CUSIPs, Trades and Par Value by Security Type
March 2010
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	121,744	93.9%	897,197	95.5%	$161,226,580,638	46.3%	$179,700
Long Note	1,638	1.3%	6,464	0.7%	$4,928,773,969	1.4%	$762,496
Short Note	321	0.2%	1,574	0.2%	$1,233,000,614	0.4%	$783,355
Long Variable	351	0.3%	4,349	0.5%	$2,893,439,000	0.8%	$665,311
Short Variable	4,576	3.5%	27,342	2.9%	$151,904,687,664	43.6%	$5,555,727
CP	886	0.7%	1,734	0.2%	$24,742,297,000	7.1%	$14,268,914
Other	202	0.2%	1,036	0.1%	$1,546,813,168	0.4%	$1,493,063
Total	129,718	100%	939,696	100%	$348,475,592,053	100%	$370,839
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	71,574	97.5%	280,028	98.0%	$43,523,690,089	84.3%	$155,426
Long Note	586	0.8%	1,639	0.6%	$881,262,974	1.7%	$537,683
Short Note	89	0.1%	350	0.1%	$254,424,000	0.5%	$726,926
Long Variable	211	0.3%	1,064	0.4%	$310,485,000	0.6%	$291,809
Short Variable	801	1.1%	2,231	0.8%	$5,456,527,000	10.6%	$2,445,776
CP	80	0.1%	95	0.0%	$963,735,000	1.9%	$10,144,579
Other	74	0.1%	194	0.1%	$261,573,000	0.5%	$1,348,314
Total	73,415	100%	285,601	100%	$51,651,697,063	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	121,359	93.8%	617,169	94.4%	$117,702,890,549	39.7%	$190,714
Long Note	1,636	1.3%	4,825	0.7%	$4,047,510,995	1.4%	$838,862
Short Note	319	0.2%	1,224	0.2%	$978,576,614	0.3%	$799,491
Long Variable	351	0.3%	3,285	0.5%	$2,582,954,000	0.9%	$786,287
Short Variable	4,567	3.5%	25,111	3.8%	$146,448,160,664	49.3%	$5,832,032
CP	884	0.7%	1,639	0.3%	$23,778,562,000	8.0%	$14,507,969
Other	197	0.2%	842	0.1%	$1,285,240,168	0.4%	$1,526,414
Total	129,313	100%	654,095	100%	$296,823,894,990	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	112,089	94.1%	441,683	95.5%	$76,908,121,701	43.7%	$174,125
Long Note	1,584	1.3%	4,042	0.9%	$3,510,845,995	2.0%	$868,591
Short Note	312	0.3%	888	0.2%	$752,666,614	0.4%	$847,598
Long Variable	341	0.3%	2,261	0.5%	$1,875,787,000	1.1%	$829,627
Short Variable	3,720	3.1%	11,687	2.5%	$74,128,314,250	42.1%	$6,342,801
CP	882	0.7%	1,275	0.3%	$18,105,683,000	10.3%	$14,200,536
Other	158	0.1%	469	0.1%	$745,154,611	0.4%	$1,588,816
Total	119,086	100%	462,305	100%	176,026,573,171	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	97,007	94.7%	175,486	91.5%	$40,794,768,848	33.8%	$232,467
Long Note	587	0.6%	783	0.4%	$536,665,000	0.4%	$685,396
Short Note	53	0.1%	336	0.2%	$225,910,000	0.2%	$672,351
Long Variable	312	0.3%	1,024	0.5%	$707,167,000	0.6%	$690,593
Short Variable	4,021	3.9%	13,424	7.0%	$72,319,846,414	59.9%	$5,387,354
CP	277	0.3%	364	0.2%	$5,672,879,000	4.7%	$15,584,832
Other	156	0.2%	373	0.2%	$540,085,557	0.4%	$1,447,951
Total	102,413	100%	191,790	100%	120,797,321,819	100%