CUSIPs, Trades and Par Value by Security Type
April 2008
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	104,388	89.7%	777,831	81.7%	$197,891,339,699	36.5%	$254,414
Long Note	1,376	1.2%	4,986	0.5%	$3,167,404,128	0.6%	$635,260
Short Note	200	0.2%	686	0.1%	$2,596,256,536	0.5%	$3,784,631
Long Variable	385	0.3%	4,851	0.5%	$4,820,552,662	0.9%	$993,723
Short Variable	8,519	7.3%	154,264	16.2%	$303,699,351,145	56.1%	$1,968,699
CP	837	0.7%	1,495	0.2%	$16,519,116,000	3.1%	$11,049,576
Other	620	0.5%	7,961	0.8%	$12,874,932,285	2.4%	$1,617,251
Total	116,325	100%	952,074	100%	$541,568,952,455	100%	$568,831
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	58,964	93.8%	239,401	88.8%	$56,091,049,997	67.8%	$234,297
Long Note	549	0.9%	1,353	0.5%	$625,807,522	0.8%	$462,533
Short Note	48	0.1%	148	0.1%	$147,555,000	0.2%	$996,993
Long Variable	204	0.3%	1,085	0.4%	$721,940,000	0.9%	$665,382
Short Variable	2,938	4.7%	26,099	9.7%	$23,968,030,025	29.0%	$918,351
CP	3	0.0%	3	0.0%	$25,617,000	0.0%	$8,539,000
Other	130	0.2%	1,452	0.5%	$1,192,896,000	1.4%	$821,554
Total	62,836	100%	269,541	100%	$82,772,895,544	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	104,071	89.7%	538,430	78.9%	$141,800,289,702	30.9%	$263,359
Long Note	1,367	1.2%	3,633	0.5%	$2,541,596,606	0.6%	$699,586
Short Note	199	0.2%	538	0.1%	$2,448,701,536	0.5%	$4,551,490
Long Variable	385	0.3%	3,766	0.6%	$4,098,612,662	0.9%	$1,088,320
Short Variable	8,511	7.3%	128,165	18.8%	$279,731,321,120	61.0%	$2,182,587
CP	837	0.7%	1,492	0.2%	$16,493,499,000	3.6%	$11,054,624
Other	620	0.5%	6,509	1.0%	$11,682,036,285	2.5%	$1,794,751
Total	115,990	100%	682,533	100%	$458,796,056,911	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	96,331	90.2%	404,848	86.5%	$92,144,466,840	34.6%	$227,603
Long Note	1,316	1.2%	2,977	0.6%	$1,876,396,708	0.7%	$630,298
Short Note	198	0.2%	455	0.1%	$1,991,198,836	0.7%	$4,376,261
Long Variable	361	0.3%	2,775	0.6%	$3,587,498,831	1.3%	$1,292,792
Short Variable	7,273	6.8%	52,546	11.2%	$148,405,039,910	55.7%	$2,824,288
CP	818	0.8%	1,108	0.2%	$12,302,524,000	4.6%	$11,103,361
Other	547	0.5%	3,331	0.7%	$6,262,172,305	2.3%	$1,879,968
Total	106,844	100%	468,040	100%	266,569,297,430	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	81,994	90.1%	133,582	62.3%	$49,655,822,862	25.8%	$371,725
Long Note	487	0.5%	656	0.3%	$665,199,898	0.3%	$1,014,024
Short Note	29	0.0%	83	0.0%	$457,502,700	0.2%	$5,512,081
Long Variable	292	0.3%	991	0.5%	$511,113,831	0.3%	$515,756
Short Variable	7,419	8.2%	75,619	35.3%	$131,326,281,210	68.3%	$1,736,684
CP	304	0.3%	384	0.2%	$4,190,975,000	2.2%	$10,913,997
Other	500	0.5%	3,178	1.5%	$5,419,863,980	2.8%	$1,705,432
Total	91,025	100%	214,493	100%	192,226,759,481	100%