Shredding 500 sheets at a time results in a lot of shreds that need to be tossed. By using a paper bag in the 21-gallon waste bin, you can recycle both the shreds and the bag at the same time.
GBC ShredMaster Shredder bags Plastic, 40-60gal, #1145482
Paper Shredder Bags for 250X
Swingline 13-19gal Shredder Bags, Plastic, 1765010B