CUSIPs, Trades and Par Value by Security Type
May 2009
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	103,594	92.4%	741,127	94.4%	$142,939,295,772	48.9%	$192,867
Long Note	1,396	1.2%	5,642	0.7%	$6,433,624,333	2.2%	$1,140,309
Short Note	263	0.2%	1,273	0.2%	$1,084,961,324	0.4%	$852,287
Long Variable	353	0.3%	5,320	0.7%	$4,428,571,000	1.5%	$832,438
Short Variable	5,159	4.6%	28,114	3.6%	$104,513,951,005	35.8%	$3,717,506
CP	1,081	1.0%	2,043	0.3%	$32,053,130,000	11.0%	$15,689,246
Other	230	0.2%	1,542	0.2%	$837,243,479	0.3%	$542,959
Total	112,076	100%	785,061	100%	$292,290,776,913	100%	$372,316
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	53,483	97.1%	202,674	97.4%	$38,662,032,150	90.2%	$190,760
Long Note	478	0.9%	1,236	0.6%	$1,016,662,122	2.4%	$822,542
Short Note	60	0.1%	248	0.1%	$176,212,134	0.4%	$710,533
Long Variable	189	0.3%	1,210	0.6%	$486,601,000	1.1%	$402,150
Short Variable	789	1.4%	2,454	1.2%	$2,203,999,000	5.1%	$898,125
CP	11	0.0%	12	0.0%	$247,907,000	0.6%	$20,658,917
Other	81	0.1%	197	0.1%	$62,805,000	0.1%	$318,807
Total	55,091	100%	208,031	100%	$42,856,218,406	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	103,217	92.4%	538,453	93.3%	$104,277,263,622	41.8%	$193,661
Long Note	1,393	1.2%	4,406	0.8%	$5,416,962,211	2.2%	$1,229,451
Short Note	263	0.2%	1,025	0.2%	$908,749,190	0.4%	$886,585
Long Variable	353	0.3%	4,110	0.7%	$3,941,970,000	1.6%	$959,117
Short Variable	5,156	4.6%	25,660	4.4%	$102,309,952,005	41.0%	$3,987,138
CP	1,079	1.0%	2,031	0.4%	$31,805,223,000	12.8%	$15,659,883
Other	229	0.2%	1,345	0.2%	$774,438,479	0.3%	$575,791
Total	111,690	100%	577,030	100%	$249,434,558,507	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	95,173	92.5%	401,224	94.3%	$64,876,205,796	40.8%	$161,696
Long Note	1,364	1.3%	3,955	0.9%	$4,800,110,411	3.0%	$1,213,682
Short Note	261	0.3%	856	0.2%	$730,169,190	0.5%	$853,001
Long Variable	330	0.3%	3,197	0.8%	$3,278,646,000	2.1%	$1,025,538
Short Variable	4,424	4.3%	13,595	3.2%	$59,087,738,005	37.1%	$4,346,285
CP	1,075	1.0%	1,682	0.4%	$25,836,703,000	16.2%	$15,360,703
Other	211	0.2%	1,082	0.3%	$505,192,502	0.3%	$466,906
Total	102,838	100%	425,591	100%	159,114,764,904	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	80,491	94.1%	137,229	90.6%	$39,401,057,826	43.6%	$287,119
Long Note	384	0.4%	451	0.3%	$616,851,800	0.7%	$1,367,742
Short Note	29	0.0%	169	0.1%	$178,580,000	0.2%	$1,056,686
Long Variable	287	0.3%	913	0.6%	$663,324,000	0.7%	$726,532
Short Variable	3,919	4.6%	12,065	8.0%	$43,222,214,000	47.9%	$3,582,446
CP	254	0.3%	349	0.2%	$5,968,520,000	6.6%	$17,101,777
Other	137	0.2%	263	0.2%	$269,245,977	0.3%	$1,023,749
Total	85,501	100%	151,439	100%	90,319,793,603	100%