CUSIPs, Trades and Par Value by Security Type
October 2008
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	110,621	90.1%	1,030,047	90.4%	$209,769,387,783	46.1%	$203,650
Long Note	1,144	0.9%	5,190	0.5%	$4,081,455,491	0.9%	$786,408
Short Note	156	0.1%	15,628	1.4%	$12,399,565,218	2.7%	$793,420
Long Variable	319	0.3%	3,403	0.3%	$1,597,535,000	0.4%	$469,449
Short Variable	8,699	7.1%	77,187	6.8%	$189,053,645,123	41.5%	$2,449,294
CP	1,129	0.9%	1,935	0.2%	$29,803,850,000	6.5%	$15,402,506
Other	761	0.6%	6,220	0.5%	$8,426,594,208	1.9%	$1,354,758
Total	122,829	100%	1,139,610	100%	$455,132,032,823	100%	$399,375
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	62,158	95.8%	290,238	95.4%	$54,866,292,201	82.1%	$189,039
Long Note	482	0.7%	1,411	0.5%	$491,516,190	0.7%	$348,346
Short Note	45	0.1%	2,211	0.7%	$5,244,647,358	7.9%	$2,372,070
Long Variable	177	0.3%	891	0.3%	$205,192,000	0.3%	$230,294
Short Variable	1,863	2.9%	8,555	2.8%	$5,484,945,000	8.2%	$641,139
CP	12	0.0%	14	0.0%	$45,230,000	0.1%	$3,230,714
Other	158	0.2%	831	0.3%	$466,200,000	0.7%	$561,011
Total	64,895	100%	304,151	100%	$66,804,022,749	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	110,379	90.1%	739,809	88.6%	$154,903,095,582	39.9%	$209,383
Long Note	1,139	0.9%	3,779	0.5%	$3,589,939,301	0.9%	$949,971
Short Note	155	0.1%	13,417	1.6%	$7,154,917,860	1.8%	$533,273
Long Variable	318	0.3%	2,512	0.3%	$1,392,343,000	0.4%	$554,277
Short Variable	8,686	7.1%	68,632	8.2%	$183,568,700,123	47.3%	$2,674,681
CP	1,126	0.9%	1,921	0.2%	$29,758,620,000	7.7%	$15,491,213
Other	759	0.6%	5,389	0.6%	$7,960,394,208	2.0%	$1,477,156
Total	122,562	100%	835,459	100%	$388,328,010,074	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	103,429	90.6%	572,485	92.3%	$91,070,493,631	37.7%	$159,079
Long Note	1,086	1.0%	3,143	0.5%	$3,080,730,301	1.3%	$980,188
Short Note	154	0.1%	13,358	2.2%	$7,117,187,860	2.9%	$532,803
Long Variable	296	0.3%	1,754	0.3%	$1,070,873,000	0.4%	$610,532
Short Variable	7,369	6.5%	25,118	4.0%	$109,293,070,104	45.3%	$4,351,185
CP	1,113	1.0%	1,608	0.3%	$24,830,206,000	10.3%	$15,441,670
Other	667	0.6%	2,765	0.4%	$4,826,597,817	2.0%	$1,745,605
Total	114,114	100%	620,231	100%	241,289,158,713	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	94,092	91.6%	167,324	77.7%	$63,832,601,951	43.4%	$381,491
Long Note	511	0.5%	636	0.3%	$509,209,000	0.3%	$800,643
Short Note	26	0.0%	59	0.0%	$37,730,000	0.0%	$639,492
Long Variable	277	0.3%	758	0.4%	$321,470,000	0.2%	$424,103
Short Variable	6,924	6.7%	43,514	20.2%	$74,275,630,019	50.5%	$1,706,936
CP	273	0.3%	313	0.1%	$4,928,414,000	3.4%	$15,745,732
Other	631	0.6%	2,624	1.2%	$3,133,796,391	2.1%	$1,194,282
Total	102,734	100%	215,228	100%	147,038,851,361	100%