CUSIPs, Trades and Par Value by Security Type
December 2008
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	110,352	91.6%	893,336	94.1%	$149,490,671,920	41.7%	$167,340
Long Note	1,137	0.9%	4,707	0.5%	$4,492,317,413	1.3%	$954,391
Short Note	178	0.1%	3,374	0.4%	$5,322,273,378	1.5%	$1,577,437
Long Variable	331	0.3%	3,634	0.4%	$2,119,146,000	0.6%	$583,144
Short Variable	6,475	5.4%	39,138	4.1%	$137,839,775,052	38.4%	$3,521,891
CP	1,535	1.3%	3,218	0.3%	$56,828,129,000	15.8%	$17,659,456
Other	501	0.4%	2,034	0.2%	$2,745,826,366	0.8%	$1,349,964
Total	120,509	100%	949,441	100%	$358,838,139,129	100%	$377,947
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	58,660	96.8%	241,119	97.0%	$39,351,477,506	87.6%	$163,204
Long Note	449	0.7%	1,192	0.5%	$517,344,400	1.2%	$434,014
Short Note	46	0.1%	868	0.3%	$1,267,433,024	2.8%	$1,460,176
Long Variable	165	0.3%	934	0.4%	$203,394,000	0.5%	$217,767
Short Variable	1,186	2.0%	4,063	1.6%	$3,362,904,000	7.5%	$827,690
CP	11	0.0%	11	0.0%	$133,729,000	0.3%	$12,157,182
Other	103	0.2%	268	0.1%	$82,875,000	0.2%	$309,235
Total	60,620	100%	248,455	100%	$44,919,156,930	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	110,224	91.6%	652,217	93.0%	$110,139,194,414	35.1%	$168,869
Long Note	1,136	0.9%	3,515	0.5%	$3,974,973,013	1.3%	$1,130,860
Short Note	178	0.1%	2,506	0.4%	$4,054,840,354	1.3%	$1,618,053
Long Variable	331	0.3%	2,700	0.4%	$1,915,752,000	0.6%	$709,538
Short Variable	6,461	5.4%	35,075	5.0%	$134,476,871,052	42.8%	$3,833,981
CP	1,535	1.3%	3,207	0.5%	$56,694,400,000	18.1%	$17,678,329
Other	499	0.4%	1,766	0.3%	$2,662,951,366	0.8%	$1,507,900
Total	120,364	100%	700,986	100%	$313,918,982,199	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	102,263	92.1%	491,290	94.8%	$64,259,349,518	33.4%	$130,797
Long Note	1,119	1.0%	3,037	0.6%	$3,337,232,072	1.7%	$1,098,858
Short Note	174	0.2%	2,279	0.4%	$3,211,311,854	1.7%	$1,409,088
Long Variable	312	0.3%	1,926	0.4%	$1,455,562,000	0.8%	$755,744
Short Variable	5,243	4.7%	16,576	3.2%	$79,082,835,193	41.1%	$4,770,924
CP	1,500	1.4%	2,394	0.5%	$39,361,954,000	20.5%	$16,441,919
Other	424	0.4%	941	0.2%	$1,551,847,089	0.8%	$1,649,147
Total	111,035	100%	518,443	100%	192,260,091,726	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	90,508	93.0%	160,927	88.2%	$45,879,844,896	37.7%	$285,097
Long Note	376	0.4%	478	0.3%	$637,740,941	0.5%	$1,334,186
Short Note	21	0.0%	227	0.1%	$843,528,500	0.7%	$3,715,985
Long Variable	265	0.3%	774	0.4%	$460,190,000	0.4%	$594,561
Short Variable	5,186	5.3%	18,499	10.1%	$55,394,035,859	45.5%	$2,994,434
CP	588	0.6%	813	0.4%	$17,332,446,000	14.2%	$21,319,122
Other	389	0.4%	825	0.5%	$1,111,104,277	0.9%	$1,346,793
Total	97,333	100%	182,543	100%	121,658,890,473	100%