CUSIPs, Trades and Par Value by Security Type
March 2011
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	130,993	95.0%	959,215	96.4%	$141,347,674,855	49.6%	$147,358
Long Note	1,526	1.1%	5,686	0.6%	$5,088,924,812	1.8%	$894,992
Short Note	274	0.2%	1,356	0.1%	$3,005,605,730	1.1%	$2,216,523
Long Variable	372	0.3%	3,744	0.4%	$3,343,010,000	1.2%	$892,898
Short Variable	3,696	2.7%	23,126	2.3%	$108,558,337,800	38.1%	$4,694,212
CP	937	0.7%	1,550	0.2%	$22,776,112,000	8.0%	$14,694,266
Other	153	0.1%	644	0.1%	$603,399,799	0.2%	$936,956
Total	137,951	100%	995,321	100%	$284,723,064,996	100%	$286,062
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	79,713	98.1%	311,143	98.6%	$38,754,601,243	89.1%	$124,556
Long Note	550	0.7%	1,350	0.4%	$947,040,595	2.2%	$701,512
Short Note	75	0.1%	308	0.1%	$350,225,240	0.8%	$1,137,095
Long Variable	189	0.2%	875	0.3%	$287,731,000	0.7%	$328,835
Short Variable	581	0.7%	1,701	0.5%	$2,689,826,000	6.2%	$1,581,320
CP	67	0.1%	99	0.0%	$405,250,000	0.9%	$4,093,434
Other	64	0.1%	170	0.1%	$74,960,000	0.2%	$440,941
Total	81,239	100%	315,646	100%	$43,509,634,078	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	130,697	95.0%	648,072	95.4%	$102,593,073,612	42.5%	$158,305
Long Note	1,520	1.1%	4,336	0.6%	$4,141,884,217	1.7%	$955,232
Short Note	273	0.2%	1,048	0.2%	$2,655,380,490	1.1%	$2,533,760
Long Variable	371	0.3%	2,869	0.4%	$3,055,279,000	1.3%	$1,064,928
Short Variable	3,684	2.7%	21,425	3.2%	$105,868,511,800	43.9%	$4,941,354
CP	937	0.7%	1,451	0.2%	$22,370,862,000	9.3%	$15,417,548
Other	152	0.1%	474	0.1%	$528,439,799	0.2%	$1,114,852
Total	137,634	100%	679,675	100%	$241,213,430,918	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	121,319	95.2%	452,656	96.3%	$59,433,916,780	41.8%	$131,300
Long Note	1,497	1.2%	3,441	0.7%	$3,394,871,240	2.4%	$986,594
Short Note	271	0.2%	794	0.2%	$2,442,165,490	1.7%	$3,075,775
Long Variable	346	0.3%	1,849	0.4%	$2,317,134,000	1.6%	$1,253,182
Short Variable	2,978	2.3%	9,732	2.1%	$55,639,198,900	39.2%	$5,717,139
CP	925	0.7%	1,186	0.3%	$18,464,253,000	13.0%	$15,568,510
Other	125	0.1%	264	0.1%	$347,313,731	0.2%	$1,315,582
Total	127,461	100%	469,922	100%	142,038,853,141	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	106,422	96.0%	195,416	93.2%	$43,159,156,832	43.5%	$220,858
Long Note	621	0.6%	895	0.4%	$747,012,977	0.8%	$834,651
Short Note	38	0.0%	254	0.1%	$213,215,000	0.2%	$839,429
Long Variable	302	0.3%	1,020	0.5%	$738,145,000	0.7%	$723,672
Short Variable	3,098	2.8%	11,693	5.6%	$50,229,312,900	50.6%	$4,295,674
CP	194	0.2%	265	0.1%	$3,906,609,000	3.9%	$14,741,921
Other	124	0.1%	210	0.1%	$181,126,068	0.2%	$862,505
Total	110,799	100%	209,753	100%	99,174,577,777	100%