CUSIPs, Trades and Par Value by Security Type
October 2010
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	116,398	93.8%	767,188	95.6%	$145,505,178,715	48.1%	$189,660
Long Note	1,972	1.6%	6,907	0.9%	$10,607,272,723	3.5%	$1,535,728
Short Note	486	0.4%	1,491	0.2%	$3,013,007,555	1.0%	$2,020,796
Long Variable	312	0.3%	2,938	0.4%	$1,339,089,000	0.4%	$455,783
Short Variable	3,683	3.0%	21,146	2.6%	$109,030,300,206	36.0%	$5,156,072
CP	1,032	0.8%	1,925	0.2%	$29,405,793,000	9.7%	$15,275,737
Other	189	0.2%	692	0.1%	$3,864,228,395	1.3%	$5,584,145
Total	124,072	100%	802,287	100%	$302,764,869,594	100%	$377,377
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	65,349	97.2%	235,489	98.1%	$38,601,681,842	87.2%	$163,921
Long Note	696	1.0%	1,653	0.7%	$575,122,815	1.3%	$347,927
Short Note	129	0.2%	376	0.2%	$198,784,000	0.4%	$528,681
Long Variable	174	0.3%	626	0.3%	$173,741,000	0.4%	$277,542
Short Variable	725	1.1%	1,682	0.7%	$3,197,017,604	7.2%	$1,900,724
CP	132	0.2%	171	0.1%	$1,423,611,000	3.2%	$8,325,211
Other	52	0.1%	135	0.1%	$122,087,000	0.3%	$904,348
Total	67,257	100%	240,132	100%	$44,292,045,261	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	115,847	93.9%	531,699	94.6%	$106,903,496,873	41.4%	$201,060
Long Note	1,950	1.6%	5,254	0.9%	$10,032,149,908	3.9%	$1,909,431
Short Note	483	0.4%	1,115	0.2%	$2,814,223,555	1.1%	$2,523,967
Long Variable	312	0.3%	2,312	0.4%	$1,165,348,000	0.5%	$504,043
Short Variable	3,628	2.9%	19,464	3.5%	$105,833,282,602	40.9%	$5,437,386
CP	1,030	0.8%	1,754	0.3%	$27,982,182,000	10.8%	$15,953,353
Other	188	0.2%	557	0.1%	$3,742,141,395	1.4%	$6,718,387
Total	123,438	100%	562,155	100%	$258,472,824,333	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	104,983	93.9%	377,186	95.3%	$74,284,647,106	44.9%	$196,944
Long Note	1,906	1.7%	4,412	1.1%	$6,881,259,091	4.2%	$1,559,669
Short Note	479	0.4%	1,067	0.3%	$2,613,633,555	1.6%	$2,449,516
Long Variable	292	0.3%	1,533	0.4%	$812,964,000	0.5%	$530,309
Short Variable	3,004	2.7%	9,730	2.5%	$54,615,667,602	33.0%	$5,613,121
CP	1,029	0.9%	1,440	0.4%	$22,925,893,000	13.8%	$15,920,759
Other	158	0.1%	342	0.1%	$3,418,142,581	2.1%	$9,994,569
Total	111,851	100%	395,710	100%	165,552,206,935	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	86,371	95.3%	154,513	92.8%	$32,618,849,767	35.1%	$211,107
Long Note	579	0.6%	842	0.5%	$3,150,890,817	3.4%	$3,742,151
Short Note	27	0.0%	48	0.0%	$200,590,000	0.2%	$4,178,958
Long Variable	270	0.3%	779	0.5%	$352,384,000	0.4%	$452,354
Short Variable	3,010	3.3%	9,734	5.8%	$51,217,615,000	55.1%	$5,261,723
CP	210	0.2%	314	0.2%	$5,056,289,000	5.4%	$16,102,831
Other	123	0.1%	215	0.1%	$323,998,814	0.3%	$1,506,971
Total	90,590	100%	166,445	100%	92,920,617,398	100%