CUSIPs, Trades and Par Value by Security Type
March 2009
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	111,166	92.3%	897,621	95.0%	$150,165,319,029	48.1%	$167,293
Long Note	1,293	1.1%	5,822	0.6%	$3,364,673,336	1.1%	$577,924
Short Note	185	0.2%	1,035	0.1%	$1,406,031,124	0.4%	$1,358,484
Long Variable	352	0.3%	5,157	0.5%	$3,242,037,000	1.0%	$628,667
Short Variable	5,779	4.8%	31,025	3.3%	$107,251,643,507	34.3%	$3,456,943
CP	1,439	1.2%	2,753	0.3%	$45,943,540,000	14.7%	$16,688,536
Other	262	0.2%	1,115	0.1%	$1,102,399,465	0.4%	$988,699
Total	120,476	100%	944,528	100%	$312,475,643,461	100%	$330,827
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	58,669	97.1%	236,295	97.4%	$42,407,100,176	90.4%	$179,467
Long Note	474	0.8%	1,376	0.6%	$589,796,681	1.3%	$428,631
Short Note	42	0.1%	201	0.1%	$447,650,000	1.0%	$2,227,114
Long Variable	194	0.3%	1,244	0.5%	$396,544,000	0.8%	$318,765
Short Variable	946	1.6%	3,118	1.3%	$2,924,984,000	6.2%	$938,096
CP	7	0.0%	7	0.0%	$75,256,000	0.2%	$10,750,857
Other	77	0.1%	249	0.1%	$90,069,000	0.2%	$361,723
Total	60,409	100%	242,490	100%	$46,931,399,857	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	110,953	92.3%	661,326	94.2%	$107,758,218,853	40.6%	$162,943
Long Note	1,288	1.1%	4,446	0.6%	$2,774,876,655	1.0%	$624,129
Short Note	185	0.2%	834	0.1%	$958,381,124	0.4%	$1,149,138
Long Variable	352	0.3%	3,913	0.6%	$2,845,493,000	1.1%	$727,190
Short Variable	5,773	4.8%	27,907	4.0%	$104,326,659,507	39.3%	$3,738,369
CP	1,439	1.2%	2,746	0.4%	$45,868,284,000	17.3%	$16,703,672
Other	261	0.2%	866	0.1%	$1,012,330,465	0.4%	$1,168,973
Total	120,251	100%	702,038	100%	$265,544,243,604	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	104,220	92.6%	507,919	95.3%	$70,250,237,800	40.8%	$138,310
Long Note	1,264	1.1%	3,926	0.7%	$2,486,787,655	1.4%	$633,415
Short Note	185	0.2%	649	0.1%	$725,246,124	0.4%	$1,117,482
Long Variable	333	0.3%	2,974	0.6%	$2,229,585,000	1.3%	$749,692
Short Variable	4,903	4.4%	14,525	2.7%	$60,671,152,207	35.2%	$4,177,016
CP	1,434	1.3%	2,186	0.4%	$35,217,431,000	20.4%	$16,110,444
Other	230	0.2%	560	0.1%	$752,414,005	0.4%	$1,343,596
Total	112,569	100%	532,739	100%	172,332,853,791	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	88,543	93.9%	153,407	90.6%	$37,507,981,053	40.2%	$244,500
Long Note	422	0.4%	520	0.3%	$288,089,000	0.3%	$554,017
Short Note	19	0.0%	185	0.1%	$233,135,000	0.3%	$1,260,189
Long Variable	290	0.3%	939	0.6%	$615,908,000	0.7%	$655,919
Short Variable	4,421	4.7%	13,382	7.9%	$43,655,507,300	46.8%	$3,262,256
CP	436	0.5%	560	0.3%	$10,650,853,000	11.4%	$19,019,380
Other	157	0.2%	306	0.2%	$259,916,460	0.3%	$849,400
Total	94,288	100%	169,299	100%	93,211,389,813	100%