CUSIPs, Trades and Par Value by Security Type
July 2008
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	95,096	90.0%	737,510	89.1%	$157,629,675,552	41.5%	$213,732
Long Note	1,312	1.2%	5,205	0.6%	$6,141,566,683	1.6%	$1,179,936
Short Note	195	0.2%	577	0.1%	$1,089,101,044	0.3%	$1,887,523
Long Variable	308	0.3%	4,232	0.5%	$2,279,818,000	0.6%	$538,709
Short Variable	7,357	7.0%	74,675	9.0%	$191,533,087,822	50.4%	$2,564,889
CP	869	0.8%	1,533	0.2%	$15,122,813,000	4.0%	$9,864,849
Other	558	0.5%	3,990	0.5%	$6,213,194,725	1.6%	$1,557,192
Total	105,695	100%	827,722	100%	$380,009,256,826	100%	$459,103
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	57,016	95.0%	238,641	93.7%	$44,293,724,421	81.8%	$185,608
Long Note	507	0.8%	1,451	0.6%	$554,549,008	1.0%	$382,184
Short Note	64	0.1%	143	0.1%	$95,644,000	0.2%	$668,839
Long Variable	193	0.3%	1,287	0.5%	$366,209,000	0.7%	$284,545
Short Variable	2,141	3.6%	12,554	4.9%	$8,441,929,745	15.6%	$672,449
CP	10	0.0%	10	0.0%	$87,325,000	0.2%	$8,732,500
Other	91	0.2%	696	0.3%	$333,577,000	0.6%	$479,277
Total	60,022	100%	254,782	100%	$54,172,958,174	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	94,877	90.0%	498,869	87.1%	$113,335,951,131	34.8%	$227,186
Long Note	1,303	1.2%	3,754	0.7%	$5,587,017,675	1.7%	$1,488,284
Short Note	195	0.2%	434	0.1%	$993,457,044	0.3%	$2,289,072
Long Variable	308	0.3%	2,945	0.5%	$1,913,609,000	0.6%	$649,782
Short Variable	7,327	7.0%	62,121	10.8%	$183,091,158,077	56.2%	$2,947,331
CP	868	0.8%	1,523	0.3%	$15,035,488,000	4.6%	$9,872,284
Other	544	0.5%	3,294	0.6%	$5,879,617,725	1.8%	$1,784,948
Total	105,422	100%	572,940	100%	$325,836,298,652	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	87,991	90.6%	381,922	91.0%	$73,622,772,832	38.1%	$192,769
Long Note	1,273	1.3%	3,335	0.8%	$5,176,812,263	2.7%	$1,552,268
Short Note	195	0.2%	416	0.1%	$979,912,044	0.5%	$2,355,558
Long Variable	292	0.3%	2,101	0.5%	$1,387,157,000	0.7%	$660,237
Short Variable	6,053	6.2%	28,093	6.7%	$96,901,092,856	50.2%	$3,449,297
CP	850	0.9%	1,165	0.3%	$11,672,171,000	6.0%	$10,019,031
Other	472	0.5%	2,527	0.6%	$3,254,978,905	1.7%	$1,288,080
Total	97,126	100%	419,559	100%	192,994,896,900	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	73,850	90.5%	116,947	76.2%	$39,713,178,299	29.9%	$339,583
Long Note	340	0.4%	419	0.3%	$410,205,412	0.3%	$979,011
Short Note	18	0.0%	18	0.0%	$13,545,000	0.0%	$752,500
Long Variable	261	0.3%	844	0.6%	$526,452,000	0.4%	$623,758
Short Variable	6,425	7.9%	34,028	22.2%	$86,190,065,221	64.9%	$2,532,916
CP	297	0.4%	358	0.2%	$3,363,317,000	2.5%	$9,394,740
Other	419	0.5%	767	0.5%	$2,624,638,820	2.0%	$3,421,954
Total	81,610	100%	153,381	100%	132,841,401,752	100%