CUSIPs, Trades and Par Value by Security Type
January 2011
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	130,625	95.3%	1,006,364	96.8%	$157,173,780,669	54.1%	$156,180
Long Note	1,274	0.9%	4,644	0.4%	$3,634,522,142	1.3%	$782,628
Short Note	195	0.1%	1,507	0.1%	$1,875,810,860	0.6%	$1,244,732
Long Variable	382	0.3%	4,121	0.4%	$5,141,159,000	1.8%	$1,247,551
Short Variable	3,607	2.6%	20,602	2.0%	$100,138,853,100	34.5%	$4,860,637
CP	859	0.6%	1,539	0.1%	$21,524,505,000	7.4%	$13,986,033
Other	175	0.1%	1,085	0.1%	$831,868,337	0.3%	$766,699
Total	137,117	100%	1,039,862	100%	$290,320,499,108	100%	$279,191
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	78,969	98.2%	320,180	98.6%	$41,098,374,324	89.2%	$128,360
Long Note	439	0.5%	1,013	0.3%	$397,697,871	0.9%	$392,594
Short Note	49	0.1%	396	0.1%	$533,495,877	1.2%	$1,347,212
Long Variable	222	0.3%	993	0.3%	$343,978,000	0.7%	$346,403
Short Variable	599	0.7%	1,722	0.5%	$2,909,246,000	6.3%	$1,689,458
CP	87	0.1%	110	0.0%	$693,290,000	1.5%	$6,302,636
Other	71	0.1%	385	0.1%	$76,139,000	0.2%	$197,764
Total	80,436	100%	324,799	100%	$46,052,221,072	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	130,342	95.3%	686,184	96.0%	$116,075,406,345	47.5%	$169,161
Long Note	1,267	0.9%	3,631	0.5%	$3,236,824,271	1.3%	$891,442
Short Note	195	0.1%	1,111	0.2%	$1,342,314,983	0.5%	$1,208,204
Long Variable	382	0.3%	3,128	0.4%	$4,797,181,000	2.0%	$1,533,626
Short Variable	3,603	2.6%	18,880	2.6%	$97,229,607,100	39.8%	$5,149,873
CP	859	0.6%	1,429	0.2%	$20,831,215,000	8.5%	$14,577,477
Other	175	0.1%	700	0.1%	$755,729,337	0.3%	$1,079,613
Total	136,823	100%	715,063	100%	$244,268,278,036	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	119,118	95.4%	480,257	96.8%	$65,614,863,035	47.2%	$136,624
Long Note	1,211	1.0%	2,576	0.5%	$2,236,031,935	1.6%	$868,025
Short Note	191	0.2%	840	0.2%	$1,001,269,983	0.7%	$1,191,988
Long Variable	351	0.3%	1,973	0.4%	$4,021,498,000	2.9%	$2,038,266
Short Variable	2,985	2.4%	9,021	1.8%	$48,761,280,000	35.1%	$5,405,308
CP	830	0.7%	1,125	0.2%	$16,854,369,000	12.1%	$14,981,661
Other	147	0.1%	488	0.1%	$587,784,870	0.4%	$1,204,477
Total	124,833	100%	496,280	100%	139,077,096,823	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	109,197	96.1%	205,927	94.1%	$50,460,543,310	48.0%	$245,041
Long Note	708	0.6%	1,055	0.5%	$1,000,792,336	1.0%	$948,618
Short Note	49	0.0%	271	0.1%	$341,045,000	0.3%	$1,258,469
Long Variable	347	0.3%	1,155	0.5%	$775,683,000	0.7%	$671,587
Short Variable	2,974	2.6%	9,859	4.5%	$48,468,327,100	46.1%	$4,916,150
CP	220	0.2%	304	0.1%	$3,976,846,000	3.8%	$13,081,730
Other	120	0.1%	212	0.1%	$167,944,467	0.2%	$792,191
Total	113,615	100%	218,783	100%	105,191,181,213	100%