CUSIPs, Trades and Par Value by Security Type
September 2010
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	115,788	93.7%	771,237	95.6%	$138,951,487,557	44.5%	$180,167
Long Note	1,833	1.5%	6,230	0.8%	$9,295,334,674	3.0%	$1,492,028
Short Note	354	0.3%	1,139	0.1%	$1,103,268,669	0.4%	$968,629
Long Variable	314	0.3%	2,839	0.4%	$1,731,747,000	0.6%	$609,985
Short Variable	4,003	3.2%	22,433	2.8%	$128,786,255,800	41.2%	$5,740,929
CP	1,121	0.9%	2,080	0.3%	$31,582,752,000	10.1%	$15,184,015
Other	147	0.1%	602	0.1%	$897,349,365	0.3%	$1,490,614
Total	123,560	100%	806,560	100%	$312,348,195,065	100%	$387,260
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	65,859	97.5%	239,505	98.3%	$38,113,650,082	87.8%	$159,135
Long Note	624	0.9%	1,348	0.6%	$896,300,300	2.1%	$664,911
Short Note	117	0.2%	254	0.1%	$161,708,973	0.4%	$636,650
Long Variable	181	0.3%	684	0.3%	$144,551,000	0.3%	$211,332
Short Variable	637	0.9%	1,663	0.7%	$2,880,928,000	6.6%	$1,732,368
CP	119	0.2%	149	0.1%	$1,096,074,000	2.5%	$7,356,201
Other	44	0.1%	122	0.1%	$134,089,000	0.3%	$1,099,090
Total	67,581	100%	243,725	100%	$43,427,301,355	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	115,240	93.7%	531,732	94.5%	$100,837,837,475	37.5%	$189,640
Long Note	1,820	1.5%	4,882	0.9%	$8,399,034,374	3.1%	$1,720,409
Short Note	350	0.3%	885	0.2%	$941,559,696	0.4%	$1,063,909
Long Variable	312	0.3%	2,155	0.4%	$1,587,196,000	0.6%	$736,518
Short Variable	3,995	3.2%	20,770	3.7%	$125,905,327,800	46.8%	$6,061,884
CP	1,121	0.9%	1,931	0.3%	$30,486,678,000	11.3%	$15,788,026
Other	146	0.1%	480	0.1%	$763,260,365	0.3%	$1,590,126
Total	122,984	100%	562,835	100%	$268,920,893,710	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	104,387	93.7%	369,541	95.2%	$64,604,831,355	39.0%	$174,825
Long Note	1,786	1.6%	4,181	1.1%	$6,826,534,530	4.1%	$1,632,752
Short Note	349	0.3%	850	0.2%	$898,339,696	0.5%	$1,056,870
Long Variable	295	0.3%	1,360	0.4%	$1,157,623,000	0.7%	$851,193
Short Variable	3,370	3.0%	10,374	2.7%	$66,913,251,800	40.4%	$6,450,092
CP	1,115	1.0%	1,574	0.4%	$24,641,695,000	14.9%	$15,655,461
Other	120	0.1%	284	0.1%	$556,544,620	0.3%	$1,959,664
Total	111,422	100%	388,164	100%	165,598,820,001	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	89,653	95.3%	162,191	92.9%	$36,233,006,120	35.1%	$223,397
Long Note	512	0.5%	701	0.4%	$1,572,499,844	1.5%	$2,243,224
Short Note	17	0.0%	35	0.0%	$43,220,000	0.0%	$1,234,857
Long Variable	264	0.3%	795	0.5%	$429,573,000	0.4%	$540,343
Short Variable	3,326	3.5%	10,396	6.0%	$58,992,076,000	57.1%	$5,674,497
CP	235	0.2%	357	0.2%	$5,844,983,000	5.7%	$16,372,501
Other	108	0.1%	196	0.1%	$206,715,745	0.2%	$1,054,672
Total	94,115	100%	174,671	100%	103,322,073,709	100%