CUSIPs, Trades and Par Value by Security Type
November 2008
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	95,879	90.6%	733,281	90.9%	$128,031,061,850	43.2%	$174,600
Long Note	1,072	1.0%	4,482	0.6%	$4,139,783,968	1.4%	$923,647
Short Note	144	0.1%	715	0.1%	$2,161,646,500	0.7%	$3,023,282
Long Variable	318	0.3%	3,712	0.5%	$2,182,828,000	0.7%	$588,046
Short Variable	6,566	6.2%	58,534	7.3%	$116,500,483,565	39.4%	$1,990,304
CP	1,370	1.3%	2,551	0.3%	$39,247,877,000	13.3%	$15,385,291
Other	487	0.5%	3,276	0.4%	$3,765,259,659	1.3%	$1,149,347
Total	105,836	100%	806,551	100%	$296,028,940,542	100%	$367,031
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	50,963	95.8%	202,472	96.1%	$36,832,678,733	88.7%	$181,915
Long Note	429	0.8%	1,189	0.6%	$505,938,690	1.2%	$425,516
Short Note	52	0.1%	167	0.1%	$85,251,000	0.2%	$510,485
Long Variable	169	0.3%	854	0.4%	$168,275,000	0.4%	$197,043
Short Variable	1,440	2.7%	5,537	2.6%	$3,713,756,000	8.9%	$670,716
CP	7	0.0%	7	0.0%	$63,320,000	0.2%	$9,045,714
Other	127	0.2%	518	0.2%	$152,160,000	0.4%	$293,745
Total	53,187	100%	210,744	100%	$41,521,379,423	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	95,651	90.6%	530,809	89.1%	$91,198,383,117	35.8%	$171,810
Long Note	1,067	1.0%	3,293	0.6%	$3,633,845,278	1.4%	$1,103,506
Short Note	144	0.1%	548	0.1%	$2,076,395,500	0.8%	$3,789,043
Long Variable	318	0.3%	2,858	0.5%	$2,014,553,000	0.8%	$704,882
Short Variable	6,550	6.2%	52,997	8.9%	$112,786,727,565	44.3%	$2,128,172
CP	1,370	1.3%	2,544	0.4%	$39,184,557,000	15.4%	$15,402,735
Other	487	0.5%	2,758	0.5%	$3,613,099,659	1.4%	$1,310,043
Total	105,587	100%	595,807	100%	$254,507,561,119	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	86,655	91.0%	400,498	94.0%	$56,635,098,200	35.1%	$141,412
Long Note	1,026	1.1%	2,832	0.7%	$3,216,003,564	2.0%	$1,135,594
Short Note	141	0.1%	464	0.1%	$2,022,185,500	1.3%	$4,358,158
Long Variable	299	0.3%	2,177	0.5%	$1,737,584,000	1.1%	$798,155
Short Variable	5,379	5.6%	16,710	3.9%	$66,170,888,944	41.0%	$3,959,957
CP	1,321	1.4%	1,982	0.5%	$29,015,571,000	18.0%	$14,639,541
Other	437	0.5%	1,176	0.3%	$2,575,747,263	1.6%	$2,190,261
Total	95,258	100%	425,839	100%	161,373,078,471	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	79,239	92.4%	130,311	76.7%	$34,563,284,917	37.1%	$265,237
Long Note	369	0.4%	461	0.3%	$417,841,714	0.4%	$906,381
Short Note	30	0.0%	84	0.0%	$54,210,000	0.1%	$645,357
Long Variable	251	0.3%	681	0.4%	$276,969,000	0.3%	$406,709
Short Variable	5,100	5.9%	36,287	21.3%	$46,615,838,621	50.1%	$1,284,643
CP	481	0.6%	562	0.3%	$10,168,986,000	10.9%	$18,094,281
Other	304	0.4%	1,582	0.9%	$1,037,352,396	1.1%	$655,722
Total	85,774	100%	169,968	100%	93,134,482,648	100%