CUSIPs, Trades and Par Value by Security Type
May 2008
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	96,882	89.9%	704,348	84.3%	$162,669,075,760	40.0%	$230,950
Long Note	1,336	1.2%	5,274	0.6%	$3,659,666,961	0.9%	$693,907
Short Note	243	0.2%	776	0.1%	$1,304,227,375	0.3%	$1,680,705
Long Variable	311	0.3%	3,293	0.4%	$2,850,623,000	0.7%	$865,661
Short Variable	7,627	7.1%	113,707	13.6%	$211,808,333,587	52.1%	$1,862,755
CP	763	0.7%	1,391	0.2%	$15,640,145,000	3.8%	$11,243,814
Other	614	0.6%	6,551	0.8%	$8,919,030,612	2.2%	$1,361,476
Total	107,776	100%	835,340	100%	$406,851,102,295	100%	$487,049
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	57,367	94.6%	229,997	91.2%	$46,009,080,953	72.6%	$200,042
Long Note	571	0.9%	1,496	0.6%	$714,215,122	1.1%	$477,417
Short Note	77	0.1%	170	0.1%	$94,078,000	0.1%	$553,400
Long Variable	178	0.3%	820	0.3%	$251,270,000	0.4%	$306,427
Short Variable	2,340	3.9%	18,866	7.5%	$15,561,395,000	24.6%	$824,838
CP	8	0.0%	12	0.0%	$332,000,000	0.5%	$27,666,667
Other	98	0.2%	891	0.4%	$415,505,000	0.7%	$466,336
Total	60,639	100%	252,252	100%	$63,377,544,075	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	96,545	89.9%	474,351	81.4%	$116,659,994,807	34.0%	$245,936
Long Note	1,331	1.2%	3,778	0.6%	$2,945,451,839	0.9%	$779,633
Short Note	241	0.2%	606	0.1%	$1,210,149,375	0.4%	$1,996,946
Long Variable	311	0.3%	2,473	0.4%	$2,599,353,000	0.8%	$1,051,093
Short Variable	7,617	7.1%	94,841	16.3%	$196,246,938,587	57.1%	$2,069,220
CP	763	0.7%	1,379	0.2%	$15,308,145,000	4.5%	$11,100,903
Other	612	0.6%	5,660	1.0%	$8,503,525,612	2.5%	$1,502,390
Total	107,420	100%	583,088	100%	$343,473,558,220	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	89,456	89.9%	358,908	87.4%	$73,620,476,720	35.3%	$205,124
Long Note	1,289	1.3%	3,341	0.8%	$2,532,453,898	1.2%	$757,993
Short Note	241	0.2%	561	0.1%	$1,022,726,375	0.5%	$1,823,042
Long Variable	304	0.3%	1,780	0.4%	$2,187,762,000	1.0%	$1,229,080
Short Variable	6,953	7.0%	42,135	10.3%	$113,324,919,476	54.3%	$2,689,567
CP	749	0.8%	1,023	0.2%	$11,549,563,000	5.5%	$11,289,895
Other	542	0.5%	3,132	0.8%	$4,313,614,612	2.1%	$1,377,272
Total	99,534	100%	410,880	100%	208,551,516,081	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	73,462	90.9%	115,443	67.0%	$43,039,518,087	31.9%	$372,821
Long Note	320	0.4%	437	0.3%	$412,997,941	0.3%	$945,075
Short Note	17	0.0%	45	0.0%	$187,423,000	0.1%	$4,164,956
Long Variable	248	0.3%	693	0.4%	$411,591,000	0.3%	$593,926
Short Variable	5,948	7.4%	52,706	30.6%	$82,922,019,111	61.5%	$1,573,294
CP	292	0.4%	356	0.2%	$3,758,582,000	2.8%	$10,557,815
Other	508	0.6%	2,528	1.5%	$4,189,911,000	3.1%	$1,657,402
Total	80,795	100%	172,208	100%	134,922,042,139	100%