CUSIPs, Trades and Par Value by Security Type
March 2012
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	118,437	94.5%	820,960	96.7%	$145,417,749,983	54.3%	$177,131
Long Note	1,836	1.5%	5,961	0.7%	$4,186,769,692	1.6%	$702,360
Short Note	451	0.4%	956	0.1%	$1,166,650,362	0.4%	$1,220,346
Long Variable	268	0.2%	1,710	0.2%	$802,982,400	0.3%	$469,580
Short Variable	3,391	2.7%	17,881	2.1%	$95,742,757,840	35.7%	$5,354,441
CP	745	0.6%	1,188	0.1%	$19,411,774,000	7.2%	$16,339,877
Other	164	0.1%	553	0.1%	$1,280,376,569	0.5%	$2,315,328
Total	125,292	100%	849,209	100%	$268,009,060,846	100%	$315,598
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	70,668	98.2%	275,392	98.8%	$42,842,129,474	93.6%	$155,568
Long Note	588	0.8%	1,254	0.5%	$706,927,908	1.5%	$563,738
Short Note	84	0.1%	152	0.1%	$95,988,230	0.2%	$631,502
Long Variable	141	0.2%	449	0.2%	$121,200,000	0.3%	$269,933
Short Variable	413	0.6%	1,220	0.4%	$1,675,334,000	3.7%	$1,373,225
CP	33	0.0%	57	0.0%	$311,695,000	0.7%	$5,468,333
Other	44	0.1%	129	0.0%	$28,307,202	0.1%	$219,436
Total	71,971	100%	278,653	100%	$45,781,581,814	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	117,921	94.5%	545,568	95.6%	$102,575,620,509	46.2%	$188,016
Long Note	1,823	1.5%	4,707	0.8%	$3,479,841,784	1.6%	$739,291
Short Note	450	0.4%	804	0.1%	$1,070,662,132	0.5%	$1,331,669
Long Variable	268	0.2%	1,261	0.2%	$681,782,400	0.3%	$540,668
Short Variable	3,383	2.7%	16,661	2.9%	$94,067,423,840	42.3%	$5,645,965
CP	745	0.6%	1,131	0.2%	$19,100,079,000	8.6%	$16,887,780
Other	163	0.1%	424	0.1%	$1,252,069,367	0.6%	$2,952,994
Total	124,753	100%	570,556	100%	$222,227,479,032	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	108,890	94.8%	373,334	96.3%	$67,231,495,893	48.7%	$180,084
Long Note	1,767	1.5%	3,930	1.0%	$2,786,726,284	2.0%	$709,091
Short Note	446	0.4%	768	0.2%	$927,547,132	0.7%	$1,207,744
Long Variable	248	0.2%	687	0.2%	$474,872,400	0.3%	$691,226
Short Variable	2,619	2.3%	7,874	2.0%	$49,133,352,720	35.6%	$6,239,948
CP	735	0.6%	950	0.2%	$16,576,093,000	12.0%	$17,448,519
Other	144	0.1%	282	0.1%	$925,146,332	0.7%	$3,280,661
Total	114,849	100%	387,825	100%	138,055,233,761	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	91,013	95.9%	172,234	94.3%	$35,344,124,616	42.0%	$205,210
Long Note	506	0.5%	777	0.4%	$693,115,500	0.8%	$892,041
Short Note	30	0.0%	36	0.0%	$143,115,000	0.2%	$3,975,417
Long Variable	244	0.3%	574	0.3%	$206,910,000	0.2%	$360,470
Short Variable	2,922	3.1%	8,787	4.8%	$44,934,071,120	53.4%	$5,113,699
CP	137	0.1%	181	0.1%	$2,523,986,000	3.0%	$13,944,674
Other	86	0.1%	142	0.1%	$326,923,035	0.4%	$2,302,275
Total	94,938	100%	182,731	100%	84,172,245,271	100%