CUSIPs, Trades and Par Value by Security Type
June 2010
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	119,278	93.4%	916,372	95.6%	$139,277,053,556	41.9%	$151,987
Long Note	2,008	1.6%	8,585	0.9%	$13,853,743,521	4.2%	$1,613,715
Short Note	361	0.3%	1,120	0.1%	$2,632,022,685	0.8%	$2,350,020
Long Variable	351	0.3%	3,913	0.4%	$2,483,093,000	0.7%	$634,575
Short Variable	4,274	3.3%	25,386	2.6%	$135,681,636,000	40.8%	$5,344,743
CP	1,252	1.0%	2,334	0.2%	$36,146,921,000	10.9%	$15,487,113
Other	232	0.2%	980	0.1%	$2,232,427,732	0.7%	$2,277,987
Total	127,756	100%	958,690	100%	$332,306,897,494	100%	$346,626
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	70,954	97.1%	282,735	98.0%	$39,593,131,181	77.3%	$140,036
Long Note	795	1.1%	2,167	0.8%	$1,548,861,137	3.0%	$714,749
Short Note	88	0.1%	224	0.1%	$174,593,877	0.3%	$779,437
Long Variable	211	0.3%	1,043	0.4%	$338,072,000	0.7%	$324,134
Short Variable	843	1.2%	2,070	0.7%	$7,683,994,000	15.0%	$3,712,074
CP	121	0.2%	135	0.0%	$1,295,764,000	2.5%	$9,598,252
Other	96	0.1%	179	0.1%	$563,953,000	1.1%	$3,150,575
Total	73,108	100%	288,553	100%	$51,198,369,195	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	118,932	93.4%	633,637	94.6%	$99,683,922,375	35.5%	$157,320
Long Note	2,000	1.6%	6,418	1.0%	$12,304,882,384	4.4%	$1,917,246
Short Note	359	0.3%	896	0.1%	$2,457,428,808	0.9%	$2,742,666
Long Variable	351	0.3%	2,870	0.4%	$2,145,021,000	0.8%	$747,394
Short Variable	4,266	3.3%	23,316	3.5%	$127,997,642,000	45.5%	$5,489,691
CP	1,251	1.0%	2,199	0.3%	$34,851,157,000	12.4%	$15,848,639
Other	228	0.2%	801	0.1%	$1,668,474,732	0.6%	$2,082,990
Total	127,387	100%	670,137	100%	$281,108,528,299	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	110,616	93.4%	469,537	95.6%	$66,465,191,467	36.9%	$141,555
Long Note	1,952	1.6%	5,608	1.1%	$11,055,177,384	6.1%	$1,971,323
Short Note	356	0.3%	785	0.2%	$2,144,917,808	1.2%	$2,732,379
Long Variable	331	0.3%	1,844	0.4%	$1,340,028,000	0.7%	$726,696
Short Variable	3,811	3.2%	11,229	2.3%	$70,552,043,000	39.2%	$6,283,021
CP	1,248	1.1%	1,749	0.4%	$27,860,256,000	15.5%	$15,929,249
Other	180	0.2%	374	0.1%	$765,950,732	0.4%	$2,047,997
Total	118,494	100%	491,126	100%	180,183,564,391	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	91,461	95.0%	164,100	91.7%	$33,218,730,908	32.9%	$202,430
Long Note	599	0.6%	810	0.5%	$1,249,705,000	1.2%	$1,542,846
Short Note	32	0.0%	111	0.1%	$312,511,000	0.3%	$2,815,414
Long Variable	298	0.3%	1,026	0.6%	$804,993,000	0.8%	$784,594
Short Variable	3,429	3.6%	12,087	6.8%	$57,445,599,000	56.9%	$4,752,676
CP	319	0.3%	450	0.3%	$6,990,901,000	6.9%	$15,535,336
Other	179	0.2%	427	0.2%	$902,524,000	0.9%	$2,113,639
Total	96,317	100%	179,011	100%	100,924,963,908	100%