CUSIPs, Trades and Par Value by Security Type
August 2012
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	114,698	94.9%	815,371	96.4%	$139,751,080,202	47.9%	$171,396
Long Note	1,698	1.4%	9,526	1.1%	$25,947,910,892	8.9%	$2,723,904
Short Note	349	0.3%	772	0.1%	$1,116,422,986	0.4%	$1,446,144
Long Variable	196	0.2%	1,119	0.1%	$269,458,000	0.1%	$240,803
Short Variable	3,013	2.5%	16,905	2.0%	$102,482,877,000	35.1%	$6,062,282
CP	784	0.6%	1,254	0.1%	$20,345,387,000	7.0%	$16,224,392
Other	142	0.1%	675	0.1%	$1,734,096,205	0.6%	$2,569,031
Total	120,880	100%	845,622	100%	$291,647,232,285	100%	$344,891
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	72,208	98.3%	301,834	98.9%	$48,031,634,649	84.1%	$159,133
Long Note	561	0.8%	1,589	0.5%	$6,903,664,373	12.1%	$4,344,660
Short Note	97	0.1%	147	0.0%	$103,148,035	0.2%	$701,687
Long Variable	101	0.1%	298	0.1%	$68,077,000	0.1%	$228,446
Short Variable	384	0.5%	1,205	0.4%	$1,541,992,000	2.7%	$1,279,661
CP	54	0.1%	88	0.0%	$401,162,000	0.7%	$4,558,659
Other	40	0.1%	163	0.1%	$96,061,000	0.2%	$589,331
Total	73,445	100%	305,324	100%	$57,145,739,057	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	114,136	94.9%	513,537	95.0%	$91,719,445,553	39.1%	$178,603
Long Note	1,682	1.4%	7,937	1.5%	$19,044,246,519	8.1%	$2,399,426
Short Note	345	0.3%	625	0.1%	$1,013,274,951	0.4%	$1,621,240
Long Variable	195	0.2%	821	0.2%	$201,381,000	0.1%	$245,287
Short Variable	2,999	2.5%	15,700	2.9%	$100,940,885,000	43.0%	$6,429,356
CP	784	0.7%	1,166	0.2%	$19,944,225,000	8.5%	$17,104,824
Other	141	0.1%	512	0.1%	$1,638,035,205	0.7%	$3,199,288
Total	120,282	100%	540,298	100%	$234,501,493,228	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	104,440	94.9%	339,606	95.1%	$60,801,489,582	39.7%	$179,035
Long Note	1,655	1.5%	7,297	2.0%	$17,651,068,519	11.5%	$2,418,949
Short Note	345	0.3%	586	0.2%	$823,234,951	0.5%	$1,404,838
Long Variable	179	0.2%	421	0.1%	$115,908,000	0.1%	$275,316
Short Variable	2,480	2.3%	7,864	2.2%	$54,710,429,000	35.8%	$6,957,074
CP	780	0.7%	1,005	0.3%	$17,762,235,000	11.6%	$17,673,866
Other	117	0.1%	355	0.1%	$1,158,366,879	0.8%	$3,263,005
Total	109,996	100%	357,134	100%	153,022,731,931	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	88,702	96.3%	173,931	95.0%	$30,917,955,971	37.9%	$177,760
Long Note	489	0.5%	640	0.3%	$1,393,178,000	1.7%	$2,176,841
Short Note	30	0.0%	39	0.0%	$190,040,000	0.2%	$4,872,821
Long Variable	181	0.2%	400	0.2%	$85,473,000	0.1%	$213,683
Short Variable	2,452	2.7%	7,836	4.3%	$46,230,456,000	56.7%	$5,899,752
CP	136	0.1%	161	0.1%	$2,181,990,000	2.7%	$13,552,733
Other	88	0.1%	157	0.1%	$479,668,326	0.6%	$3,055,212
Total	92,078	100%	183,164	100%	81,478,761,297	100%