CUSIPs, Trades and Par Value by Security Type
February 2010
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	106,795	93.9%	763,611	95.7%	$122,371,025,208	44.8%	$160,253
Long Note	1,345	1.2%	4,877	0.6%	$2,765,992,151	1.0%	$567,150
Short Note	217	0.2%	1,258	0.2%	$941,450,880	0.3%	$748,371
Long Variable	326	0.3%	3,402	0.4%	$2,345,948,000	0.9%	$689,579
Short Variable	4,141	3.6%	22,825	2.9%	$121,570,276,765	44.5%	$5,326,190
CP	784	0.7%	1,629	0.2%	$22,840,875,000	8.4%	$14,021,409
Other	153	0.1%	685	0.1%	$549,763,392	0.2%	$802,574
Total	113,761	100%	798,287	100%	$273,385,331,396	100%	$342,465
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	61,533	97.5%	234,924	98.1%	$35,683,438,192	87.5%	$151,894
Long Note	507	0.8%	1,249	0.5%	$572,848,475	1.4%	$458,646
Short Note	57	0.1%	276	0.1%	$133,194,018	0.3%	$482,587
Long Variable	179	0.3%	971	0.4%	$256,676,000	0.6%	$264,342
Short Variable	679	1.1%	1,899	0.8%	$3,136,289,000	7.7%	$1,651,548
CP	74	0.1%	86	0.0%	$917,129,000	2.2%	$10,664,291
Other	54	0.1%	132	0.1%	$71,617,000	0.2%	$542,553
Total	63,083	100%	239,537	100%	$40,771,191,685	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	106,445	93.9%	528,687	94.6%	$86,687,587,016	37.3%	$163,968
Long Note	1,331	1.2%	3,628	0.6%	$2,193,143,676	0.9%	$604,505
Short Note	215	0.2%	982	0.2%	$808,256,862	0.3%	$823,072
Long Variable	326	0.3%	2,431	0.4%	$2,089,272,000	0.9%	$859,429
Short Variable	4,139	3.7%	20,926	3.7%	$118,433,987,765	50.9%	$5,659,657
CP	782	0.7%	1,543	0.3%	$21,923,746,000	9.4%	$14,208,520
Other	152	0.1%	553	0.1%	$478,146,392	0.2%	$864,641
Total	113,390	100%	558,750	100%	$232,614,139,711	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	97,516	94.0%	382,403	95.6%	$55,928,646,256	39.4%	$146,256
Long Note	1,297	1.3%	3,133	0.8%	$1,959,993,512	1.4%	$625,596
Short Note	212	0.2%	754	0.2%	$683,466,862	0.5%	$906,455
Long Variable	300	0.3%	1,667	0.4%	$1,634,915,000	1.2%	$980,753
Short Variable	3,513	3.4%	10,486	2.6%	$63,752,513,800	45.0%	$6,079,774
CP	779	0.8%	1,262	0.3%	$17,521,245,000	12.4%	$13,883,712
Other	120	0.1%	311	0.1%	$299,981,610	0.2%	$964,571
Total	103,737	100%	400,016	100%	141,780,762,040	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	84,417	94.9%	146,284	92.2%	$30,758,940,760	33.9%	$210,269
Long Note	409	0.5%	495	0.3%	$233,150,164	0.3%	$471,010
Short Note	25	0.0%	228	0.1%	$124,790,000	0.1%	$547,325
Long Variable	271	0.3%	764	0.5%	$454,357,000	0.5%	$594,708
Short Variable	3,523	4.0%	10,440	6.6%	$54,681,473,965	60.2%	$5,237,689
CP	183	0.2%	281	0.2%	$4,402,501,000	4.8%	$15,667,263
Other	123	0.1%	242	0.2%	$178,164,782	0.2%	$736,218
Total	88,951	100%	158,734	100%	90,833,377,671	100%