CUSIPs, Trades and Par Value by Security Type
September 2012
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	104,119	95.2%	688,119	96.8%	$120,958,156,836	52.3%	$175,781
Long Note	1,415	1.3%	4,755	0.7%	$5,350,414,434	2.3%	$1,125,219
Short Note	298	0.3%	601	0.1%	$2,047,708,395	0.9%	$3,407,169
Long Variable	179	0.2%	953	0.1%	$227,741,620	0.1%	$238,973
Short Variable	2,752	2.5%	14,662	2.1%	$86,616,148,000	37.5%	$5,907,526
CP	571	0.5%	960	0.1%	$15,441,571,000	6.7%	$16,084,970
Other	83	0.1%	511	0.1%	$561,591,471	0.2%	$1,099,005
Total	109,417	100%	710,561	100%	$231,203,331,756	100%	$325,381
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	66,196	98.2%	261,055	98.9%	$41,532,048,742	88.0%	$159,093
Long Note	513	0.8%	1,167	0.4%	$1,368,294,263	2.9%	$1,172,489
Short Note	72	0.1%	101	0.0%	$109,584,610	0.2%	$1,084,996
Long Variable	101	0.1%	278	0.1%	$30,965,000	0.1%	$111,385
Short Variable	464	0.7%	1,370	0.5%	$3,834,229,000	8.1%	$2,798,707
CP	44	0.1%	75	0.0%	$308,161,000	0.7%	$4,108,813
Other	18	0.0%	44	0.0%	$6,423,000	0.0%	$145,977
Total	67,408	100%	264,090	100%	$47,189,705,615	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	103,469	95.2%	427,064	95.7%	$79,426,108,094	43.2%	$185,982
Long Note	1,406	1.3%	3,588	0.8%	$3,982,120,171	2.2%	$1,109,844
Short Note	295	0.3%	500	0.1%	$1,938,123,785	1.1%	$3,876,248
Long Variable	178	0.2%	675	0.2%	$196,776,620	0.1%	$291,521
Short Variable	2,742	2.5%	13,292	3.0%	$82,781,919,000	45.0%	$6,227,951
CP	571	0.5%	885	0.2%	$15,133,410,000	8.2%	$17,099,898
Other	82	0.1%	467	0.1%	$555,168,471	0.3%	$1,188,798
Total	108,743	100%	446,471	100%	$184,013,626,141	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	92,962	95.2%	281,860	96.0%	$50,300,233,879	44.4%	$178,458
Long Note	1,354	1.4%	2,995	1.0%	$3,321,208,403	2.9%	$1,108,918
Short Note	291	0.3%	463	0.2%	$1,822,243,785	1.6%	$3,935,732
Long Variable	161	0.2%	368	0.1%	$91,775,810	0.1%	$249,391
Short Variable	2,217	2.3%	6,710	2.3%	$44,296,139,000	39.1%	$6,601,511
CP	566	0.6%	743	0.3%	$13,038,942,000	11.5%	$17,549,047
Other	70	0.1%	343	0.1%	$365,206,236	0.3%	$1,064,741
Total	97,621	100%	293,482	100%	113,235,749,113	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	80,433	96.3%	145,204	94.9%	$29,125,874,215	41.2%	$200,586
Long Note	437	0.5%	593	0.4%	$660,911,768	0.9%	$1,114,522
Short Note	32	0.0%	37	0.0%	$115,880,000	0.2%	$3,131,892
Long Variable	166	0.2%	307	0.2%	$105,000,810	0.1%	$342,022
Short Variable	2,272	2.7%	6,582	4.3%	$38,485,780,000	54.4%	$5,847,125
CP	117	0.1%	142	0.1%	$2,094,468,000	3.0%	$14,749,775
Other	45	0.1%	124	0.1%	$189,962,235	0.3%	$1,531,954
Total	83,502	100%	152,989	100%	70,777,877,028	100%