CUSIPs, Trades and Par Value by Security Type
December 2009
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	107,894	93.0%	793,579	94.9%	$137,153,274,677	42.7%	$172,829
Long Note	1,481	1.3%	5,779	0.7%	$4,085,811,437	1.3%	$707,010
Short Note	351	0.3%	1,907	0.2%	$3,948,548,455	1.2%	$2,070,555
Long Variable	341	0.3%	3,798	0.5%	$4,254,957,000	1.3%	$1,120,315
Short Variable	4,789	4.1%	28,290	3.4%	$144,629,023,400	45.0%	$5,112,373
CP	886	0.8%	1,899	0.2%	$26,586,152,000	8.3%	$14,000,080
Other	230	0.2%	814	0.1%	$914,523,245	0.3%	$1,123,493
Total	115,972	100%	836,066	100%	$321,572,290,214	100%	$384,625
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	62,142	97.2%	239,321	97.9%	$40,478,476,954	82.0%	$169,139
Long Note	544	0.9%	1,339	0.5%	$445,570,312	0.9%	$332,763
Short Note	82	0.1%	375	0.2%	$333,306,668	0.7%	$888,818
Long Variable	188	0.3%	910	0.4%	$293,395,000	0.6%	$322,412
Short Variable	866	1.4%	2,359	1.0%	$6,965,129,000	14.1%	$2,952,577
CP	62	0.1%	97	0.0%	$705,623,000	1.4%	$7,274,464
Other	63	0.1%	154	0.1%	$125,439,494	0.3%	$814,542
Total	63,947	100%	244,555	100%	$49,346,940,428	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	107,551	93.0%	554,258	93.7%	$96,674,797,723	35.5%	$174,422
Long Note	1,477	1.3%	4,440	0.8%	$3,640,241,125	1.3%	$819,874
Short Note	351	0.3%	1,532	0.3%	$3,615,241,787	1.3%	$2,359,818
Long Variable	341	0.3%	2,888	0.5%	$3,961,562,000	1.5%	$1,371,732
Short Variable	4,776	4.1%	25,931	4.4%	$137,663,894,400	50.6%	$5,308,854
CP	882	0.8%	1,802	0.3%	$25,880,529,000	9.5%	$14,362,114
Other	227	0.2%	660	0.1%	$789,083,751	0.3%	$1,195,581
Total	115,605	100%	591,511	100%	$272,225,349,786	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	98,455	93.3%	405,190	95.0%	$63,911,929,948	37.9%	$157,733
Long Note	1,442	1.4%	3,836	0.9%	$3,368,476,648	2.0%	$878,122
Short Note	346	0.3%	1,330	0.3%	$3,484,130,787	2.1%	$2,619,647
Long Variable	321	0.3%	2,063	0.5%	$3,495,095,000	2.1%	$1,694,181
Short Variable	3,870	3.7%	12,436	2.9%	$73,789,337,400	43.7%	$5,933,527
CP	879	0.8%	1,469	0.3%	$20,330,503,000	12.0%	$13,839,689
Other	175	0.2%	351	0.1%	$375,523,161	0.2%	$1,069,867
Total	105,488	100%	426,675	100%	168,754,995,944	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	86,410	94.2%	149,068	90.4%	$32,762,867,775	31.7%	$219,785
Long Note	477	0.5%	604	0.4%	$271,764,477	0.3%	$449,941
Short Note	40	0.0%	202	0.1%	$131,111,000	0.1%	$649,064
Long Variable	280	0.3%	825	0.5%	$466,467,000	0.5%	$565,415
Short Variable	4,071	4.4%	13,495	8.2%	$63,874,557,000	61.7%	$4,733,202
CP	235	0.3%	333	0.2%	$5,550,026,000	5.4%	$16,666,745
Other	180	0.2%	309	0.2%	$413,560,590	0.4%	$1,338,384
Total	91,693	100%	164,836	100%	103,470,353,842	100%