CUSIPs, Trades and Par Value by Security Type
June 2008
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	95,864	89.8%	757,395	87.4%	$171,043,147,049	37.2%	$225,831
Long Note	1,538	1.4%	6,107	0.7%	$14,894,429,342	3.2%	$2,438,911
Short Note	240	0.2%	790	0.1%	$5,005,556,345	1.1%	$6,336,147
Long Variable	329	0.3%	4,327	0.5%	$2,886,345,000	0.6%	$667,055
Short Variable	7,203	6.7%	91,901	10.6%	$237,637,506,941	51.7%	$2,585,799
CP	1,066	1.0%	1,776	0.2%	$22,051,968,000	4.8%	$12,416,649
Other	543	0.5%	4,731	0.5%	$6,402,687,676	1.4%	$1,353,348
Total	106,783	100%	867,027	100%	$459,921,640,353	100%	$530,458
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	56,525	94.5%	240,221	92.3%	$45,545,602,650	75.2%	$189,599
Long Note	576	1.0%	1,594	0.6%	$1,117,863,243	1.8%	$701,294
Short Note	88	0.1%	191	0.1%	$296,427,786	0.5%	$1,551,978
Long Variable	183	0.3%	1,207	0.5%	$575,459,000	1.0%	$476,768
Short Variable	2,307	3.9%	16,452	6.3%	$12,528,201,000	20.7%	$761,500
CP	6	0.0%	9	0.0%	$226,261,000	0.4%	$25,140,111
Other	114	0.2%	587	0.2%	$265,765,000	0.4%	$452,751
Total	59,799	100%	260,261	100%	$60,555,579,679	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	95,603	89.8%	517,174	85.2%	$125,497,544,399	31.4%	$242,660
Long Note	1,531	1.4%	4,513	0.7%	$13,776,566,099	3.4%	$3,052,640
Short Note	240	0.2%	599	0.1%	$4,709,128,559	1.2%	$7,861,650
Long Variable	328	0.3%	3,120	0.5%	$2,310,886,000	0.6%	$740,669
Short Variable	7,173	6.7%	75,449	12.4%	$225,109,305,941	56.4%	$2,983,596
CP	1,065	1.0%	1,767	0.3%	$21,825,707,000	5.5%	$12,351,843
Other	509	0.5%	4,144	0.7%	$6,136,922,676	1.5%	$1,480,918
Total	106,449	100%	606,766	100%	$399,366,060,674	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	88,442	90.2%	402,685	90.1%	$79,391,424,786	33.2%	$197,155
Long Note	1,500	1.5%	4,067	0.9%	$12,675,941,099	5.3%	$3,116,779
Short Note	237	0.2%	532	0.1%	$2,713,958,559	1.1%	$5,101,426
Long Variable	310	0.3%	2,361	0.5%	$1,622,608,000	0.7%	$687,255
Short Variable	6,054	6.2%	32,836	7.4%	$122,551,922,172	51.2%	$3,732,243
CP	1,050	1.1%	1,351	0.3%	$16,857,356,000	7.0%	$12,477,688
Other	455	0.5%	2,870	0.6%	$3,467,616,674	1.4%	$1,208,229
Total	98,048	100%	446,702	100%	239,280,827,290	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	73,007	90.6%	114,489	71.5%	$46,106,119,613	28.8%	$402,712
Long Note	341	0.4%	446	0.3%	$1,100,625,000	0.7%	$2,467,769
Short Note	23	0.0%	67	0.0%	$1,995,170,000	1.2%	$29,778,657
Long Variable	280	0.3%	759	0.5%	$688,278,000	0.4%	$906,822
Short Variable	6,195	7.7%	42,613	26.6%	$102,557,383,769	64.1%	$2,406,716
CP	344	0.4%	416	0.3%	$4,968,351,000	3.1%	$11,943,151
Other	382	0.5%	1,274	0.8%	$2,669,306,002	1.7%	$2,095,217
Total	80,572	100%	160,064	100%	160,085,233,384	100%