CUSIPs, Trades and Par Value by Security Type
April 2010
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	115,604	93.7%	809,376	95.3%	$144,131,296,317	45.0%	$178,077
Long Note	1,714	1.4%	5,798	0.7%	$4,221,982,818	1.3%	$728,179
Short Note	331	0.3%	1,543	0.2%	$2,068,166,954	0.6%	$1,340,354
Long Variable	300	0.2%	3,256	0.4%	$1,785,789,000	0.6%	$548,461
Short Variable	4,472	3.6%	26,542	3.1%	$143,716,467,620	44.9%	$5,414,681
CP	736	0.6%	1,512	0.2%	$22,405,521,000	7.0%	$14,818,466
Other	171	0.1%	955	0.1%	$1,911,269,643	0.6%	$2,001,329
Total	123,328	100%	848,982	100%	$320,240,493,352	100%	$377,205
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	67,667	97.4%	253,788	98.1%	$43,075,955,265	87.6%	$169,732
Long Note	597	0.9%	1,334	0.5%	$660,211,039	1.3%	$494,911
Short Note	71	0.1%	352	0.1%	$360,675,250	0.7%	$1,024,646
Long Variable	177	0.3%	858	0.3%	$349,301,000	0.7%	$407,111
Short Variable	784	1.1%	2,078	0.8%	$3,234,600,500	6.6%	$1,556,593
CP	105	0.2%	111	0.0%	$1,272,208,000	2.6%	$11,461,333
Other	55	0.1%	111	0.0%	$221,950,000	0.5%	$1,999,550
Total	69,456	100%	258,632	100%	$49,174,901,054	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	115,208	93.7%	555,588	94.1%	$101,055,341,052	37.3%	$181,889
Long Note	1,705	1.4%	4,464	0.8%	$3,561,771,779	1.3%	$797,888
Short Note	329	0.3%	1,191	0.2%	$1,707,491,704	0.6%	$1,433,662
Long Variable	300	0.2%	2,398	0.4%	$1,436,488,000	0.5%	$599,036
Short Variable	4,466	3.6%	24,464	4.1%	$140,481,867,120	51.8%	$5,742,392
CP	736	0.6%	1,401	0.2%	$21,133,313,000	7.8%	$15,084,449
Other	171	0.1%	844	0.1%	$1,689,319,643	0.6%	$2,001,564
Total	122,915	100%	590,350	100%	$271,065,592,298	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	106,022	94.0%	396,845	95.4%	$63,680,324,451	40.4%	$160,466
Long Note	1,653	1.5%	3,659	0.9%	$3,085,360,133	2.0%	$843,225
Short Note	319	0.3%	944	0.2%	$1,382,886,883	0.9%	$1,464,923
Long Variable	283	0.3%	1,635	0.4%	$937,342,000	0.6%	$573,298
Short Variable	3,621	3.2%	11,319	2.7%	$70,823,919,700	44.9%	$6,257,083
CP	732	0.6%	1,147	0.3%	$16,868,964,000	10.7%	$14,707,031
Other	129	0.1%	495	0.1%	$958,557,677	0.6%	$1,936,480
Total	112,759	100%	416,044	100%	157,737,354,844	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	89,524	94.6%	158,743	91.1%	$37,375,016,601	33.0%	$235,444
Long Note	648	0.7%	805	0.5%	$476,411,646	0.4%	$591,816
Short Note	45	0.0%	247	0.1%	$324,604,821	0.3%	$1,314,190
Long Variable	247	0.3%	763	0.4%	$499,146,000	0.4%	$654,189
Short Variable	3,887	4.1%	13,145	7.5%	$69,657,947,420	61.5%	$5,299,197
CP	174	0.2%	254	0.1%	$4,264,349,000	3.8%	$16,788,776
Other	142	0.1%	349	0.2%	$730,761,966	0.6%	$2,093,874
Total	94,667	100%	174,306	100%	113,328,237,454	100%