CUSIPs, Trades and Par Value by Security Type
August 2011
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	123,930	94.4%	851,269	96.2%	$139,524,804,209	44.5%	$163,902
Long Note	1,681	1.3%	5,624	0.6%	$10,028,051,992	3.2%	$1,783,082
Short Note	329	0.3%	641	0.1%	$3,156,793,655	1.0%	$4,924,795
Long Variable	318	0.2%	2,656	0.3%	$1,946,598,000	0.6%	$732,906
Short Variable	3,926	3.0%	21,871	2.5%	$133,170,434,334	42.4%	$6,088,905
CP	928	0.7%	1,474	0.2%	$21,129,938,000	6.7%	$14,335,100
Other	178	0.1%	985	0.1%	$4,777,797,589	1.5%	$4,850,556
Total	131,290	100%	884,520	100%	$313,734,417,779	100%	$354,695
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	72,463	98.1%	273,938	98.7%	$39,667,193,773	88.1%	$144,804
Long Note	538	0.7%	1,232	0.4%	$666,059,715	1.5%	$540,633
Short Note	66	0.1%	114	0.0%	$99,091,000	0.2%	$869,219
Long Variable	178	0.2%	677	0.2%	$188,795,000	0.4%	$278,870
Short Variable	486	0.7%	1,336	0.5%	$3,699,903,000	8.2%	$2,769,388
CP	64	0.1%	87	0.0%	$685,438,000	1.5%	$7,878,598
Other	61	0.1%	149	0.1%	$21,895,000	0.0%	$146,946
Total	73,856	100%	277,533	100%	$45,028,375,488	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	123,514	94.4%	577,331	95.1%	$99,857,610,436	37.2%	$172,964
Long Note	1,676	1.3%	4,392	0.7%	$9,361,992,277	3.5%	$2,131,601
Short Note	328	0.3%	527	0.1%	$3,057,702,655	1.1%	$5,802,092
Long Variable	318	0.2%	1,979	0.3%	$1,757,803,000	0.7%	$888,228
Short Variable	3,925	3.0%	20,535	3.4%	$129,470,531,334	48.2%	$6,304,871
CP	928	0.7%	1,387	0.2%	$20,444,500,000	7.6%	$14,740,087
Other	175	0.1%	836	0.1%	$4,755,902,589	1.8%	$5,688,879
Total	130,864	100%	606,987	100%	$268,706,042,291	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	113,808	94.3%	389,463	95.6%	$59,851,331,995	34.8%	$153,677
Long Note	1,633	1.4%	3,627	0.9%	$7,784,739,277	4.5%	$2,146,330
Short Note	322	0.3%	493	0.1%	$2,986,256,655	1.7%	$6,057,316
Long Variable	295	0.2%	1,192	0.3%	$1,330,714,000	0.8%	$1,116,371
Short Variable	3,507	2.9%	10,650	2.6%	$79,677,656,500	46.3%	$7,481,470
CP	915	0.8%	1,166	0.3%	$17,646,132,000	10.3%	$15,133,904
Other	147	0.1%	616	0.2%	$2,754,519,089	1.6%	$4,471,622
Total	120,627	100%	407,207	100%	172,031,349,516	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	99,948	96.0%	187,868	94.0%	$40,006,278,441	41.4%	$212,949
Long Note	538	0.5%	765	0.4%	$1,577,253,000	1.6%	$2,061,769
Short Note	30	0.0%	34	0.0%	$71,446,000	0.1%	$2,101,353
Long Variable	278	0.3%	787	0.4%	$427,089,000	0.4%	$542,680
Short Variable	3,027	2.9%	9,885	4.9%	$49,792,874,834	51.5%	$5,037,215
CP	176	0.2%	221	0.1%	$2,798,368,000	2.9%	$12,662,299
Other	127	0.1%	220	0.1%	$2,001,383,500	2.1%	$9,097,198
Total	104,124	100%	199,780	100%	96,674,692,775	100%