CUSIPs, Trades and Par Value by Security Type
December 2010
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	126,856	94.1%	987,706	95.9%	$162,424,978,246	48.0%	$164,447
Long Note	1,742	1.3%	6,984	0.7%	$7,657,416,314	2.3%	$1,096,423
Short Note	282	0.2%	2,461	0.2%	$5,811,801,836	1.7%	$2,361,561
Long Variable	356	0.3%	3,704	0.4%	$4,127,566,000	1.2%	$1,114,354
Short Variable	4,301	3.2%	26,568	2.6%	$130,160,391,800	38.5%	$4,899,142
CP	1,057	0.8%	1,982	0.2%	$26,621,768,000	7.9%	$13,431,770
Other	201	0.1%	710	0.1%	$1,402,360,271	0.4%	$1,975,155
Total	134,795	100%	1,030,115	100%	$338,206,282,467	100%	$328,319
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	74,064	97.6%	295,549	98.2%	$39,619,836,173	84.7%	$134,055
Long Note	647	0.9%	1,686	0.6%	$859,371,812	1.8%	$509,710
Short Note	77	0.1%	684	0.2%	$1,047,109,150	2.2%	$1,530,861
Long Variable	194	0.3%	796	0.3%	$312,000,000	0.7%	$391,960
Short Variable	707	0.9%	2,035	0.7%	$3,762,946,000	8.0%	$1,849,114
CP	121	0.2%	157	0.1%	$969,820,000	2.1%	$6,177,197
Other	52	0.1%	143	0.0%	$199,705,000	0.4%	$1,396,538
Total	75,862	100%	301,050	100%	$46,770,788,135	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	126,609	94.1%	692,157	94.9%	$122,805,142,073	42.1%	$177,424
Long Note	1,741	1.3%	5,298	0.7%	$6,798,044,502	2.3%	$1,283,134
Short Note	280	0.2%	1,777	0.2%	$4,764,692,686	1.6%	$2,681,313
Long Variable	356	0.3%	2,908	0.4%	$3,815,566,000	1.3%	$1,312,093
Short Variable	4,299	3.2%	24,533	3.4%	$126,397,445,800	43.4%	$5,152,140
CP	1,057	0.8%	1,825	0.3%	$25,651,948,000	8.8%	$14,055,862
Other	199	0.1%	567	0.1%	$1,202,655,271	0.4%	$2,121,085
Total	134,541	100%	729,065	100%	$291,435,494,332	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	115,469	94.2%	497,952	95.9%	$77,602,422,616	43.3%	$155,843
Long Note	1,691	1.4%	4,206	0.8%	$4,347,197,385	2.4%	$1,033,570
Short Note	272	0.2%	1,579	0.3%	$3,218,533,686	1.8%	$2,038,337
Long Variable	346	0.3%	1,965	0.4%	$3,167,845,000	1.8%	$1,612,135
Short Variable	3,583	2.9%	11,671	2.2%	$68,372,307,900	38.2%	$5,858,308
CP	1,051	0.9%	1,491	0.3%	$21,657,733,000	12.1%	$14,525,643
Other	143	0.1%	289	0.1%	$725,915,001	0.4%	$2,511,817
Total	122,555	100%	519,153	100%	179,091,954,588	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	103,053	95.3%	194,205	92.5%	$45,202,719,457	40.2%	$232,758
Long Note	738	0.7%	1,092	0.5%	$2,450,847,117	2.2%	$2,244,365
Short Note	49	0.0%	198	0.1%	$1,546,159,000	1.4%	$7,808,884
Long Variable	295	0.3%	943	0.4%	$647,721,000	0.6%	$686,873
Short Variable	3,669	3.4%	12,862	6.1%	$58,025,137,900	51.6%	$4,511,362
CP	225	0.2%	334	0.2%	$3,994,215,000	3.6%	$11,958,728
Other	159	0.1%	278	0.1%	$476,740,270	0.4%	$1,714,893
Total	108,188	100%	209,912	100%	112,343,539,744	100%