CUSIPs, Trades and Par Value by Security Type
July 2010
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	109,697	93.9%	835,293	95.9%	$135,441,520,227	46.2%	$162,149
Long Note	1,706	1.5%	8,861	1.0%	$9,350,578,560	3.2%	$1,055,251
Short Note	304	0.3%	1,254	0.1%	$2,301,663,071	0.8%	$1,835,457
Long Variable	287	0.2%	2,881	0.3%	$1,817,139,000	0.6%	$630,732
Short Variable	3,691	3.2%	20,352	2.3%	$115,248,624,480	39.3%	$5,662,767
CP	927	0.8%	1,850	0.2%	$28,375,721,000	9.7%	$15,338,228
Other	158	0.1%	667	0.1%	$546,211,414	0.2%	$818,908
Total	116,770	100%	871,158	100%	$293,081,457,752	100%	$336,427
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	64,421	97.4%	258,647	98.0%	$39,977,926,834	85.6%	$154,566
Long Note	630	1.0%	2,220	0.8%	$1,694,832,949	3.6%	$763,438
Short Note	74	0.1%	220	0.1%	$196,188,732	0.4%	$891,767
Long Variable	167	0.3%	785	0.3%	$276,319,000	0.6%	$351,999
Short Variable	648	1.0%	1,651	0.6%	$3,079,621,000	6.6%	$1,865,306
CP	125	0.2%	135	0.1%	$1,399,495,000	3.0%	$10,366,630
Other	60	0.1%	156	0.1%	$74,114,000	0.2%	$475,090
Total	66,125	100%	263,814	100%	$46,698,497,515	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	109,293	93.9%	576,646	94.9%	$95,463,593,393	38.7%	$165,550
Long Note	1,690	1.5%	6,641	1.1%	$7,655,745,611	3.1%	$1,152,800
Short Note	304	0.3%	1,034	0.2%	$2,105,474,339	0.9%	$2,036,242
Long Variable	286	0.2%	2,096	0.3%	$1,540,820,000	0.6%	$735,124
Short Variable	3,685	3.2%	18,701	3.1%	$112,169,003,480	45.5%	$5,998,022
CP	927	0.8%	1,715	0.3%	$26,976,226,000	10.9%	$15,729,578
Other	156	0.1%	511	0.1%	$472,097,414	0.2%	$923,870
Total	116,341	100%	607,344	100%	$246,382,960,237	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	101,034	94.1%	427,578	95.8%	$62,607,254,971	42.0%	$146,423
Long Note	1,662	1.5%	5,955	1.3%	$6,823,397,931	4.6%	$1,145,827
Short Note	303	0.3%	1,002	0.2%	$1,892,789,339	1.3%	$1,889,011
Long Variable	270	0.3%	1,290	0.3%	$1,082,508,000	0.7%	$839,153
Short Variable	3,057	2.8%	9,019	2.0%	$55,466,110,500	37.2%	$6,149,918
CP	924	0.9%	1,355	0.3%	$21,103,941,000	14.1%	$15,574,864
Other	138	0.1%	305	0.1%	$259,624,967	0.2%	$851,229
Total	107,388	100%	446,504	100%	149,235,626,708	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	84,440	95.2%	149,068	92.7%	$32,856,338,422	33.8%	$220,412
Long Note	495	0.6%	686	0.4%	$832,347,680	0.9%	$1,213,335
Short Note	28	0.0%	32	0.0%	$212,685,000	0.2%	$6,646,406
Long Variable	246	0.3%	806	0.5%	$458,312,000	0.5%	$568,625
Short Variable	3,114	3.5%	9,682	6.0%	$56,702,892,980	58.4%	$5,856,527
CP	250	0.3%	360	0.2%	$5,872,285,000	6.0%	$16,311,903
Other	109	0.1%	206	0.1%	$212,472,447	0.2%	$1,031,420
Total	88,682	100%	160,840	100%	97,147,333,529	100%