CUSIPs, Trades and Par Value by Security Type
February 2009
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	103,031	92.1%	725,829	94.1%	$126,128,897,543	43.8%	$173,772
Long Note	1,235	1.1%	5,495	0.7%	$3,315,350,306	1.2%	$603,339
Short Note	180	0.2%	1,006	0.1%	$1,011,433,260	0.4%	$1,005,401
Long Variable	334	0.3%	4,895	0.6%	$2,927,781,000	1.0%	$598,117
Short Variable	5,486	4.9%	29,947	3.9%	$106,064,179,335	36.9%	$3,541,730
CP	1,274	1.1%	2,702	0.4%	$46,772,013,000	16.3%	$17,310,145
Other	298	0.3%	1,198	0.2%	$1,441,762,090	0.5%	$1,203,474
Total	111,838	100%	771,072	100%	$287,661,416,534	100%	$373,067
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	54,757	96.9%	199,966	97.1%	$33,413,975,779	88.7%	$167,098
Long Note	462	0.8%	1,246	0.6%	$688,508,192	1.8%	$552,575
Short Note	36	0.1%	162	0.1%	$180,405,000	0.5%	$1,113,611
Long Variable	183	0.3%	1,144	0.6%	$337,680,000	0.9%	$295,175
Short Variable	958	1.7%	3,223	1.6%	$2,801,364,000	7.4%	$869,179
CP	9	0.0%	9	0.0%	$167,389,000	0.4%	$18,598,778
Other	78	0.1%	149	0.1%	$85,055,404	0.2%	$570,842
Total	56,483	100%	205,899	100%	$37,674,377,375	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	102,758	92.1%	525,863	93.0%	$92,714,921,764	37.1%	$176,310
Long Note	1,230	1.1%	4,249	0.8%	$2,626,842,114	1.1%	$618,226
Short Note	180	0.2%	844	0.1%	$831,028,260	0.3%	$984,631
Long Variable	334	0.3%	3,751	0.7%	$2,590,101,000	1.0%	$690,509
Short Variable	5,476	4.9%	26,724	4.7%	$103,262,815,335	41.3%	$3,864,048
CP	1,274	1.1%	2,693	0.5%	$46,604,624,000	18.6%	$17,305,839
Other	295	0.3%	1,049	0.2%	$1,356,706,686	0.5%	$1,293,333
Total	111,547	100%	565,173	100%	$249,987,039,159	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	94,627	92.6%	387,664	94.3%	$57,531,352,944	37.4%	$148,405
Long Note	1,216	1.2%	3,883	0.9%	$2,266,368,114	1.5%	$583,664
Short Note	179	0.2%	691	0.2%	$606,177,260	0.4%	$877,246
Long Variable	324	0.3%	2,869	0.7%	$2,091,342,000	1.4%	$728,945
Short Variable	4,365	4.3%	13,347	3.2%	$56,841,303,835	37.0%	$4,258,733
CP	1,242	1.2%	2,076	0.5%	$33,410,288,000	21.7%	$16,093,588
Other	262	0.3%	683	0.2%	$980,110,563	0.6%	$1,435,008
Total	102,215	100%	411,213	100%	153,726,942,716	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	82,475	93.4%	138,199	89.8%	$35,183,568,820	36.6%	$254,586
Long Note	318	0.4%	366	0.2%	$360,474,000	0.4%	$984,902
Short Note	21	0.0%	153	0.1%	$224,851,000	0.2%	$1,469,614
Long Variable	277	0.3%	882	0.6%	$498,759,000	0.5%	$565,486
Short Variable	4,518	5.1%	13,377	8.7%	$46,421,511,500	48.2%	$3,470,248
CP	467	0.5%	617	0.4%	$13,194,336,000	13.7%	$21,384,661
Other	184	0.2%	366	0.2%	$376,596,123	0.4%	$1,028,951
Total	88,260	100%	153,960	100%	96,260,096,443	100%