CUSIPs, Trades and Par Value by Security Type
June 2011
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	122,017	94.7%	863,277	96.5%	$141,665,668,552	49.4%	$164,102
Long Note	1,801	1.4%	6,487	0.7%	$10,358,210,779	3.6%	$1,596,764
Short Note	353	0.3%	1,065	0.1%	$2,973,158,971	1.0%	$2,791,699
Long Variable	318	0.2%	2,451	0.3%	$2,291,453,000	0.8%	$934,905
Short Variable	3,306	2.6%	19,546	2.2%	$104,327,750,800	36.4%	$5,337,550
CP	939	0.7%	1,535	0.2%	$23,179,338,000	8.1%	$15,100,546
Other	172	0.1%	620	0.1%	$2,206,103,085	0.8%	$3,558,231
Total	128,906	100%	894,981	100%	$287,001,683,187	100%	$320,679
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	71,761	98.0%	278,105	98.7%	$39,822,182,733	86.5%	$143,191
Long Note	611	0.8%	1,377	0.5%	$1,040,930,810	2.3%	$755,941
Short Note	92	0.1%	172	0.1%	$270,443,417	0.6%	$1,572,345
Long Variable	169	0.2%	585	0.2%	$192,665,000	0.4%	$329,342
Short Variable	504	0.7%	1,395	0.5%	$3,958,138,000	8.6%	$2,837,375
CP	73	0.1%	83	0.0%	$695,013,000	1.5%	$8,373,651
Other	44	0.1%	111	0.0%	$76,835,000	0.2%	$692,207
Total	73,254	100%	281,828	100%	$46,056,207,960	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	121,587	94.7%	585,172	95.4%	$101,843,485,819	42.3%	$174,040
Long Note	1,791	1.4%	5,110	0.8%	$9,317,279,969	3.9%	$1,823,342
Short Note	350	0.3%	893	0.1%	$2,702,715,554	1.1%	$3,026,557
Long Variable	318	0.2%	1,866	0.3%	$2,098,788,000	0.9%	$1,124,752
Short Variable	3,291	2.6%	18,151	3.0%	$100,369,612,800	41.7%	$5,529,702
CP	939	0.7%	1,452	0.2%	$22,484,325,000	9.3%	$15,485,072
Other	170	0.1%	509	0.1%	$2,129,268,085	0.9%	$4,183,238
Total	128,446	100%	613,153	100%	$240,945,475,227	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	112,180	94.7%	411,337	96.1%	$63,772,664,959	42.9%	$155,038
Long Note	1,741	1.5%	4,346	1.0%	$8,306,836,792	5.6%	$1,911,375
Short Note	342	0.3%	777	0.2%	$2,214,615,554	1.5%	$2,850,213
Long Variable	293	0.2%	1,127	0.3%	$1,623,725,000	1.1%	$1,440,750
Short Variable	2,812	2.4%	9,118	2.1%	$52,859,683,900	35.5%	$5,797,289
CP	922	0.8%	1,210	0.3%	$18,969,441,000	12.8%	$15,677,224
Other	127	0.1%	278	0.1%	$1,029,238,085	0.7%	$3,702,295
Total	118,417	100%	428,193	100%	148,776,205,290	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	95,578	96.1%	173,835	94.0%	$38,070,820,860	41.3%	$219,005
Long Note	554	0.6%	764	0.4%	$1,010,443,177	1.1%	$1,322,570
Short Note	29	0.0%	116	0.1%	$488,100,000	0.5%	$4,207,759
Long Variable	271	0.3%	739	0.4%	$475,063,000	0.5%	$642,846
Short Variable	2,702	2.7%	9,033	4.9%	$47,509,928,900	51.5%	$5,259,596
CP	196	0.2%	242	0.1%	$3,514,884,000	3.8%	$14,524,314
Other	128	0.1%	231	0.1%	$1,100,030,000	1.2%	$4,762,035
Total	99,458	100%	184,960	100%	92,169,269,937	100%