CUSIPs, Trades and Par Value by Security Type
April 2012
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	113,557	94.4%	751,664	96.5%	$133,580,817,329	50.2%	$177,713
Long Note	1,731	1.4%	5,278	0.7%	$3,108,604,527	1.2%	$588,974
Short Note	419	0.3%	840	0.1%	$1,494,460,664	0.6%	$1,779,120
Long Variable	236	0.2%	1,446	0.2%	$442,124,000	0.2%	$305,757
Short Variable	3,574	3.0%	18,196	2.3%	$110,334,862,800	41.4%	$6,063,688
CP	653	0.5%	1,011	0.1%	$16,251,251,000	6.1%	$16,074,432
Other	123	0.1%	503	0.1%	$1,001,355,050	0.4%	$1,990,766
Total	120,293	100%	778,938	100%	$266,213,475,370	100%	$341,765
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	69,252	98.0%	260,945	98.7%	$42,975,336,806	90.3%	$164,691
Long Note	589	0.8%	1,223	0.5%	$475,797,321	1.0%	$389,041
Short Note	109	0.2%	176	0.1%	$73,690,000	0.2%	$418,693
Long Variable	127	0.2%	395	0.1%	$97,953,000	0.2%	$247,982
Short Variable	490	0.7%	1,466	0.6%	$3,456,164,000	7.3%	$2,357,547
CP	34	0.0%	57	0.0%	$493,829,000	1.0%	$8,663,667
Other	33	0.0%	122	0.0%	$16,045,000	0.0%	$131,516
Total	70,634	100%	264,384	100%	$47,588,815,127	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	112,716	94.4%	490,719	95.4%	$90,605,480,523	41.4%	$184,638
Long Note	1,719	1.4%	4,055	0.8%	$2,632,807,206	1.2%	$649,274
Short Note	413	0.3%	664	0.1%	$1,420,770,664	0.6%	$2,139,715
Long Variable	235	0.2%	1,051	0.2%	$344,171,000	0.2%	$327,470
Short Variable	3,568	3.0%	16,730	3.3%	$106,878,698,800	48.9%	$6,388,446
CP	652	0.5%	954	0.2%	$15,757,422,000	7.2%	$16,517,214
Other	119	0.1%	381	0.1%	$985,310,050	0.5%	$2,586,116
Total	119,422	100%	514,554	100%	$218,624,660,243	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	101,983	94.5%	328,213	96.1%	$59,615,586,648	44.4%	$181,637
Long Note	1,678	1.6%	3,255	1.0%	$2,090,663,094	1.6%	$642,293
Short Note	405	0.4%	607	0.2%	$852,998,664	0.6%	$1,405,270
Long Variable	213	0.2%	576	0.2%	$168,789,000	0.1%	$293,036
Short Variable	2,872	2.7%	8,044	2.4%	$56,828,298,000	42.3%	$7,064,682
CP	639	0.6%	781	0.2%	$13,723,057,000	10.2%	$17,571,136
Other	100	0.1%	224	0.1%	$912,963,482	0.7%	$4,075,730
Total	107,890	100%	341,700	100%	134,192,355,888	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	86,601	95.6%	162,506	94.0%	$30,989,893,875	36.7%	$190,700
Long Note	526	0.6%	800	0.5%	$542,144,112	0.6%	$677,680
Short Note	43	0.0%	57	0.0%	$567,772,000	0.7%	$9,960,912
Long Variable	212	0.2%	475	0.3%	$175,382,000	0.2%	$369,225
Short Variable	2,983	3.3%	8,686	5.0%	$50,050,400,800	59.3%	$5,762,192
CP	140	0.2%	173	0.1%	$2,034,365,000	2.4%	$11,759,335
Other	82	0.1%	157	0.1%	$72,346,568	0.1%	$460,806
Total	90,587	100%	172,854	100%	84,432,304,355	100%