CUSIPs, Trades and Par Value by Security Type
October 2011
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	107,020	94.5%	769,723	96.8%	$134,823,754,457	53.0%	$175,159
Long Note	1,522	1.3%	5,257	0.7%	$5,573,812,423	2.2%	$1,060,265
Short Note	365	0.3%	876	0.1%	$3,359,049,852	1.3%	$3,834,532
Long Variable	287	0.3%	1,900	0.2%	$4,133,122,000	1.6%	$2,175,327
Short Variable	3,102	2.7%	15,863	2.0%	$83,843,041,100	33.0%	$5,285,447
CP	857	0.8%	1,291	0.2%	$21,529,697,000	8.5%	$16,676,760
Other	155	0.1%	460	0.1%	$1,045,674,781	0.4%	$2,273,206
Total	113,308	100%	795,370	100%	$254,308,151,613	100%	$319,736
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	62,658	98.0%	243,920	98.7%	$39,417,927,400	90.4%	$161,602
Long Note	558	0.9%	1,318	0.5%	$1,045,925,787	2.4%	$793,570
Short Note	93	0.1%	180	0.1%	$115,645,000	0.3%	$642,472
Long Variable	132	0.2%	470	0.2%	$113,804,000	0.3%	$242,136
Short Variable	426	0.7%	1,197	0.5%	$2,585,232,000	5.9%	$2,159,759
CP	29	0.0%	42	0.0%	$329,035,000	0.8%	$7,834,167
Other	42	0.1%	103	0.0%	$17,770,000	0.0%	$172,524
Total	63,938	100%	247,230	100%	$43,625,339,187	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	106,638	94.5%	525,803	95.9%	$95,405,827,057	45.3%	$181,448
Long Note	1,516	1.3%	3,939	0.7%	$4,527,886,636	2.1%	$1,149,502
Short Note	362	0.3%	696	0.1%	$3,243,404,852	1.5%	$4,660,064
Long Variable	282	0.2%	1,430	0.3%	$4,019,318,000	1.9%	$2,810,712
Short Variable	3,094	2.7%	14,666	2.7%	$81,257,809,100	38.6%	$5,540,557
CP	857	0.8%	1,249	0.2%	$21,200,662,000	10.1%	$16,974,109
Other	153	0.1%	357	0.1%	$1,027,904,781	0.5%	$2,879,285
Total	112,902	100%	548,140	100%	$210,682,812,426	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	98,645	94.6%	380,235	96.7%	$63,569,507,728	47.2%	$167,185
Long Note	1,480	1.4%	3,267	0.8%	$3,629,986,336	2.7%	$1,111,107
Short Note	360	0.3%	644	0.2%	$2,467,364,852	1.8%	$3,831,312
Long Variable	256	0.2%	845	0.2%	$3,677,156,000	2.7%	$4,351,664
Short Variable	2,553	2.4%	7,117	1.8%	$42,371,463,050	31.5%	$5,953,557
CP	850	0.8%	1,048	0.3%	$18,163,790,000	13.5%	$17,331,861
Other	126	0.1%	210	0.1%	$694,338,818	0.5%	$3,306,375
Total	104,270	100%	393,366	100%	134,573,606,784	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	81,155	95.8%	145,568	94.1%	$31,836,319,329	41.8%	$218,704
Long Note	448	0.5%	672	0.4%	$897,900,300	1.2%	$1,336,161
Short Note	51	0.1%	52	0.0%	$776,040,000	1.0%	$14,923,846
Long Variable	242	0.3%	585	0.4%	$342,162,000	0.4%	$584,892
Short Variable	2,548	3.0%	7,549	4.9%	$38,886,346,050	51.1%	$5,151,192
CP	170	0.2%	201	0.1%	$3,036,872,000	4.0%	$15,108,816
Other	99	0.1%	147	0.1%	$333,565,963	0.4%	$2,269,156
Total	84,713	100%	154,774	100%	76,109,205,642	100%