0.1%	$11,960,179,000	4.6%	$19,166,954
Other	86	0.1%	285	0.0%	$485,808,013	0.2%	$1,704,590
Total	117,275	100%	753,634	100%	$258,019,313,501	100%	$342,367
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	75,426	98.3%	278,307	98.7%	$48,444,303,238	87.4%	$174,068
Long Note	626	0.8%	1,053	0.4%	$554,700,300	1.0%	$526,781
Short Note	108	0.1%	163	0.1%	$98,011,631	0.2%	$601,298
Long Variable	106	0.1%	415	0.1%	$197,242,844	0.4%	$475,284
Short Variable	389	0.5%	1,950	0.7%	$6,083,973,000	11.0%	$3,119,986
CP	6	0.0%	11	0.0%	$51,720,000	0.1%	$4,701,818
Other	34	0.0%	73	0.0%	$20,324,422	0.0%	$278,417
Total	76,695	100%	281,972	100%	$55,450,275,435	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	111,417	95.8%	453,002	96.0%	$102,389,021,801	50.5%	$226,023
Long Note	1,682	1.4%	3,867	0.8%	$3,434,235,468	1.7%	$888,088
Short Note	372	0.3%	586	0.1%	$1,391,373,676	0.7%	$2,374,358
Long Variable	171	0.1%	986	0.2%	$848,783,253	0.4%	$860,835
Short Variable	2,160	1.9%	12,396	2.6%	$82,131,681,277	40.5%	$6,625,660
CP	471	0.4%	613	0.1%	$11,908,459,000	5.9%	$19,426,524
Other	86	0.1%	212	0.0%	$465,483,591	0.2%	$2,195,677
Total	116,359	100%	471,662	100%	$202,569,038,066	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	100,374	95.7%	287,500	96.3%	$67,600,369,612	51.9%	$235,132
Long Note	1,634	1.6%	3,088	1.0%	$2,928,529,468	2.2%	$948,358
Short Note	371	0.4%	553	0.2%	$1,329,085,676	1.0%	$2,403,410
Long Variable	162	0.2%	586	0.2%	$545,556,357	0.4%	$930,984
Short Variable	1,792	1.7%	6,110	2.0%	$46,676,413,600	35.8%	$7,639,348
CP	471	0.4%	552	0.2%	$10,899,215,000	8.4%	$19,744,955
Other	71	0.1%	133	0.0%	$239,738,664	0.2%	$1,802,546
Total	104,875	100%	298,522	100%	130,218,908,377	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	88,590	97.0%	165,502	95.6%	$34,788,652,189	48.1%	$210,201
Long Note	572	0.6%	779	0.4%	$505,706,000	0.7%	$649,173
Short Note	28	0.0%	33	0.0%	$62,288,000	0.1%	$1,887,515
Long Variable	152	0.2%	400	0.2%	$303,226,896	0.4%	$758,067
Short Variable	1,849	2.0%	6,286	3.6%	$35,455,267,677	49.0%	$5,640,354
CP	55	0.1%	61	0.0%	$1,009,244,000	1.4%	$16,544,984
Other	54	0.1%	79	0.0%	$225,744,927	0.3%	$2,857,531
Total	91,300	100%	173,140	100%	72,350,129,689	100%