CUSIPs, Trades and Par Value by Security Type
March 2008
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	102,648	88.6%	874,001	81.6%	$253,835,260,391	43.3%	$290,429
Long Note	1,252	1.1%	4,265	0.4%	$3,202,297,487	0.5%	$750,832
Short Note	184	0.2%	549	0.1%	$919,965,100	0.2%	$1,675,711
Long Variable	338	0.3%	4,433	0.4%	$4,581,954,930	0.8%	$1,033,601
Short Variable	9,454	8.2%	178,762	16.7%	$288,143,448,344	49.1%	$1,611,883
CP	1,163	1.0%	2,043	0.2%	$23,623,064,000	4.0%	$11,562,929
Other	754	0.7%	7,517	0.7%	$12,555,699,652	2.1%	$1,670,307
Total	115,793	100%	1,071,570	100%	$586,861,689,904	100%	$547,665
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	56,759	92.5%	261,929	87.0%	$70,768,332,261	68.0%	$270,181
Long Note	494	0.8%	1,160	0.4%	$490,235,075	0.5%	$422,616
Short Note	47	0.1%	117	0.0%	$113,940,000	0.1%	$973,846
Long Variable	186	0.3%	1,082	0.4%	$571,209,000	0.5%	$527,920
Short Variable	3,731	6.1%	35,427	11.8%	$30,791,020,882	29.6%	$869,140
CP	5	0.0%	5	0.0%	$62,746,000	0.1%	$12,549,200
Other	149	0.2%	1,461	0.5%	$1,318,144,000	1.3%	$902,220
Total	61,371	100%	301,181	100%	$104,115,627,218	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	102,396	88.6%	612,072	79.4%	$183,066,928,130	37.9%	$299,094
Long Note	1,248	1.1%	3,105	0.4%	$2,712,062,412	0.6%	$873,450
Short Note	184	0.2%	432	0.1%	$806,025,100	0.2%	$1,865,799
Long Variable	338	0.3%	3,351	0.4%	$4,010,745,930	0.8%	$1,196,880
Short Variable	9,446	8.2%	143,335	18.6%	$257,352,427,462	53.3%	$1,795,461
CP	1,163	1.0%	2,038	0.3%	$23,560,318,000	4.9%	$11,560,509
Other	741	0.6%	6,056	0.8%	$11,237,555,652	2.3%	$1,855,607
Total	115,516	100%	770,389	100%	$482,746,062,686	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	94,426	88.8%	478,575	87.4%	$113,697,393,373	38.8%	$237,575
Long Note	1,196	1.1%	2,596	0.5%	$2,147,184,372	0.7%	$827,113
Short Note	179	0.2%	356	0.1%	$727,658,100	0.2%	$2,043,983
Long Variable	324	0.3%	2,654	0.5%	$3,507,259,465	1.2%	$1,321,499
Short Variable	8,497	8.0%	59,076	10.8%	$148,717,047,211	50.7%	$2,517,385
CP	1,106	1.0%	1,578	0.3%	$18,540,040,000	6.3%	$11,749,075
Other	656	0.6%	2,816	0.5%	$6,056,016,881	2.1%	$2,150,574
Total	106,384	100%	547,651	100%	293,392,599,402	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	79,719	89.2%	133,497	59.9%	$69,369,534,757	36.6%	$519,634
Long Note	397	0.4%	509	0.2%	$564,878,040	0.3%	$1,109,780
Short Note	19	0.0%	76	0.0%	$78,367,000	0.0%	$1,031,145
Long Variable	248	0.3%	697	0.3%	$503,486,465	0.3%	$722,362
Short Variable	8,012	9.0%	84,259	37.8%	$108,635,380,251	57.4%	$1,289,303
CP	361	0.4%	460	0.2%	$5,020,278,000	2.7%	$10,913,648
Other	584	0.7%	3,240	1.5%	$5,181,538,771	2.7%	$1,599,240
Total	89,340	100%	222,738	100%	189,353,463,284	100%