CUSIPs, Trades and Par Value by Security Type
April 2009
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	106,204	92.5%	795,002	94.5%	$152,593,167,399	48.1%	$191,941
Long Note	1,364	1.2%	5,866	0.7%	$4,407,762,117	1.4%	$751,408
Short Note	262	0.2%	1,113	0.1%	$987,688,084	0.3%	$887,411
Long Variable	323	0.3%	5,415	0.6%	$3,343,187,000	1.1%	$617,394
Short Variable	5,301	4.6%	30,831	3.7%	$120,049,274,785	37.8%	$3,893,785
CP	1,136	1.0%	2,175	0.3%	$35,108,189,000	11.1%	$16,141,696
Other	242	0.2%	1,095	0.1%	$878,562,353	0.3%	$802,340
Total	114,832	100%	841,497	100%	$317,367,830,738	100%	$377,147
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	55,494	97.1%	216,133	97.4%	$41,382,499,679	91.2%	$191,468
Long Note	473	0.8%	1,309	0.6%	$482,304,400	1.1%	$368,453
Short Note	73	0.1%	246	0.1%	$225,675,000	0.5%	$917,378
Long Variable	174	0.3%	1,231	0.6%	$483,558,000	1.1%	$392,817
Short Variable	877	1.5%	2,680	1.2%	$2,463,643,000	5.4%	$919,270
CP	14	0.0%	14	0.0%	$249,445,000	0.5%	$17,817,500
Other	66	0.1%	188	0.1%	$70,455,000	0.2%	$374,761
Total	57,171	100%	221,801	100%	$45,357,580,079	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	105,908	92.5%	578,869	93.4%	$111,210,667,720	40.9%	$192,117
Long Note	1,360	1.2%	4,557	0.7%	$3,925,457,717	1.4%	$861,413
Short Note	261	0.2%	867	0.1%	$762,013,084	0.3%	$878,908
Long Variable	323	0.3%	4,184	0.7%	$2,859,629,000	1.1%	$683,468
Short Variable	5,295	4.6%	28,151	4.5%	$117,585,631,785	43.2%	$4,176,961
CP	1,134	1.0%	2,161	0.3%	$34,858,744,000	12.8%	$16,130,839
Other	239	0.2%	907	0.1%	$808,107,353	0.3%	$890,967
Total	114,520	100%	619,696	100%	$272,010,250,659	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	98,216	92.9%	434,014	94.7%	$72,316,287,550	42.2%	$166,622
Long Note	1,336	1.3%	4,118	0.9%	$3,744,496,688	2.2%	$909,300
Short Note	257	0.2%	716	0.2%	$633,092,584	0.4%	$884,208
Long Variable	303	0.3%	3,295	0.7%	$2,233,138,000	1.3%	$677,735
Short Variable	4,286	4.1%	13,938	3.0%	$64,389,071,785	37.6%	$4,619,678
CP	1,124	1.1%	1,760	0.4%	$27,554,348,000	16.1%	$15,655,880
Other	205	0.2%	602	0.1%	$604,544,727	0.4%	$1,004,227
Total	105,727	100%	458,443	100%	171,474,979,334	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	83,813	94.0%	144,855	89.8%	$38,894,380,170	38.7%	$268,506
Long Note	346	0.4%	439	0.3%	$180,961,029	0.2%	$412,212
Short Note	28	0.0%	151	0.1%	$128,920,500	0.1%	$853,778
Long Variable	264	0.3%	889	0.6%	$626,491,000	0.6%	$704,714
Short Variable	4,279	4.8%	14,213	8.8%	$53,196,560,000	52.9%	$3,742,810
CP	304	0.3%	401	0.2%	$7,304,396,000	7.3%	$18,215,451
Other	153	0.2%	305	0.2%	$203,562,626	0.2%	$667,418
Total	89,187	100%	161,253	100%	100,535,271,325	100%