CUSIPs, Trades and Par Value by Security Type
August 2010
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	114,919	93.8%	849,245	95.9%	$151,470,954,363	46.6%	$178,360
Long Note	1,798	1.5%	7,261	0.8%	$17,747,540,526	5.5%	$2,444,228
Short Note	326	0.3%	1,733	0.2%	$2,616,268,438	0.8%	$1,509,676
Long Variable	338	0.3%	3,625	0.4%	$3,302,622,000	1.0%	$911,068
Short Variable	3,893	3.2%	21,361	2.4%	$117,841,484,264	36.3%	$5,516,665
CP	1,067	0.9%	1,968	0.2%	$31,224,300,000	9.6%	$15,866,006
Other	148	0.1%	644	0.1%	$757,074,923	0.2%	$1,175,582
Total	122,489	100%	885,837	100%	$324,960,244,514	100%	$366,840
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	67,503	97.6%	268,009	98.3%	$45,394,404,802	87.3%	$169,376
Long Note	641	0.9%	1,528	0.6%	$1,212,669,840	2.3%	$793,632
Short Note	79	0.1%	423	0.2%	$512,333,000	1.0%	$1,211,189
Long Variable	188	0.3%	1,007	0.4%	$411,226,000	0.8%	$408,367
Short Variable	598	0.9%	1,544	0.6%	$2,967,171,000	5.7%	$1,921,743
CP	127	0.2%	140	0.1%	$1,412,674,000	2.7%	$10,090,529
Other	49	0.1%	122	0.0%	$102,970,000	0.2%	$844,016
Total	69,185	100%	272,773	100%	$52,013,448,642	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	114,433	93.8%	581,236	94.8%	$106,076,549,561	38.9%	$182,502
Long Note	1,778	1.5%	5,733	0.9%	$16,534,870,686	6.1%	$2,884,157
Short Note	318	0.3%	1,310	0.2%	$2,103,935,438	0.8%	$1,606,058
Long Variable	337	0.3%	2,618	0.4%	$2,891,396,000	1.1%	$1,104,429
Short Variable	3,880	3.2%	19,817	3.2%	$114,874,313,264	42.1%	$5,796,756
CP	1,064	0.9%	1,828	0.3%	$29,811,626,000	10.9%	$16,308,329
Other	146	0.1%	522	0.1%	$654,104,923	0.2%	$1,253,075
Total	121,956	100%	613,064	100%	$272,946,795,872	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	103,934	93.8%	412,490	95.4%	$66,521,279,230	39.5%	$161,268
Long Note	1,752	1.6%	5,040	1.2%	$12,955,442,686	7.7%	$2,570,524
Short Note	317	0.3%	1,271	0.3%	$1,905,800,438	1.1%	$1,499,450
Long Variable	316	0.3%	1,754	0.4%	$2,049,358,000	1.2%	$1,168,391
Short Variable	3,326	3.0%	10,013	2.3%	$60,488,902,264	36.0%	$6,041,037
CP	1,061	1.0%	1,469	0.3%	$23,821,086,000	14.2%	$16,215,852
Other	117	0.1%	298	0.1%	$465,236,923	0.3%	$1,561,198
Total	110,823	100%	432,335	100%	168,207,105,541	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	91,428	95.3%	168,746	93.4%	$39,555,270,331	37.8%	$234,407
Long Note	515	0.5%	693	0.4%	$3,579,428,000	3.4%	$5,165,120
Short Note	28	0.0%	39	0.0%	$198,135,000	0.2%	$5,080,385
Long Variable	289	0.3%	864	0.5%	$842,038,000	0.8%	$974,581
Short Variable	3,275	3.4%	9,804	5.4%	$54,385,411,000	51.9%	$5,547,268
CP	249	0.3%	359	0.2%	$5,990,540,000	5.7%	$16,686,741
Other	112	0.1%	224	0.1%	$188,868,000	0.2%	$843,161
Total	95,896	100%	180,729	100%	104,739,690,331	100%