CUSIPs, Trades and Par Value by Security Type
January 2009
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	102,901	91.9%	821,387	92.7%	$149,648,704,272	47.3%	$182,190
Long Note	1,005	0.9%	4,446	0.5%	$4,159,618,023	1.3%	$935,587
Short Note	162	0.1%	1,542	0.2%	$2,424,403,646	0.8%	$1,572,246
Long Variable	317	0.3%	4,420	0.5%	$2,301,296,685	0.7%	$520,655
Short Variable	6,019	5.4%	47,927	5.4%	$107,245,127,887	33.9%	$2,237,677
CP	1,205	1.1%	2,728	0.3%	$45,470,612,000	14.4%	$16,668,113
Other	360	0.3%	3,457	0.4%	$5,131,679,436	1.6%	$1,484,431
Total	111,969	100%	885,907	100%	$316,381,441,949	100%	$357,127
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	56,096	96.4%	228,723	96.4%	$43,258,795,404	84.9%	$189,132
Long Note	375	0.6%	997	0.4%	$514,496,363	1.0%	$516,044
Short Note	38	0.1%	278	0.1%	$305,961,912	0.6%	$1,100,582
Long Variable	178	0.3%	1,185	0.5%	$466,618,000	0.9%	$393,770
Short Variable	1,373	2.4%	5,681	2.4%	$5,764,352,167	11.3%	$1,014,672
CP	2	0.0%	2	0.0%	$32,520,000	0.1%	$16,260,000
Other	127	0.2%	460	0.2%	$589,735,000	1.2%	$1,282,033
Total	58,189	100%	237,326	100%	$50,932,478,846	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	102,699	91.9%	592,664	91.4%	$106,389,908,868	40.1%	$179,511
Long Note	1,000	0.9%	3,449	0.5%	$3,645,121,660	1.4%	$1,056,863
Short Note	162	0.1%	1,264	0.2%	$2,118,441,734	0.8%	$1,675,982
Long Variable	317	0.3%	3,235	0.5%	$1,834,678,685	0.7%	$567,134
Short Variable	6,009	5.4%	42,246	6.5%	$101,480,775,720	38.2%	$2,402,139
CP	1,204	1.1%	2,726	0.4%	$45,438,092,000	17.1%	$16,668,412
Other	358	0.3%	2,997	0.5%	$4,541,944,436	1.7%	$1,515,497
Total	111,749	100%	648,581	100%	$265,448,963,103	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	94,216	92.1%	451,387	94.8%	$66,360,343,006	41.3%	$147,014
Long Note	983	1.0%	3,071	0.6%	$3,325,960,660	2.1%	$1,083,022
Short Note	161	0.2%	1,020	0.2%	$1,620,526,734	1.0%	$1,588,752
Long Variable	294	0.3%	2,382	0.5%	$1,203,196,685	0.7%	$505,120
Short Variable	5,123	5.0%	15,475	3.2%	$53,599,015,258	33.3%	$3,463,587
CP	1,180	1.2%	2,094	0.4%	$32,083,747,000	20.0%	$15,321,751
Other	332	0.3%	944	0.2%	$2,548,318,559	1.6%	$2,699,490
Total	102,289	100%	476,373	100%	160,741,107,902	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	84,497	93.3%	141,277	82.0%	$40,029,565,862	38.2%	$283,341
Long Note	305	0.3%	378	0.2%	$319,161,000	0.3%	$844,341
Short Note	30	0.0%	244	0.1%	$497,915,000	0.5%	$2,040,635
Long Variable	271	0.3%	853	0.5%	$631,482,000	0.6%	$740,307
Short Variable	4,723	5.2%	26,771	15.5%	$47,881,760,462	45.7%	$1,788,568
CP	451	0.5%	632	0.4%	$13,354,345,000	12.8%	$21,130,293
Other	254	0.3%	2,053	1.2%	$1,993,625,877	1.9%	$971,079
Total	90,531	100%	172,208	100%	104,707,855,201	100%