CUSIPs, Trades and Par Value by Security Type
July 2011
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	103,959	88.6%	625,119	69.5%	$160,275,096,521	28.1%	$256,391
Long Note	1,073	0.9%	3,636	0.4%	$3,433,504,247	0.6%	$944,308
Short Note	157	0.1%	493	0.1%	$665,898,633	0.1%	$1,350,707
Long Variable	311	0.3%	3,691	0.4%	$1,977,826,000	0.3%	$535,851
Short Variable	10,511	9.0%	260,435	29.0%	$382,126,252,829	67.1%	$1,467,262
CP	755	0.6%	1,468	0.2%	$12,914,015,000	2.3%	$8,797,013
Other	633	0.5%	4,064	0.5%	$8,301,464,583	1.5%	$2,042,683
Total	117,399	100%	898,906	100%	$569,694,057,813	100%	$633,764
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	57,589	90.4%	192,652	76.8%	$45,217,228,746	45.5%	$234,709
Long Note	458	0.7%	1,039	0.4%	$829,106,385	0.8%	$797,985
Short Note	46	0.1%	107	0.0%	$34,800,531	0.0%	$325,239
Long Variable	183	0.3%	1,036	0.4%	$385,231,000	0.4%	$371,845
Short Variable	5,343	8.4%	55,522	22.1%	$51,828,950,100	52.1%	$933,485
CP	17	0.0%	19	0.0%	$197,104,000	0.2%	$10,373,895
Other	94	0.1%	438	0.2%	$995,405,000	1.0%	$2,272,614
Total	63,730	100%	250,813	100%	$99,487,825,762	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	103,579	88.5%	432,467	66.7%	$115,057,867,775	24.5%	$266,050
Long Note	1,057	0.9%	2,597	0.4%	$2,604,397,862	0.6%	$1,002,849
Short Note	156	0.1%	386	0.1%	$631,098,102	0.1%	$1,634,969
Long Variable	311	0.3%	2,655	0.4%	$1,592,595,000	0.3%	$599,847
Short Variable	10,507	9.0%	204,913	31.6%	$330,297,302,729	70.2%	$1,611,890
CP	754	0.6%	1,449	0.2%	$12,716,911,000	2.7%	$8,776,336
Other	630	0.5%	3,626	0.6%	$7,306,059,583	1.6%	$2,014,909
Total	116,994	100%	648,093	100%	$470,206,232,051	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	92,399	88.3%	303,581	73.5%	$67,508,720,247	27.9%	$222,375
Long Note	998	1.0%	2,114	0.5%	$2,252,913,443	0.9%	$1,065,711
Short Note	155	0.1%	331	0.1%	$561,809,102	0.2%	$1,697,308
Long Variable	285	0.3%	1,736	0.4%	$1,041,278,000	0.4%	$599,815
Short Variable	9,595	9.2%	102,258	24.7%	$158,171,608,684	65.4%	$1,546,790
CP	731	0.7%	1,044	0.3%	$8,770,579,000	3.6%	$8,400,938
Other	499	0.5%	2,194	0.5%	$3,725,522,635	1.5%	$1,698,050
Total	104,662	100%	413,258	100%	242,032,431,111	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	81,281	87.8%	128,886	54.9%	$47,549,147,528	20.8%	$368,924
Long Note	380	0.4%	483	0.2%	$351,484,419	0.2%	$727,711
Short Note	23	0.0%	55	0.0%	$69,289,000	0.0%	$1,259,800
Long Variable	261	0.3%	919	0.4%	$551,317,000	0.2%	$599,910
Short Variable	9,766	10.6%	102,655	43.7%	$172,125,694,045	75.4%	$1,676,740
CP	346	0.4%	405	0.2%	$3,946,332,000	1.7%	$9,744,030
Other	492	0.5%	1,432	0.6%	$3,580,536,948	1.6%	$2,500,375
Total	92,549	100%	234,835	100%	228,173,800,940	100%