CUSIPs, Trades and Par Value by Security Type
November 2010
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	118,269	94.1%	867,322	94.2%	$155,370,539,300	46.4%	$179,138
Long Note	1,761	1.4%	6,274	0.7%	$4,226,814,356	1.3%	$673,703
Short Note	353	0.3%	18,892	2.1%	$21,672,477,228	6.5%	$1,147,177
Long Variable	345	0.3%	3,127	0.3%	$5,034,707,000	1.5%	$1,610,076
Short Variable	3,905	3.1%	22,487	2.4%	$119,915,340,200	35.8%	$5,332,652
CP	909	0.7%	1,810	0.2%	$26,460,925,000	7.9%	$14,619,296
Other	170	0.1%	592	0.1%	$2,110,374,640	0.6%	$3,564,822
Total	125,712	100%	920,504	100%	$334,791,177,724	100%	$363,704
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	67,467	97.6%	263,182	97.1%	$39,074,967,593	70.5%	$148,471
Long Note	628	0.9%	1,436	0.5%	$730,590,051	1.3%	$508,767
Short Note	112	0.2%	3,975	1.5%	$10,346,130,000	18.7%	$2,602,800
Long Variable	175	0.3%	663	0.2%	$136,399,000	0.2%	$205,730
Short Variable	592	0.9%	1,526	0.6%	$4,070,870,000	7.3%	$2,667,674
CP	103	0.1%	150	0.1%	$1,067,780,000	1.9%	$7,118,533
Other	44	0.1%	83	0.0%	$18,880,870	0.0%	$227,480
Total	69,121	100%	271,015	100%	$55,445,617,514	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	117,979	94.1%	604,140	93.0%	$116,295,571,707	41.6%	$192,498
Long Note	1,749	1.4%	4,838	0.7%	$3,496,224,305	1.3%	$722,659
Short Note	351	0.3%	14,917	2.3%	$11,326,347,228	4.1%	$759,291
Long Variable	343	0.3%	2,464	0.4%	$4,898,308,000	1.8%	$1,987,950
Short Variable	3,896	3.1%	20,961	3.2%	$115,844,470,200	41.5%	$5,526,667
CP	909	0.7%	1,660	0.3%	$25,393,145,000	9.1%	$15,297,075
Other	169	0.1%	509	0.1%	$2,091,493,770	0.7%	$4,109,025
Total	125,396	100%	649,489	100%	$279,345,560,210	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	108,317	94.3%	443,729	93.3%	$77,680,306,769	43.1%	$175,062
Long Note	1,705	1.5%	3,890	0.8%	$2,720,059,305	1.5%	$699,244
Short Note	349	0.3%	14,825	3.1%	$9,926,079,228	5.5%	$669,550
Long Variable	323	0.3%	1,602	0.3%	$4,284,962,000	2.4%	$2,674,758
Short Variable	3,155	2.7%	10,120	2.1%	$64,375,878,800	35.7%	$6,361,253
CP	894	0.8%	1,295	0.3%	$19,891,125,000	11.0%	$15,359,942
Other	139	0.1%	280	0.1%	$1,303,726,727	0.7%	$4,656,167
Total	114,882	100%	475,741	100%	180,182,137,829	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	89,505	95.1%	160,411	92.3%	$38,615,264,938	38.9%	$240,727
Long Note	616	0.7%	948	0.5%	$776,165,000	0.8%	$818,739
Short Note	35	0.0%	92	0.1%	$1,400,268,000	1.4%	$15,220,304
Long Variable	292	0.3%	862	0.5%	$613,346,000	0.6%	$711,538
Short Variable	3,284	3.5%	10,841	6.2%	$51,468,591,400	51.9%	$4,747,587
CP	252	0.3%	365	0.2%	$5,502,020,000	5.5%	$15,074,027
Other	120	0.1%	229	0.1%	$787,767,043	0.8%	$3,440,031
Total	94,104	100%	173,748	100%	99,163,422,381	100%