CUSIPs, Trades and Par Value by Security Type
January 2012
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	110,643	95.0%	780,094	97.0%	$152,202,615,763	58.1%	$195,108
Long Note	1,275	1.1%	4,363	0.5%	$4,585,356,179	1.8%	$1,050,964
Short Note	275	0.2%	630	0.1%	$1,430,703,348	0.5%	$2,270,958
Long Variable	236	0.2%	1,543	0.2%	$519,663,000	0.2%	$336,787
Short Variable	3,166	2.7%	15,568	1.9%	$83,801,949,270	32.0%	$5,382,962
CP	749	0.6%	1,219	0.2%	$18,569,153,000	7.1%	$15,233,103
Other	131	0.1%	489	0.1%	$892,820,087	0.3%	$1,825,808
Total	116,475	100%	803,906	100%	$262,002,260,647	100%	$325,912
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	66,820	98.4%	265,173	98.9%	$48,725,718,713	94.3%	$183,751
Long Note	427	0.6%	949	0.4%	$554,569,175	1.1%	$584,372
Short Note	57	0.1%	127	0.0%	$31,192,000	0.1%	$245,606
Long Variable	135	0.2%	419	0.2%	$65,380,000	0.1%	$156,038
Short Variable	429	0.6%	1,408	0.5%	$1,938,555,000	3.8%	$1,376,815
CP	32	0.0%	46	0.0%	$348,425,000	0.7%	$7,574,457
Other	32	0.0%	114	0.0%	$12,024,000	0.0%	$105,474
Total	67,932	100%	268,236	100%	$51,675,863,888	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	110,135	95.0%	514,921	96.1%	$103,476,897,050	49.2%	$200,957
Long Note	1,272	1.1%	3,414	0.6%	$4,030,787,004	1.9%	$1,180,664
Short Note	271	0.2%	503	0.1%	$1,399,511,348	0.7%	$2,782,329
Long Variable	235	0.2%	1,124	0.2%	$454,283,000	0.2%	$404,166
Short Variable	3,158	2.7%	14,160	2.6%	$81,863,394,270	38.9%	$5,781,313
CP	749	0.6%	1,173	0.2%	$18,220,728,000	8.7%	$15,533,442
Other	131	0.1%	375	0.1%	$880,796,087	0.4%	$2,348,790
Total	115,951	100%	535,670	100%	$210,326,396,759	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	100,654	95.2%	346,571	96.7%	$60,573,687,379	50.2%	$174,780
Long Note	1,246	1.2%	2,795	0.8%	$2,749,655,704	2.3%	$983,777
Short Note	267	0.3%	473	0.1%	$1,275,560,348	1.1%	$2,696,745
Long Variable	215	0.2%	670	0.2%	$287,359,000	0.2%	$428,894
Short Variable	2,464	2.3%	6,855	1.9%	$39,240,573,000	32.5%	$5,724,372
CP	742	0.7%	963	0.3%	$15,769,339,000	13.1%	$16,375,222
Other	103	0.1%	218	0.1%	$728,451,580	0.6%	$3,341,521
Total	105,691	100%	358,545	100%	120,624,626,011	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	89,018	96.1%	168,350	95.0%	$42,903,209,671	47.8%	$254,845
Long Note	419	0.5%	619	0.3%	$1,281,131,300	1.4%	$2,069,679
Short Note	27	0.0%	30	0.0%	$123,951,000	0.1%	$4,131,700
Long Variable	205	0.2%	454	0.3%	$166,924,000	0.2%	$367,674
Short Variable	2,685	2.9%	7,305	4.1%	$42,622,821,270	47.5%	$5,834,746
CP	145	0.2%	210	0.1%	$2,451,389,000	2.7%	$11,673,281
Other	90	0.1%	157	0.1%	$152,344,507	0.2%	$970,347
Total	92,589	100%	177,125	100%	89,701,770,748	100%