CUSIPs, Trades and Par Value by Security Type
June 2012
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	117,392	94.5%	870,348	96.8%	$149,641,789,771	50.3%	$171,933
Long Note	1,986	1.6%	6,607	0.7%	$11,723,625,828	3.9%	$1,774,425
Short Note	435	0.4%	1,131	0.1%	$4,714,176,112	1.6%	$4,168,149
Long Variable	210	0.2%	1,199	0.1%	$624,148,000	0.2%	$520,557
Short Variable	3,318	2.7%	18,223	2.0%	$110,300,469,100	37.1%	$6,052,816
CP	765	0.6%	1,188	0.1%	$19,198,250,000	6.5%	$16,160,143
Other	112	0.1%	468	0.1%	$1,080,959,129	0.4%	$2,309,742
Total	124,218	100%	899,164	100%	$297,283,417,940	100%	$330,622
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	72,931	97.9%	322,683	98.8%	$49,165,823,114	86.8%	$152,366
Long Note	738	1.0%	1,538	0.5%	$1,260,277,521	2.2%	$819,426
Short Note	123	0.2%	206	0.1%	$213,470,000	0.4%	$1,036,262
Long Variable	113	0.2%	346	0.1%	$147,473,000	0.3%	$426,223
Short Variable	529	0.7%	1,683	0.5%	$5,366,540,000	9.5%	$3,188,675
CP	49	0.1%	82	0.0%	$436,578,000	0.8%	$5,324,122
Other	35	0.0%	105	0.0%	$28,595,000	0.1%	$272,333
Total	74,518	100%	326,643	100%	$56,618,756,635	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	116,635	94.5%	547,665	95.7%	$100,475,966,657	41.7%	$183,462
Long Note	1,976	1.6%	5,069	0.9%	$10,463,348,307	4.3%	$2,064,184
Short Note	429	0.3%	925	0.2%	$4,500,706,112	1.9%	$4,865,628
Long Variable	209	0.2%	853	0.1%	$476,675,000	0.2%	$558,822
Short Variable	3,308	2.7%	16,540	2.9%	$104,933,929,100	43.6%	$6,344,252
CP	765	0.6%	1,106	0.2%	$18,761,672,000	7.8%	$16,963,537
Other	109	0.1%	363	0.1%	$1,052,364,129	0.4%	$2,899,075
Total	123,431	100%	572,521	100%	$240,664,661,305	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	107,054	94.5%	386,453	96.2%	$70,494,407,865	44.4%	$182,414
Long Note	1,920	1.7%	4,312	1.1%	$8,790,039,890	5.5%	$2,038,506
Short Note	422	0.4%	876	0.2%	$4,183,738,112	2.6%	$4,775,957
Long Variable	194	0.2%	453	0.1%	$305,165,000	0.2%	$673,653
Short Variable	2,860	2.5%	8,645	2.2%	$57,526,873,050	36.2%	$6,654,352
CP	757	0.7%	946	0.2%	$16,756,825,000	10.6%	$17,713,346
Other	97	0.1%	230	0.1%	$699,680,129	0.4%	$3,042,088
Total	113,304	100%	401,915	100%	158,756,729,046	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	85,331	96.0%	161,212	94.5%	$29,981,558,792	36.6%	$185,976
Long Note	541	0.6%	757	0.4%	$1,673,308,417	2.0%	$2,210,447
Short Note	42	0.0%	49	0.0%	$316,968,000	0.4%	$6,468,735
Long Variable	185	0.2%	400	0.2%	$171,510,000	0.2%	$428,775
Short Variable	2,626	3.0%	7,895	4.6%	$47,407,056,050	57.9%	$6,004,694
CP	137	0.2%	160	0.1%	$2,004,847,000	2.4%	$12,530,294
Other	61	0.1%	133	0.1%	$352,684,000	0.4%	$2,651,759
Total	88,923	100%	170,606	100%	81,907,932,259	100%