CUSIPs, Trades and Par Value by Security Type
May 2011
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	121,941	95.1%	834,796	96.5%	$134,641,378,443	51.8%	$161,287
Long Note	1,464	1.1%	4,742	0.5%	$3,501,159,676	1.3%	$738,330
Short Note	244	0.2%	897	0.1%	$826,712,573	0.3%	$921,642
Long Variable	351	0.3%	3,399	0.4%	$2,035,712,000	0.8%	$598,915
Short Variable	3,385	2.6%	19,103	2.2%	$98,377,386,000	37.8%	$5,149,840
CP	748	0.6%	1,321	0.2%	$19,026,467,000	7.3%	$14,403,079
Other	145	0.1%	800	0.1%	$1,642,105,313	0.6%	$2,052,632
Total	128,278	100%	865,058	100%	$260,050,921,005	100%	$300,617
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	71,954	98.2%	274,277	98.7%	$38,809,044,326	90.1%	$141,496
Long Note	510	0.7%	1,123	0.4%	$599,165,151	1.4%	$533,540
Short Note	69	0.1%	183	0.1%	$134,375,000	0.3%	$734,290
Long Variable	182	0.2%	729	0.3%	$219,389,000	0.5%	$300,945
Short Variable	485	0.7%	1,354	0.5%	$2,815,552,000	6.5%	$2,079,433
CP	61	0.1%	88	0.0%	$443,569,000	1.0%	$5,040,557
Other	44	0.1%	102	0.0%	$40,975,000	0.1%	$401,716
Total	73,305	100%	277,856	100%	$43,062,069,477	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	121,435	95.1%	560,519	95.5%	$95,832,334,117	44.2%	$170,971
Long Note	1,458	1.1%	3,619	0.6%	$2,901,994,525	1.3%	$801,877
Short Note	242	0.2%	714	0.1%	$692,337,573	0.3%	$969,660
Long Variable	351	0.3%	2,670	0.5%	$1,816,323,000	0.8%	$680,271
Short Variable	3,380	2.6%	17,749	3.0%	$95,561,834,000	44.0%	$5,384,069
CP	748	0.6%	1,233	0.2%	$18,582,898,000	8.6%	$15,071,288
Other	144	0.1%	698	0.1%	$1,601,130,313	0.7%	$2,293,883
Total	127,758	100%	587,202	100%	$216,988,851,528	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	111,437	95.0%	384,008	95.9%	$55,689,582,825	43.1%	$145,022
Long Note	1,420	1.2%	2,930	0.7%	$2,369,804,835	1.8%	$808,807
Short Note	239	0.2%	564	0.1%	$540,782,573	0.4%	$958,834
Long Variable	330	0.3%	1,848	0.5%	$1,391,690,000	1.1%	$753,079
Short Variable	3,046	2.6%	9,519	2.4%	$53,152,665,000	41.2%	$5,583,850
CP	736	0.6%	980	0.2%	$14,954,014,000	11.6%	$15,259,198
Other	123	0.1%	531	0.1%	$1,058,341,870	0.8%	$1,993,111
Total	117,331	100%	400,380	100%	129,156,881,103	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	96,188	96.3%	176,511	94.5%	$40,142,751,292	45.7%	$227,424
Long Note	518	0.5%	689	0.4%	$532,189,690	0.6%	$772,409
Short Note	20	0.0%	150	0.1%	$151,555,000	0.2%	$1,010,367
Long Variable	291	0.3%	822	0.4%	$424,633,000	0.5%	$516,585
Short Variable	2,522	2.5%	8,230	4.4%	$42,409,169,000	48.3%	$5,152,997
CP	195	0.2%	253	0.1%	$3,628,884,000	4.1%	$14,343,415
Other	106	0.1%	167	0.1%	$542,788,443	0.6%	$3,250,230
Total	99,840	100%	186,822	100%	87,831,970,425	100%