CUSIPs, Trades and Par Value by Security Type
July 2009
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	105,897	92.8%	868,280	95.0%	$147,610,774,967	46.3%	$170,004
Long Note	1,382	1.2%	8,301	0.9%	$9,488,529,824	3.0%	$1,143,059
Short Note	760	0.7%	2,139	0.2%	$18,402,203,478	5.8%	$8,603,181
Long Variable	339	0.3%	4,593	0.5%	$3,062,794,578	1.0%	$666,840
Short Variable	4,940	4.3%	28,857	3.2%	$123,264,671,200	38.7%	$4,271,569
CP	633	0.6%	1,152	0.1%	$15,902,161,000	5.0%	$13,803,959
Other	214	0.2%	895	0.1%	$1,163,624,493	0.4%	$1,300,139
Total	114,165	100%	914,217	100%	$318,894,759,540	100%	$348,817
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	62,983	97.1%	271,901	97.5%	$43,743,352,328	89.3%	$160,880
Long Note	512	0.8%	2,139	0.8%	$1,434,296,133	2.9%	$670,545
Short Note	103	0.2%	162	0.1%	$371,963,000	0.8%	$2,296,068
Long Variable	203	0.3%	1,300	0.5%	$487,390,000	1.0%	$374,915
Short Variable	1,005	1.5%	3,273	1.2%	$2,715,192,000	5.5%	$829,573
CP	20	0.0%	34	0.0%	$168,361,000	0.3%	$4,951,794
Other	58	0.1%	163	0.1%	$87,813,000	0.2%	$538,730
Total	64,884	100%	278,972	100%	$49,008,367,461	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	105,585	92.8%	596,379	93.9%	$103,867,422,639	38.5%	$174,163
Long Note	1,373	1.2%	6,162	1.0%	$8,054,233,691	3.0%	$1,307,081
Short Note	758	0.7%	1,977	0.3%	$18,030,240,478	6.7%	$9,120,000
Long Variable	337	0.3%	3,293	0.5%	$2,575,404,578	1.0%	$782,085
Short Variable	4,934	4.3%	25,584	4.0%	$120,549,479,200	44.7%	$4,711,909
CP	633	0.6%	1,118	0.2%	$15,733,800,000	5.8%	$14,073,166
Other	213	0.2%	732	0.1%	$1,075,811,493	0.4%	$1,469,688
Total	113,833	100%	635,245	100%	$269,886,392,079	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	98,203	93.0%	453,418	94.9%	$66,070,418,067	39.1%	$145,716
Long Note	1,351	1.3%	5,717	1.2%	$7,548,314,691	4.5%	$1,320,328
Short Note	755	0.7%	1,780	0.4%	$15,244,948,478	9.0%	$8,564,578
Long Variable	319	0.3%	2,438	0.5%	$1,845,320,000	1.1%	$756,899
Short Variable	4,126	3.9%	12,815	2.7%	$63,678,108,600	37.7%	$4,969,029
CP	633	0.6%	989	0.2%	$13,919,396,000	8.2%	$14,074,212
Other	168	0.2%	450	0.1%	$769,256,538	0.5%	$1,709,459
Total	105,555	100%	477,607	100%	169,075,762,374	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	84,169	94.3%	142,961	90.7%	$37,797,004,572	37.5%	$264,387
Long Note	356	0.4%	445	0.3%	$505,919,000	0.5%	$1,136,897
Short Note	150	0.2%	197	0.1%	$2,785,292,000	2.8%	$14,138,538
Long Variable	279	0.3%	855	0.5%	$730,084,578	0.7%	$853,900
Short Variable	4,088	4.6%	12,769	8.1%	$56,871,370,600	56.4%	$4,453,863
CP	104	0.1%	129	0.1%	$1,814,404,000	1.8%	$14,065,147
Other	154	0.2%	282	0.2%	$306,554,955	0.3%	$1,087,074
Total	89,300	100%	157,638	100%	100,810,629,705	100%