CUSIPs, Trades and Par Value by Security Type
December 2011
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	105,737	94.1%	767,175	96.4%	$129,744,423,921	53.4%	$169,120
Long Note	1,521	1.4%	5,646	0.7%	$4,709,935,412	1.9%	$834,207
Short Note	446	0.4%	1,146	0.1%	$4,653,779,964	1.9%	$4,060,890
Long Variable	285	0.3%	1,995	0.3%	$881,753,000	0.4%	$441,981
Short Variable	3,380	3.0%	18,290	2.3%	$83,312,971,950	34.3%	$4,555,111
CP	786	0.7%	1,192	0.1%	$18,469,532,000	7.6%	$15,494,574
Other	185	0.2%	684	0.1%	$1,338,062,983	0.6%	$1,956,232
Total	112,340	100%	796,128	100%	$243,110,459,230	100%	$305,366
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	61,526	98.0%	247,480	98.5%	$41,049,423,476	91.1%	$165,870
Long Note	528	0.8%	1,346	0.5%	$998,144,252	2.2%	$741,563
Short Note	93	0.1%	214	0.1%	$129,741,947	0.3%	$606,271
Long Variable	143	0.2%	417	0.2%	$78,569,000	0.2%	$188,415
Short Variable	417	0.7%	1,517	0.6%	$2,395,507,000	5.3%	$1,579,108
CP	36	0.1%	63	0.0%	$325,873,000	0.7%	$5,172,587
Other	48	0.1%	152	0.1%	$100,208,000	0.2%	$659,263
Total	62,791	100%	251,189	100%	$45,077,466,675	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	105,253	94.1%	519,695	95.4%	$88,695,000,445	44.8%	$170,667
Long Note	1,511	1.4%	4,300	0.8%	$3,711,791,160	1.9%	$863,207
Short Note	445	0.4%	932	0.2%	$4,524,038,017	2.3%	$4,854,118
Long Variable	284	0.3%	1,578	0.3%	$803,184,000	0.4%	$508,989
Short Variable	3,375	3.0%	16,773	3.1%	$80,917,464,950	40.9%	$4,824,269
CP	786	0.7%	1,129	0.2%	$18,143,659,000	9.2%	$16,070,557
Other	185	0.2%	532	0.1%	$1,237,854,983	0.6%	$2,326,795
Total	111,839	100%	544,939	100%	$198,032,992,555	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	95,978	94.0%	372,052	95.9%	$54,826,139,485	43.2%	$147,361
Long Note	1,487	1.5%	3,642	0.9%	$3,014,590,218	2.4%	$827,729
Short Note	441	0.4%	879	0.2%	$4,283,162,017	3.4%	$4,872,767
Long Variable	275	0.3%	953	0.2%	$505,535,000	0.4%	$530,467
Short Variable	2,948	2.9%	9,320	2.4%	$47,435,094,600	37.4%	$5,089,602
CP	776	0.8%	962	0.2%	$15,934,753,000	12.6%	$16,564,192
Other	147	0.1%	313	0.1%	$863,764,069	0.7%	$2,759,630
Total	102,052	100%	388,121	100%	126,863,038,389	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	82,258	95.7%	147,643	94.1%	$33,868,860,960	47.6%	$229,397
Long Note	422	0.5%	658	0.4%	$697,200,942	1.0%	$1,059,576
Short Note	47	0.1%	53	0.0%	$240,876,000	0.3%	$4,544,830
Long Variable	257	0.3%	625	0.4%	$297,649,000	0.4%	$476,238
Short Variable	2,677	3.1%	7,453	4.8%	$33,482,370,350	47.0%	$4,492,469
CP	139	0.2%	167	0.1%	$2,208,906,000	3.1%	$13,226,982
Other	140	0.2%	219	0.1%	$374,090,914	0.5%	$1,708,178
Total	85,940	100%	156,818	100%	71,169,954,166	100%