CUSIPs, Trades and Par Value by Security Type
January 2010
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	105,608	93.7%	776,579	95.6%	$138,974,016,709	47.3%	$178,957
Long Note	1,234	1.1%	5,040	0.6%	$5,013,843,807	1.7%	$994,810
Short Note	243	0.2%	1,686	0.2%	$2,302,864,097	0.8%	$1,365,874
Long Variable	329	0.3%	3,116	0.4%	$2,089,860,000	0.7%	$670,687
Short Variable	4,380	3.9%	23,794	2.9%	$124,046,190,400	42.2%	$5,213,339
CP	689	0.6%	1,476	0.2%	$19,888,675,000	6.8%	$13,474,712
Other	168	0.1%	807	0.1%	$1,336,146,332	0.5%	$1,655,696
Total	112,651	100%	812,498	100%	$293,651,596,345	100%	$361,418
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	61,201	97.4%	239,098	98.0%	$39,566,914,324	85.2%	$165,484
Long Note	449	0.7%	1,134	0.5%	$655,332,964	1.4%	$577,895
Short Note	54	0.1%	436	0.2%	$454,877,000	1.0%	$1,043,296
Long Variable	181	0.3%	806	0.3%	$245,112,000	0.5%	$304,109
Short Variable	799	1.3%	2,187	0.9%	$4,445,311,000	9.6%	$2,032,607
CP	68	0.1%	98	0.0%	$900,635,000	1.9%	$9,190,153
Other	60	0.1%	179	0.1%	$188,355,000	0.4%	$1,052,263
Total	62,812	100%	243,938	100%	$46,456,537,288	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	105,294	93.7%	537,481	94.5%	$99,407,102,385	40.2%	$184,950
Long Note	1,228	1.1%	3,906	0.7%	$4,358,510,843	1.8%	$1,115,850
Short Note	241	0.2%	1,250	0.2%	$1,847,987,097	0.7%	$1,478,390
Long Variable	328	0.3%	2,310	0.4%	$1,844,748,000	0.7%	$798,592
Short Variable	4,373	3.9%	21,607	3.8%	$119,600,879,400	48.4%	$5,535,284
CP	685	0.6%	1,378	0.2%	$18,988,040,000	7.7%	$13,779,419
Other	168	0.1%	628	0.1%	$1,147,791,332	0.5%	$1,827,693
Total	112,317	100%	568,560	100%	$247,195,059,057	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	97,252	94.1%	393,939	95.7%	$65,725,790,465	44.1%	$166,843
Long Note	1,195	1.2%	3,298	0.8%	$3,799,623,843	2.5%	$1,152,099
Short Note	227	0.2%	1,013	0.2%	$1,435,778,097	1.0%	$1,417,353
Long Variable	308	0.3%	1,545	0.4%	$1,304,779,000	0.9%	$844,517
Short Variable	3,532	3.4%	10,398	2.5%	$61,633,891,900	41.3%	$5,927,476
CP	673	0.7%	1,077	0.3%	$14,610,999,000	9.8%	$13,566,387
Other	146	0.1%	362	0.1%	$662,065,328	0.4%	$1,828,910
Total	103,333	100%	411,632	100%	149,172,927,633	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	83,547	94.6%	143,542	91.5%	$33,681,311,920	34.4%	$234,644
Long Note	466	0.5%	608	0.4%	$558,887,000	0.6%	$919,222
Short Note	46	0.1%	237	0.2%	$412,209,000	0.4%	$1,739,278
Long Variable	278	0.3%	765	0.5%	$539,969,000	0.6%	$705,842
Short Variable	3,677	4.2%	11,209	7.1%	$57,966,987,500	59.1%	$5,171,468
CP	210	0.2%	301	0.2%	$4,377,041,000	4.5%	$14,541,664
Other	125	0.1%	266	0.2%	$485,726,004	0.5%	$1,826,038
Total	88,349	100%	156,928	100%	98,022,131,424	100%