CUSIPs, Trades and Par Value by Security Type
February 2012
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	112,554	94.8%	742,164	96.8%	$129,321,475,054	49.4%	$174,249
Long Note	1,433	1.2%	4,420	0.6%	$3,639,240,677	1.4%	$823,358
Short Note	340	0.3%	648	0.1%	$970,367,450	0.4%	$1,497,481
Long Variable	267	0.2%	1,742	0.2%	$634,990,200	0.2%	$364,518
Short Variable	3,226	2.7%	16,238	2.1%	$103,898,812,295	39.7%	$6,398,498
CP	810	0.7%	1,242	0.2%	$21,696,306,000	8.3%	$17,468,845
Other	151	0.1%	491	0.1%	$1,458,360,148	0.6%	$2,970,184
Total	118,781	100%	766,945	100%	$261,619,551,824	100%	$341,119
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	67,027	98.4%	249,654	98.9%	$39,111,260,875	94.6%	$156,662
Long Note	438	0.6%	837	0.3%	$509,158,444	1.2%	$608,314
Short Note	63	0.1%	89	0.0%	$51,723,000	0.1%	$581,157
Long Variable	135	0.2%	431	0.2%	$126,774,000	0.3%	$294,139
Short Variable	392	0.6%	1,203	0.5%	$1,204,657,000	2.9%	$1,001,377
CP	30	0.0%	50	0.0%	$294,545,000	0.7%	$5,890,900
Other	50	0.1%	125	0.0%	$57,419,000	0.1%	$459,352
Total	68,135	100%	252,389	100%	$41,355,537,319	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	111,900	94.7%	492,510	95.7%	$90,210,214,179	41.0%	$183,164
Long Note	1,420	1.2%	3,583	0.7%	$3,130,082,233	1.4%	$873,593
Short Note	337	0.3%	559	0.1%	$918,644,450	0.4%	$1,643,371
Long Variable	265	0.2%	1,311	0.3%	$508,216,200	0.2%	$387,655
Short Variable	3,221	2.7%	15,035	2.9%	$102,694,155,295	46.6%	$6,830,340
CP	810	0.7%	1,192	0.2%	$21,401,761,000	9.7%	$17,954,497
Other	151	0.1%	366	0.1%	$1,400,941,148	0.6%	$3,827,708
Total	118,104	100%	514,556	100%	$220,264,014,505	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	102,107	94.8%	325,665	96.1%	$57,416,276,171	41.7%	$176,305
Long Note	1,397	1.3%	3,002	0.9%	$2,813,017,233	2.0%	$937,048
Short Note	333	0.3%	524	0.2%	$767,809,450	0.6%	$1,465,285
Long Variable	246	0.2%	755	0.2%	$275,491,000	0.2%	$364,889
Short Variable	2,657	2.5%	7,701	2.3%	$56,498,313,000	41.0%	$7,336,490
CP	797	0.7%	1,019	0.3%	$19,037,417,000	13.8%	$18,682,450
Other	118	0.1%	219	0.1%	$1,011,418,681	0.7%	$4,618,350
Total	107,655	100%	338,885	100%	137,819,742,535	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	88,249	96.2%	166,845	95.0%	$32,793,938,008	39.8%	$196,553
Long Note	367	0.4%	581	0.3%	$317,065,000	0.4%	$545,723
Short Note	31	0.0%	35	0.0%	$150,835,000	0.2%	$4,309,571
Long Variable	233	0.3%	556	0.3%	$232,725,200	0.3%	$418,571
Short Variable	2,618	2.9%	7,334	4.2%	$46,195,842,295	56.0%	$6,298,860
CP	135	0.1%	173	0.1%	$2,364,344,000	2.9%	$13,666,728
Other	93	0.1%	147	0.1%	$389,522,467	0.5%	$2,649,813
Total	91,726	100%	175,671	100%	82,444,271,970	100%