CUSIPs, Trades and Par Value by Security Type
May 2010
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	112,612	93.6%	782,133	95.4%	$141,105,771,464	45.1%	$180,411
Long Note	1,671	1.4%	5,806	0.7%	$4,235,371,401	1.4%	$729,482
Short Note	301	0.3%	1,194	0.1%	$836,312,836	0.3%	$700,430
Long Variable	329	0.3%	3,542	0.4%	$2,096,188,600	0.7%	$591,809
Short Variable	4,378	3.6%	24,305	3.0%	$139,585,310,700	44.6%	$5,743,070
CP	886	0.7%	1,863	0.2%	$24,288,642,000	7.8%	$13,037,382
Other	149	0.1%	729	0.1%	$496,193,557	0.2%	$680,650
Total	120,326	100%	819,572	100%	$312,643,790,558	100%	$381,472
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	65,108	97.5%	241,445	98.2%	$37,925,972,992	85.3%	$157,079
Long Note	591	0.9%	1,412	0.6%	$640,082,214	1.4%	$453,316
Short Note	75	0.1%	233	0.1%	$133,904,000	0.3%	$574,695
Long Variable	178	0.3%	849	0.3%	$162,480,000	0.4%	$191,378
Short Variable	692	1.0%	1,785	0.7%	$4,608,775,000	10.4%	$2,581,947
CP	89	0.1%	100	0.0%	$906,691,000	2.0%	$9,066,910
Other	61	0.1%	147	0.1%	$59,344,000	0.1%	$403,701
Total	66,794	100%	245,971	100%	$44,437,249,206	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	112,250	93.6%	540,688	94.3%	$103,179,798,472	38.5%	$190,831
Long Note	1,661	1.4%	4,394	0.8%	$3,595,289,187	1.3%	$818,227
Short Note	301	0.3%	961	0.2%	$702,408,836	0.3%	$730,915
Long Variable	328	0.3%	2,693	0.5%	$1,933,708,600	0.7%	$718,050
Short Variable	4,375	3.6%	22,520	3.9%	$134,976,535,700	50.3%	$5,993,629
CP	886	0.7%	1,763	0.3%	$23,381,951,000	8.7%	$13,262,593
Other	148	0.1%	582	0.1%	$436,849,557	0.2%	$750,601
Total	119,949	100%	573,601	100%	$268,206,541,352	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	102,964	93.7%	390,213	95.4%	$68,294,955,954	41.9%	$175,020
Long Note	1,618	1.5%	3,690	0.9%	$3,019,063,430	1.9%	$818,174
Short Note	296	0.3%	739	0.2%	$577,683,836	0.4%	$781,710
Long Variable	305	0.3%	1,883	0.5%	$1,603,375,000	1.0%	$851,500
Short Variable	3,667	3.3%	10,873	2.7%	$71,004,392,700	43.6%	$6,530,341
CP	882	0.8%	1,377	0.3%	$18,088,284,000	11.1%	$13,136,009
Other	128	0.1%	355	0.1%	$284,910,816	0.2%	$802,566
Total	109,860	100%	409,130	100%	162,872,665,736	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	85,907	94.7%	150,475	91.5%	$34,884,842,518	33.1%	$231,831
Long Note	528	0.6%	704	0.4%	$576,225,757	0.5%	$818,502
Short Note	24	0.0%	222	0.1%	$124,725,000	0.1%	$561,824
Long Variable	274	0.3%	810	0.5%	$330,333,600	0.3%	$407,819
Short Variable	3,563	3.9%	11,647	7.1%	$63,972,143,000	60.7%	$5,492,585
CP	278	0.3%	386	0.2%	$5,293,667,000	5.0%	$13,714,163
Other	117	0.1%	227	0.1%	$151,938,741	0.1%	$669,334
Total	90,691	100%	164,471	100%	105,333,875,616	100%