CUSIPs, Trades and Par Value by Security Type
September 2011
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	111,465	94.5%	752,647	95.7%	$130,224,484,017	47.0%	$173,022
Long Note	1,636	1.4%	11,644	1.5%	$21,452,376,973	7.7%	$1,842,355
Short Note	321	0.3%	723	0.1%	$3,042,619,179	1.1%	$4,208,325
Long Variable	302	0.3%	2,076	0.3%	$1,806,854,000	0.7%	$870,354
Short Variable	3,240	2.7%	17,514	2.2%	$96,782,794,120	34.9%	$5,526,025
CP	822	0.7%	1,322	0.2%	$20,637,522,000	7.4%	$15,610,834
Other	154	0.1%	809	0.1%	$3,263,120,436	1.2%	$4,033,523
Total	117,940	100%	786,735	100%	$277,209,770,725	100%	$352,355
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	64,973	98.1%	243,758	98.2%	$39,059,205,854	79.9%	$160,238
Long Note	515	0.8%	2,605	1.0%	$6,701,367,539	13.7%	$2,572,502
Short Note	85	0.1%	131	0.1%	$242,240,000	0.5%	$1,849,160
Long Variable	149	0.2%	458	0.2%	$130,365,000	0.3%	$284,640
Short Variable	433	0.7%	1,176	0.5%	$2,283,546,710	4.7%	$1,941,791
CP	37	0.1%	66	0.0%	$391,782,000	0.8%	$5,936,091
Other	41	0.1%	113	0.0%	$79,610,000	0.2%	$704,513
Total	66,233	100%	248,307	100%	$48,888,117,103	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	110,912	94.5%	508,889	94.5%	$91,165,278,163	39.9%	$179,146
Long Note	1,617	1.4%	9,039	1.7%	$14,751,009,434	6.5%	$1,631,929
Short Note	316	0.3%	592	0.1%	$2,800,379,179	1.2%	$4,730,370
Long Variable	300	0.3%	1,618	0.3%	$1,676,489,000	0.7%	$1,036,149
Short Variable	3,234	2.8%	16,338	3.0%	$94,499,247,410	41.4%	$5,784,016
CP	822	0.7%	1,256	0.2%	$20,245,740,000	8.9%	$16,119,220
Other	154	0.1%	696	0.1%	$3,183,510,436	1.4%	$4,574,009
Total	117,355	100%	538,428	100%	$228,321,653,622	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	100,757	94.5%	350,958	94.7%	$56,611,648,257	39.6%	$161,306
Long Note	1,568	1.5%	8,381	2.3%	$11,438,719,715	8.0%	$1,364,839
Short Note	309	0.3%	539	0.1%	$2,244,999,179	1.6%	$4,165,119
Long Variable	281	0.3%	999	0.3%	$1,256,282,000	0.9%	$1,257,540
Short Variable	2,749	2.6%	8,075	2.2%	$51,586,920,350	36.1%	$6,388,473
CP	815	0.8%	1,076	0.3%	$17,933,282,000	12.5%	$16,666,619
Other	130	0.1%	493	0.1%	$1,843,730,120	1.3%	$3,739,818
Total	106,609	100%	370,521	100%	142,915,581,621	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	86,948	95.9%	157,931	94.1%	$34,553,629,906	40.5%	$218,789
Long Note	471	0.5%	658	0.4%	$3,312,289,719	3.9%	$5,033,875
Short Note	43	0.0%	53	0.0%	$555,380,000	0.7%	$10,478,868
Long Variable	260	0.3%	619	0.4%	$420,207,000	0.5%	$678,848
Short Variable	2,679	3.0%	8,263	4.9%	$42,912,327,060	50.2%	$5,193,311
CP	153	0.2%	180	0.1%	$2,312,458,000	2.7%	$12,846,989
Other	102	0.1%	203	0.1%	$1,339,780,316	1.6%	$6,599,903
Total	90,656	100%	167,907	100%	85,406,072,001	100%