CUSIPs, Trades and Par Value by Security Type
September 2014
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	102,781	96.1%	694,666	97.1%	$117,436,489,321	56.5%	$169,055
Long Note	1,318	1.2%	3,489	0.5%	$4,526,441,214	2.2%	$1,297,346
Short Note	238	0.2%	439	0.1%	$2,330,638,575	1.1%	$5,308,972
Long Variable	167	0.2%	1,773	0.2%	$1,844,587,926	0.9%	$1,040,377
Short Variable	1,895	1.8%	14,009	2.0%	$66,473,286,300	32.0%	$4,745,041
CP	445	0.4%	675	0.1%	$11,406,834,000	5.5%	$16,899,013
Other	79	0.1%	360	0.1%	$3,773,194,494	1.8%	$10,481,096
Total	106,923	100%	715,411	100%	$207,791,471,830	100%	$290,450
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	71,010	98.7%	269,120	98.6%	$39,534,131,290	88.6%	$146,901
Long Note	464	0.6%	726	0.3%	$480,191,689	1.1%	$661,421
Short Note	47	0.1%	55	0.0%	$37,120,000	0.1%	$674,909
Long Variable	93	0.1%	456	0.2%	$299,974,176	0.7%	$657,838
Short Variable	322	0.4%	2,440	0.9%	$3,997,402,000	9.0%	$1,638,280
CP	5	0.0%	6	0.0%	$17,935,000	0.0%	$2,989,167
Other	20	0.0%	57	0.0%	$278,817,076	0.6%	$4,891,528
Total	71,961	100%	272,860	100%	$44,645,571,231	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	102,079	96.1%	425,546	96.2%	$77,902,358,031	47.8%	$183,064
Long Note	1,308	1.2%	2,763	0.6%	$4,046,249,525	2.5%	$1,464,441
Short Note	236	0.2%	384	0.1%	$2,293,518,575	1.4%	$5,972,705
Long Variable	165	0.2%	1,317	0.3%	$1,544,613,750	0.9%	$1,172,827
Short Variable	1,890	1.8%	11,569	2.6%	$62,475,884,300	38.3%	$5,400,284
CP	445	0.4%	669	0.2%	$11,388,899,000	7.0%	$17,023,765
Other	79	0.1%	303	0.1%	$3,494,377,418	2.1%	$11,532,599
Total	106,202	100%	442,551	100%	$163,145,900,599	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	91,871	96.0%	273,253	96.3%	$49,076,517,242	48.2%	$179,601
Long Note	1,273	1.3%	2,271	0.8%	$3,709,662,025	3.6%	$1,633,493
Short Note	231	0.2%	364	0.1%	$2,210,750,575	2.2%	$6,073,491
Long Variable	154	0.2%	945	0.3%	$1,316,965,662	1.3%	$1,393,614
Short Variable	1,634	1.7%	6,180	2.2%	$32,285,250,650	31.7%	$5,224,151
CP	444	0.5%	588	0.2%	$10,198,881,000	10.0%	$17,345,036
Other	72	0.1%	235	0.1%	$3,084,151,226	3.0%	$13,124,048
Total	95,679	100%	283,836	100%	101,882,178,380	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	81,381	97.3%	152,293	96.0%	$28,825,840,789	47.1%	$189,279
Long Note	385	0.5%	492	0.3%	$336,587,500	0.5%	$684,121
Short Note	20	0.0%	20	0.0%	$82,768,000	0.1%	$4,138,400
Long Variable	144	0.2%	372	0.2%	$227,648,088	0.4%	$611,957
Short Variable	1,603	1.9%	5,389	3.4%	$30,190,633,650	49.3%	$5,602,270
CP	68	0.1%	81	0.1%	$1,190,018,000	1.9%	$14,691,580
Other	46	0.1%	68	0.0%	$410,226,192	0.7%	$6,032,738
Total	83,647	100%	158,715	100%	61,263,722,219	100%