CUSIPs, Trades and Par Value by Security Type
April 2011
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	115,626	94.5%	790,709	96.0%	$120,224,901,768	44.2%	$152,047
Long Note	1,383	1.1%	4,788	0.6%	$3,516,221,847	1.3%	$734,382
Short Note	199	0.2%	804	0.1%	$1,229,598,694	0.5%	$1,529,352
Long Variable	320	0.3%	3,880	0.5%	$4,188,846,000	1.5%	$1,079,599
Short Variable	3,904	3.2%	21,783	2.6%	$124,017,638,001	45.6%	$5,693,322
CP	719	0.6%	1,311	0.2%	$17,179,178,000	6.3%	$13,103,873
Other	156	0.1%	578	0.1%	$1,434,324,952	0.5%	$2,481,531
Total	122,307	100%	823,853	100%	$271,790,709,262	100%	$329,902
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	68,419	98.0%	257,503	98.6%	$32,877,575,006	88.8%	$127,678
Long Note	517	0.7%	1,174	0.4%	$442,300,191	1.2%	$376,746
Short Note	49	0.1%	174	0.1%	$120,234,000	0.3%	$691,000
Long Variable	182	0.3%	758	0.3%	$285,492,000	0.8%	$376,639
Short Variable	568	0.8%	1,415	0.5%	$2,790,540,000	7.5%	$1,972,113
CP	58	0.1%	129	0.0%	$449,244,000	1.2%	$3,482,512
Other	52	0.1%	117	0.0%	$78,015,000	0.2%	$666,795
Total	69,845	100%	261,270	100%	$37,043,400,197	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	115,144	94.5%	533,206	94.8%	$87,347,326,762	37.2%	$163,815
Long Note	1,375	1.1%	3,614	0.6%	$3,073,921,656	1.3%	$850,559
Short Note	198	0.2%	630	0.1%	$1,109,364,694	0.5%	$1,760,896
Long Variable	320	0.3%	3,122	0.6%	$3,903,354,000	1.7%	$1,250,274
Short Variable	3,891	3.2%	20,368	3.6%	$121,227,098,001	51.6%	$5,951,841
CP	719	0.6%	1,182	0.2%	$16,729,934,000	7.1%	$14,153,920
Other	155	0.1%	461	0.1%	$1,356,309,952	0.6%	$2,942,104
Total	121,802	100%	562,583	100%	$234,747,309,065	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	104,959	94.7%	370,862	95.8%	$50,298,597,817	37.3%	$135,626
Long Note	1,327	1.2%	2,847	0.7%	$2,020,786,656	1.5%	$709,795
Short Note	193	0.2%	426	0.1%	$825,409,694	0.6%	$1,937,581
Long Variable	302	0.3%	2,295	0.6%	$3,527,223,000	2.6%	$1,536,916
Short Variable	3,236	2.9%	9,581	2.5%	$63,487,405,001	47.1%	$6,626,386
CP	702	0.6%	935	0.2%	$13,807,365,000	10.2%	$14,767,235
Other	126	0.1%	245	0.1%	$788,322,365	0.6%	$3,217,642
Total	110,845	100%	387,191	100%	134,755,109,533	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	92,246	95.3%	162,344	92.6%	$37,048,728,945	37.1%	$228,211
Long Note	561	0.6%	767	0.4%	$1,053,135,000	1.1%	$1,373,057
Short Note	18	0.0%	204	0.1%	$283,955,000	0.3%	$1,391,936
Long Variable	281	0.3%	827	0.5%	$376,131,000	0.4%	$454,814
Short Variable	3,407	3.5%	10,787	6.2%	$57,739,693,000	57.7%	$5,352,711
CP	186	0.2%	247	0.1%	$2,922,569,000	2.9%	$11,832,263
Other	118	0.1%	216	0.1%	$567,987,587	0.6%	$2,629,572
Total	96,817	100%	175,392	100%	99,992,199,532	100%