CUSIPs, Trades and Par Value by Security Type
July 2012
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	110,498	95.1%	798,035	97.1%	$147,452,543,890	54.2%	$184,770
Long Note	1,453	1.3%	4,545	0.6%	$4,316,872,837	1.6%	$949,807
Short Note	308	0.3%	811	0.1%	$1,684,174,755	0.6%	$2,076,664
Long Variable	182	0.2%	985	0.1%	$479,257,000	0.2%	$486,555
Short Variable	2,946	2.5%	15,744	1.9%	$99,430,274,000	36.6%	$6,315,439
CP	660	0.6%	1,056	0.1%	$17,528,120,000	6.4%	$16,598,598
Other	112	0.1%	474	0.1%	$1,063,661,863	0.4%	$2,244,012
Total	116,159	100%	821,650	100%	$271,954,904,345	100%	$330,986
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	70,160	98.4%	304,562	99.1%	$57,716,987,324	94.6%	$189,508
Long Note	489	0.7%	986	0.3%	$508,301,695	0.8%	$515,519
Short Note	71	0.1%	97	0.0%	$108,947,000	0.2%	$1,123,165
Long Variable	98	0.1%	282	0.1%	$145,508,000	0.2%	$515,986
Short Variable	444	0.6%	1,306	0.4%	$2,203,904,000	3.6%	$1,687,522
CP	41	0.1%	76	0.0%	$271,203,000	0.4%	$3,568,461
Other	32	0.0%	130	0.0%	$28,895,000	0.0%	$222,269
Total	71,335	100%	307,439	100%	$60,983,746,019	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	109,746	95.1%	493,473	96.0%	$89,735,556,566	42.5%	$181,845
Long Note	1,440	1.2%	3,559	0.7%	$3,808,571,142	1.8%	$1,070,124
Short Note	308	0.3%	714	0.1%	$1,575,227,755	0.7%	$2,206,201
Long Variable	182	0.2%	703	0.1%	$333,749,000	0.2%	$474,750
Short Variable	2,930	2.5%	14,438	2.8%	$97,226,370,000	46.1%	$6,734,061
CP	660	0.6%	980	0.2%	$17,256,917,000	8.2%	$17,609,099
Other	111	0.1%	344	0.1%	$1,034,766,863	0.5%	$3,008,043
Total	115,377	100%	514,211	100%	$210,971,158,326	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	99,076	95.1%	329,915	96.3%	$57,764,217,018	44.2%	$175,088
Long Note	1,412	1.4%	3,072	0.9%	$3,503,974,985	2.7%	$1,140,617
Short Note	307	0.3%	679	0.2%	$1,486,927,755	1.1%	$2,189,879
Long Variable	165	0.2%	399	0.1%	$191,335,000	0.1%	$479,536
Short Variable	2,513	2.4%	7,383	2.2%	$51,464,701,500	39.4%	$6,970,703
CP	651	0.6%	831	0.2%	$15,416,343,000	11.8%	$18,551,556
Other	94	0.1%	210	0.1%	$756,365,002	0.6%	$3,601,738
Total	104,218	100%	342,489	100%	130,583,864,260	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	83,967	96.5%	163,558	95.2%	$31,971,339,548	39.8%	$195,474
Long Note	392	0.5%	487	0.3%	$304,596,157	0.4%	$625,454
Short Note	27	0.0%	35	0.0%	$88,300,000	0.1%	$2,522,857
Long Variable	158	0.2%	304	0.2%	$142,414,000	0.2%	$468,467
Short Variable	2,296	2.6%	7,055	4.1%	$45,761,668,500	56.9%	$6,486,417
CP	119	0.1%	149	0.1%	$1,840,574,000	2.3%	$12,352,846
Other	72	0.1%	134	0.1%	$278,401,861	0.3%	$2,077,626
Total	87,031	100%	171,722	100%	80,387,294,066	100%