CUSIPs, Trades and Par Value by Security Type
February 2008
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	95,168	87.1%	662,794	65.0%	$172,954,805,540	26.9%	$260,948
Long Note	1,114	1.0%	4,289	0.4%	$3,948,747,847	0.6%	$920,669
Short Note	154	0.1%	409	0.0%	$784,641,657	0.1%	$1,918,439
Long Variable	305	0.3%	4,193	0.4%	$5,115,856,000	0.8%	$1,220,094
Short Variable	10,920	10.0%	340,579	33.4%	$432,519,907,238	67.3%	$1,269,955
CP	923	0.8%	1,724	0.2%	$18,956,122,000	2.9%	$10,995,430
Other	731	0.7%	6,392	0.6%	$8,811,199,819	1.4%	$1,378,473
Total	109,315	100%	1,020,380	100%	$643,091,280,101	100%	$630,247
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	51,908	89.5%	195,492	71.8%	$42,846,621,049	40.1%	$219,173
Long Note	443	0.8%	1,267	0.5%	$974,580,104	0.9%	$769,203
Short Note	47	0.1%	98	0.0%	$42,901,000	0.0%	$437,765
Long Variable	159	0.3%	1,131	0.4%	$1,057,325,000	1.0%	$934,859
Short Variable	5,279	9.1%	73,428	27.0%	$60,856,590,289	56.9%	$828,793
CP	13	0.0%	15	0.0%	$219,060,000	0.2%	$14,604,000
Other	138	0.2%	959	0.4%	$961,999,000	0.9%	$1,003,127
Total	57,987	100%	272,390	100%	$106,959,076,442	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	94,881	87.1%	467,302	62.5%	$130,108,184,491	24.3%	$278,424
Long Note	1,107	1.0%	3,022	0.4%	$2,974,167,743	0.6%	$984,172
Short Note	153	0.1%	311	0.0%	$741,740,657	0.1%	$2,385,018
Long Variable	304	0.3%	3,062	0.4%	$4,058,531,000	0.8%	$1,325,451
Short Variable	10,884	10.0%	267,151	35.7%	$371,663,316,949	69.3%	$1,391,211
CP	923	0.8%	1,709	0.2%	$18,737,062,000	3.5%	$10,963,758
Other	729	0.7%	5,433	0.7%	$7,849,200,819	1.5%	$1,444,727
Total	108,981	100%	747,990	100%	$536,132,203,659	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	85,794	88.1%	352,263	78.5%	$75,740,175,813	27.4%	$215,010
Long Note	1,049	1.1%	2,587	0.6%	$2,451,507,269	0.9%	$947,626
Short Note	151	0.2%	252	0.1%	$603,630,657	0.2%	$2,395,360
Long Variable	279	0.3%	2,165	0.5%	$3,492,702,000	1.3%	$1,613,257
Short Variable	8,639	8.9%	88,080	19.6%	$176,025,541,974	63.6%	$1,998,473
CP	898	0.9%	1,300	0.3%	$14,404,488,000	5.2%	$11,080,375
Other	614	0.6%	2,380	0.5%	$4,029,506,131	1.5%	$1,693,070
Total	97,424	100%	449,027	100%	276,747,551,844	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	71,525	85.9%	115,039	38.5%	$54,368,008,678	21.0%	$472,605
Long Note	339	0.4%	435	0.1%	$522,660,474	0.2%	$1,201,518
Short Note	18	0.0%	59	0.0%	$138,110,000	0.1%	$2,340,847
Long Variable	238	0.3%	897	0.3%	$565,829,000	0.2%	$630,802
Short Variable	10,201	12.3%	179,071	59.9%	$195,637,774,975	75.4%	$1,092,515
CP	342	0.4%	409	0.1%	$4,332,574,000	1.7%	$10,593,090
Other	558	0.7%	3,053	1.0%	$3,819,694,688	1.5%	$1,251,128
Total	83,221	100%	298,963	100%	259,384,651,815	100%