CUSIPs, Trades and Par Value by Security Type
August 2009
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	101,604	92.8%	820,685	95.5%	$147,940,705,107	48.4%	$180,265
Long Note	1,422	1.3%	6,832	0.8%	$15,866,314,575	5.2%	$2,322,353
Short Note	456	0.4%	1,253	0.1%	$9,883,487,769	3.2%	$7,887,859
Long Variable	302	0.3%	3,473	0.4%	$2,169,959,000	0.7%	$624,808
Short Variable	4,538	4.1%	24,437	2.8%	$104,353,759,000	34.2%	$4,270,318
CP	960	0.9%	1,880	0.2%	$24,151,931,000	7.9%	$12,846,772
Other	196	0.2%	742	0.1%	$1,035,652,097	0.3%	$1,395,758
Total	109,478	100%	859,302	100%	$305,401,808,548	100%	$355,407
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	60,804	97.2%	256,594	98.0%	$44,009,315,498	88.5%	$171,513
Long Note	549	0.9%	1,704	0.7%	$1,620,105,738	3.3%	$950,766
Short Note	92	0.1%	158	0.1%	$694,620,755	1.4%	$4,396,334
Long Variable	186	0.3%	876	0.3%	$251,367,000	0.5%	$286,949
Short Variable	822	1.3%	2,342	0.9%	$2,487,535,000	5.0%	$1,062,141
CP	59	0.1%	84	0.0%	$671,516,000	1.3%	$7,994,238
Other	46	0.1%	112	0.0%	$20,540,000	0.0%	$183,393
Total	62,558	100%	261,870	100%	$49,754,999,991	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	101,354	92.8%	564,091	94.4%	$103,931,389,609	40.7%	$184,246
Long Note	1,418	1.3%	5,128	0.9%	$14,246,208,837	5.6%	$2,778,122
Short Note	452	0.4%	1,095	0.2%	$9,188,867,014	3.6%	$8,391,659
Long Variable	302	0.3%	2,597	0.4%	$1,918,592,000	0.8%	$738,772
Short Variable	4,530	4.1%	22,095	3.7%	$101,866,224,000	39.8%	$4,610,374
CP	950	0.9%	1,796	0.3%	$23,480,415,000	9.2%	$13,073,728
Other	196	0.2%	630	0.1%	$1,015,112,097	0.4%	$1,611,289
Total	109,202	100%	597,432	100%	$255,646,808,557	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	94,040	92.9%	426,478	95.3%	$68,226,550,307	40.3%	$159,977
Long Note	1,393	1.4%	4,607	1.0%	$13,006,428,656	7.7%	$2,823,188
Short Note	440	0.4%	974	0.2%	$7,527,931,116	4.4%	$7,728,882
Long Variable	290	0.3%	1,854	0.4%	$1,502,585,000	0.9%	$810,456
Short Variable	3,936	3.9%	11,778	2.6%	$58,793,528,000	34.7%	$4,991,809
CP	949	0.9%	1,545	0.3%	$19,660,679,000	11.6%	$12,725,359
Other	171	0.2%	413	0.1%	$662,656,087	0.4%	$1,604,494
Total	101,219	100%	447,649	100%	169,380,358,166	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	80,669	94.6%	137,613	91.9%	$35,704,839,302	41.4%	$259,458
Long Note	415	0.5%	521	0.3%	$1,239,780,181	1.4%	$2,379,616
Short Note	90	0.1%	121	0.1%	$1,660,935,898	1.9%	$13,726,743
Long Variable	262	0.3%	743	0.5%	$416,007,000	0.5%	$559,902
Short Variable	3,474	4.1%	10,317	6.9%	$43,072,696,000	49.9%	$4,174,924
CP	198	0.2%	251	0.2%	$3,819,736,000	4.4%	$15,218,072
Other	122	0.1%	217	0.1%	$352,456,010	0.4%	$1,624,221
Total	85,230	100%	149,783	100%	86,266,450,391	100%