CUSIPs, Trades and Par Value by Security Type
November 2009
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	99,594	93.3%	774,044	95.6%	$132,012,844,160	46.1%	$170,550
Long Note	1,315	1.2%	4,707	0.6%	$3,014,354,719	1.1%	$640,398
Short Note	270	0.3%	2,147	0.3%	$2,653,745,321	0.9%	$1,236,025
Long Variable	307	0.3%	3,154	0.4%	$2,085,906,000	0.7%	$661,353
Short Variable	4,253	4.0%	23,416	2.9%	$122,805,679,947	42.9%	$5,244,520
CP	818	0.8%	1,714	0.2%	$22,028,259,000	7.7%	$12,851,960
Other	176	0.2%	824	0.1%	$1,948,796,663	0.7%	$2,365,044
Total	106,733	100%	810,006	100%	$286,549,585,810	100%	$353,762
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	56,894	97.2%	230,934	98.0%	$38,888,957,752	88.5%	$168,399
Long Note	451	0.8%	1,044	0.4%	$505,078,892	1.1%	$483,792
Short Note	81	0.1%	586	0.2%	$703,938,729	1.6%	$1,201,261
Long Variable	168	0.3%	834	0.4%	$291,542,000	0.7%	$349,571
Short Variable	800	1.4%	2,065	0.9%	$2,794,495,000	6.4%	$1,353,266
CP	45	0.1%	65	0.0%	$567,381,000	1.3%	$8,728,938
Other	65	0.1%	164	0.1%	$198,232,000	0.5%	$1,208,732
Total	58,504	100%	235,692	100%	$43,949,625,373	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	99,353	93.3%	543,110	94.6%	$93,123,886,408	38.4%	$171,464
Long Note	1,312	1.2%	3,663	0.6%	$2,509,275,827	1.0%	$685,033
Short Note	269	0.3%	1,561	0.3%	$1,949,806,592	0.8%	$1,249,075
Long Variable	307	0.3%	2,320	0.4%	$1,794,364,000	0.7%	$773,433
Short Variable	4,204	3.9%	21,351	3.7%	$120,011,184,947	49.5%	$5,620,870
CP	818	0.8%	1,649	0.3%	$21,460,878,000	8.8%	$13,014,480
Other	174	0.2%	660	0.1%	$1,750,564,663	0.7%	$2,652,371
Total	106,437	100%	574,314	100%	$242,599,960,437	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	91,509	93.5%	412,151	95.7%	$62,850,908,296	41.3%	$152,495
Long Note	1,290	1.3%	3,169	0.7%	$2,178,819,047	1.4%	$687,542
Short Note	266	0.3%	1,380	0.3%	$1,656,848,592	1.1%	$1,200,615
Long Variable	287	0.3%	1,555	0.4%	$1,195,924,000	0.8%	$769,083
Short Variable	3,539	3.6%	10,608	2.5%	$65,950,537,947	43.4%	$6,217,057
CP	804	0.8%	1,264	0.3%	$17,177,686,000	11.3%	$13,589,941
Other	148	0.2%	348	0.1%	$1,015,820,646	0.7%	$2,919,025
Total	97,843	100%	430,475	100%	152,026,544,528	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	78,634	94.5%	130,959	91.0%	$30,272,978,112	33.4%	$231,164
Long Note	427	0.5%	494	0.3%	$330,456,780	0.4%	$668,941
Short Note	32	0.0%	181	0.1%	$292,958,000	0.3%	$1,618,552
Long Variable	265	0.3%	765	0.5%	$598,440,000	0.7%	$782,275
Short Variable	3,530	4.2%	10,743	7.5%	$54,060,647,000	59.7%	$5,032,174
CP	204	0.2%	385	0.3%	$4,283,192,000	4.7%	$11,125,174
Other	134	0.2%	312	0.2%	$734,744,017	0.8%	$2,354,949
Total	83,226	100%	143,839	100%	90,573,415,909	100%