CUSIPs, Trades and Par Value by Security Type
November 2011
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	106,987	94.2%	789,502	96.6%	$142,102,917,038	52.9%	$179,991
Long Note	1,645	1.4%	5,391	0.7%	$4,191,486,616	1.6%	$777,497
Short Note	414	0.4%	987	0.1%	$5,758,013,571	2.1%	$5,833,854
Long Variable	278	0.2%	2,388	0.3%	$2,837,877,000	1.1%	$1,188,391
Short Variable	3,291	2.9%	16,634	2.0%	$92,710,924,000	34.5%	$5,573,580
CP	794	0.7%	1,134	0.1%	$20,108,662,000	7.5%	$17,732,506
Other	136	0.1%	1,013	0.1%	$929,419,024	0.3%	$917,492
Total	113,545	100%	817,049	100%	$268,639,299,249	100%	$328,792
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	61,987	98.0%	249,049	98.7%	$41,927,901,212	93.3%	$168,352
Long Note	578	0.9%	1,328	0.5%	$805,143,069	1.8%	$606,282
Short Note	95	0.2%	172	0.1%	$70,607,259	0.2%	$410,507
Long Variable	123	0.2%	375	0.1%	$79,812,000	0.2%	$212,832
Short Variable	387	0.6%	1,143	0.5%	$1,711,369,000	3.8%	$1,497,261
CP	29	0.0%	39	0.0%	$277,826,000	0.6%	$7,123,744
Other	32	0.1%	285	0.1%	$86,217,000	0.2%	$302,516
Total	63,231	100%	252,391	100%	$44,958,875,540	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	106,557	94.2%	540,453	95.7%	$100,175,015,826	44.8%	$185,354
Long Note	1,634	1.4%	4,063	0.7%	$3,386,343,547	1.5%	$833,459
Short Note	413	0.4%	815	0.1%	$5,687,406,312	2.5%	$6,978,413
Long Variable	278	0.2%	2,013	0.4%	$2,758,065,000	1.2%	$1,370,127
Short Variable	3,283	2.9%	15,491	2.7%	$90,999,555,000	40.7%	$5,874,350
CP	794	0.7%	1,095	0.2%	$19,830,836,000	8.9%	$18,110,353
Other	136	0.1%	728	0.1%	$843,202,024	0.4%	$1,158,245
Total	113,095	100%	564,658	100%	$223,680,423,709	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	97,778	94.4%	394,509	96.4%	$63,886,538,954	45.5%	$161,939
Long Note	1,584	1.5%	3,394	0.8%	$2,884,807,779	2.1%	$849,973
Short Note	410	0.4%	736	0.2%	$4,486,641,312	3.2%	$6,095,980
Long Variable	255	0.2%	1,449	0.4%	$2,174,470,000	1.6%	$1,500,669
Short Variable	2,702	2.6%	7,676	1.9%	$48,849,584,000	34.8%	$6,363,937
CP	789	0.8%	949	0.2%	$17,308,940,000	12.3%	$18,239,136
Other	105	0.1%	607	0.1%	$679,767,024	0.5%	$1,119,880
Total	103,623	100%	409,320	100%	140,270,749,069	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	82,121	95.7%	145,944	94.0%	$36,288,476,872	43.5%	$248,647
Long Note	466	0.5%	669	0.4%	$501,535,768	0.6%	$749,680
Short Note	66	0.1%	79	0.1%	$1,200,765,000	1.4%	$15,199,557
Long Variable	231	0.3%	564	0.4%	$583,595,000	0.7%	$1,034,743
Short Variable	2,727	3.2%	7,815	5.0%	$42,149,971,000	50.5%	$5,393,470
CP	130	0.2%	146	0.1%	$2,521,896,000	3.0%	$17,273,260
Other	76	0.1%	121	0.1%	$163,435,000	0.2%	$1,350,702
Total	85,817	100%	155,338	100%	83,409,674,640	100%