CUSIPs, Trades and Par Value by Security Type
August 2008
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	89,523	90.3%	689,707	89.3%	$131,736,001,341	40.7%	$191,003
Long Note	1,212	1.2%	5,278	0.7%	$14,853,994,275	4.6%	$2,814,323
Short Note	178	0.2%	523	0.1%	$719,433,011	0.2%	$1,375,589
Long Variable	303	0.3%	3,115	0.4%	$1,706,266,500	0.5%	$547,758
Short Variable	6,567	6.6%	70,241	9.1%	$150,860,956,709	46.6%	$2,147,762
CP	956	1.0%	1,676	0.2%	$19,111,879,000	5.9%	$11,403,269
Other	419	0.4%	2,119	0.3%	$5,064,596,167	1.6%	$2,390,088
Total	99,158	100%	772,659	100%	$324,053,127,003	100%	$419,400
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	53,503	95.7%	221,338	93.6%	$38,936,235,625	84.4%	$175,913
Long Note	513	0.9%	1,523	0.6%	$723,234,465	1.6%	$474,875
Short Note	67	0.1%	138	0.1%	$103,603,650	0.2%	$750,751
Long Variable	173	0.3%	924	0.4%	$281,765,000	0.6%	$304,940
Short Variable	1,613	2.9%	12,379	5.2%	$5,919,842,891	12.8%	$478,217
CP	5	0.0%	5	0.0%	$54,900,000	0.1%	$10,980,000
Other	53	0.1%	277	0.1%	$127,125,000	0.3%	$458,935
Total	55,927	100%	236,584	100%	$46,146,706,631	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	89,223	90.3%	468,369	87.4%	$92,799,765,716	33.4%	$198,134
Long Note	1,194	1.2%	3,755	0.7%	$14,130,759,810	5.1%	$3,763,185
Short Note	173	0.2%	385	0.1%	$615,829,361	0.2%	$1,599,557
Long Variable	303	0.3%	2,191	0.4%	$1,424,501,500	0.5%	$650,160
Short Variable	6,537	6.6%	57,862	10.8%	$144,941,113,818	52.2%	$2,504,945
CP	954	1.0%	1,671	0.3%	$19,056,979,000	6.9%	$11,404,536
Other	417	0.4%	1,842	0.3%	$4,937,471,167	1.8%	$2,680,495
Total	98,801	100%	536,075	100%	$277,906,420,372	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	81,979	90.6%	358,064	91.2%	$59,812,378,677	35.0%	$167,044
Long Note	1,166	1.3%	3,399	0.9%	$11,707,179,810	6.9%	$3,444,301
Short Note	171	0.2%	368	0.1%	$596,369,861	0.3%	$1,620,570
Long Variable	287	0.3%	1,522	0.4%	$836,089,500	0.5%	$549,336
Short Variable	5,586	6.2%	27,023	6.9%	$79,582,850,471	46.6%	$2,945,004
CP	949	1.0%	1,339	0.3%	$15,622,269,000	9.1%	$11,667,117
Other	372	0.4%	1,032	0.3%	$2,678,953,183	1.6%	$2,595,885
Total	90,510	100%	392,747	100%	170,836,090,502	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	69,711	91.6%	110,305	77.0%	$32,987,387,039	30.8%	$299,056
Long Note	280	0.4%	356	0.2%	$2,423,580,000	2.3%	$6,807,809
Short Note	16	0.0%	17	0.0%	$19,459,500	0.0%	$1,144,676
Long Variable	252	0.3%	669	0.5%	$588,412,000	0.5%	$879,540
Short Variable	5,286	6.9%	30,839	21.5%	$65,358,263,347	61.0%	$2,119,338
CP	250	0.3%	332	0.2%	$3,434,710,000	3.2%	$10,345,512
Other	315	0.4%	810	0.6%	$2,258,517,984	2.1%	$2,788,294
Total	76,110	100%	143,328	100%	107,070,329,870	100%