CUSIPs, Trades and Par Value by Security Type
February 2011
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	123,296	95.2%	886,048	96.8%	$146,250,089,372	54.4%	$165,059
Long Note	1,255	1.0%	4,645	0.5%	$2,750,369,707	1.0%	$592,114
Short Note	175	0.1%	1,156	0.1%	$1,139,419,234	0.4%	$985,657
Long Variable	345	0.3%	3,505	0.4%	$2,556,025,000	1.0%	$729,251
Short Variable	3,433	2.7%	18,392	2.0%	$94,148,346,290	35.1%	$5,118,984
CP	884	0.7%	1,510	0.2%	$20,909,806,000	7.8%	$13,847,554
Other	139	0.1%	533	0.1%	$849,531,789	0.3%	$1,593,868
Total	129,527	100%	915,789	100%	$268,603,587,392	100%	$293,303
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	75,372	98.2%	291,070	98.7%	$38,156,660,775	90.3%	$131,091
Long Note	471	0.6%	1,176	0.4%	$394,696,698	0.9%	$335,626
Short Note	59	0.1%	278	0.1%	$275,786,169	0.7%	$992,037
Long Variable	185	0.2%	849	0.3%	$235,215,000	0.6%	$277,049
Short Variable	524	0.7%	1,348	0.5%	$2,665,244,000	6.3%	$1,977,184
CP	75	0.1%	108	0.0%	$445,679,000	1.1%	$4,126,657
Other	50	0.1%	118	0.0%	$88,805,000	0.2%	$752,585
Total	76,736	100%	294,947	100%	$42,262,086,642	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	122,916	95.2%	594,978	95.8%	$108,093,428,597	47.8%	$181,676
Long Note	1,249	1.0%	3,469	0.6%	$2,355,673,009	1.0%	$679,064
Short Note	172	0.1%	878	0.1%	$863,633,065	0.4%	$983,637
Long Variable	345	0.3%	2,656	0.4%	$2,320,810,000	1.0%	$873,799
Short Variable	3,424	2.7%	17,044	2.7%	$91,483,102,290	40.4%	$5,367,467
CP	884	0.7%	1,402	0.2%	$20,464,127,000	9.0%	$14,596,382
Other	136	0.1%	415	0.1%	$760,726,789	0.3%	$1,833,077
Total	129,126	100%	620,842	100%	$226,341,500,750	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	112,658	95.3%	414,895	96.5%	$61,967,160,050	46.7%	$149,356
Long Note	1,204	1.0%	2,655	0.6%	$1,869,344,009	1.4%	$704,084
Short Note	168	0.1%	718	0.2%	$755,193,065	0.6%	$1,051,801
Long Variable	325	0.3%	1,695	0.4%	$1,619,350,000	1.2%	$955,369
Short Variable	2,906	2.5%	8,530	2.0%	$48,968,777,850	36.9%	$5,740,771
CP	861	0.7%	1,138	0.3%	$16,958,368,000	12.8%	$14,901,905
Other	118	0.1%	268	0.1%	$551,086,789	0.4%	$2,056,294
Total	118,240	100%	429,899	100%	132,689,279,763	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	99,650	96.3%	180,083	94.3%	$46,126,268,547	49.3%	$256,139
Long Note	560	0.5%	814	0.4%	$486,329,000	0.5%	$597,456
Short Note	23	0.0%	160	0.1%	$108,440,000	0.1%	$677,750
Long Variable	273	0.3%	961	0.5%	$701,460,000	0.7%	$729,927
Short Variable	2,741	2.6%	8,514	4.5%	$42,514,324,440	45.4%	$4,993,461
CP	193	0.2%	264	0.1%	$3,505,759,000	3.7%	$13,279,390
Other	83	0.1%	147	0.1%	$209,640,000	0.2%	$1,426,122
Total	103,523	100%	190,943	100%	93,652,220,987	100%