CUSIPs, Trades and Par Value by Security Type
June 2009
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	111,733	92.4%	937,008	94.9%	$161,464,389,046	46.0%	$172,319
Long Note	1,544	1.3%	6,698	0.7%	$12,655,713,782	3.6%	$1,889,477
Short Note	292	0.2%	977	0.1%	$1,713,028,441	0.5%	$1,753,356
Long Variable	350	0.3%	8,467	0.9%	$3,815,489,000	1.1%	$450,631
Short Variable	5,284	4.4%	30,473	3.1%	$129,645,271,736	37.0%	$4,254,431
CP	1,448	1.2%	2,899	0.3%	$40,356,448,000	11.5%	$13,920,817
Other	246	0.2%	1,140	0.1%	$1,095,147,809	0.3%	$960,656
Total	120,897	100%	987,662	100%	$350,745,487,814	100%	$355,127
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	66,605	97.1%	289,520	97.4%	$44,185,050,459	88.9%	$152,615
Long Note	592	0.9%	1,682	0.6%	$1,545,166,849	3.1%	$918,649
Short Note	69	0.1%	185	0.1%	$151,684,000	0.3%	$819,914
Long Variable	212	0.3%	2,496	0.8%	$659,522,000	1.3%	$264,232
Short Variable	1,021	1.5%	3,121	1.0%	$2,502,974,185	5.0%	$801,978
CP	41	0.1%	94	0.0%	$592,625,000	1.2%	$6,304,521
Other	82	0.1%	203	0.1%	$85,206,000	0.2%	$419,734
Total	68,622	100%	297,301	100%	$49,722,228,493	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	111,485	92.4%	647,488	93.8%	$117,279,338,587	39.0%	$181,130
Long Note	1,541	1.3%	5,016	0.7%	$11,110,546,933	3.7%	$2,215,021
Short Note	291	0.2%	792	0.1%	$1,561,344,441	0.5%	$1,971,394
Long Variable	349	0.3%	5,971	0.9%	$3,155,967,000	1.0%	$528,549
Short Variable	5,280	4.4%	27,352	4.0%	$127,142,297,551	42.2%	$4,648,373
CP	1,447	1.2%	2,805	0.4%	$39,763,823,000	13.2%	$14,176,051
Other	238	0.2%	937	0.1%	$1,009,941,809	0.3%	$1,077,846
Total	120,631	100%	690,361	100%	$301,023,259,321	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	104,715	92.7%	496,792	94.9%	$78,188,360,787	40.1%	$157,387
Long Note	1,527	1.4%	4,502	0.9%	$10,015,453,933	5.1%	$2,224,668
Short Note	289	0.3%	675	0.1%	$1,445,169,579	0.7%	$2,140,992
Long Variable	336	0.3%	5,038	1.0%	$2,478,118,000	1.3%	$491,885
Short Variable	4,402	3.9%	13,655	2.6%	$69,110,187,586	35.4%	$5,061,163
CP	1,425	1.3%	2,404	0.5%	$33,118,032,000	17.0%	$13,776,220
Other	210	0.2%	630	0.1%	$632,249,486	0.3%	$1,003,571
Total	112,904	100%	523,696	100%	194,987,571,371	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	86,644	94.0%	150,696	90.4%	$39,090,977,800	36.9%	$259,403
Long Note	394	0.4%	514	0.3%	$1,095,093,000	1.0%	$2,130,531
Short Note	30	0.0%	117	0.1%	$116,174,862	0.1%	$992,948
Long Variable	291	0.3%	933	0.6%	$677,849,000	0.6%	$726,526
Short Variable	4,371	4.7%	13,697	8.2%	$58,032,109,965	54.7%	$4,236,848
CP	314	0.3%	401	0.2%	$6,645,791,000	6.3%	$16,573,045
Other	158	0.2%	307	0.2%	$377,692,323	0.4%	$1,230,268
Total	92,202	100%	166,665	100%	106,035,687,950	100%