CUSIPs, Trades and Par Value by Security Type
October 2009
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	106,819	93.0%	831,954	95.1%	$150,499,468,750	46.0%	$180,899
Long Note	1,495	1.3%	6,514	0.7%	$5,267,215,472	1.6%	$808,599
Short Note	350	0.3%	2,606	0.3%	$6,135,065,952	1.9%	$2,354,208
Long Variable	347	0.3%	3,888	0.4%	$2,630,357,000	0.8%	$676,532
Short Variable	4,685	4.1%	26,656	3.0%	$132,433,424,964	40.5%	$4,968,241
CP	953	0.8%	1,968	0.2%	$28,780,561,000	8.8%	$14,624,269
Other	247	0.2%	971	0.1%	$1,491,763,376	0.5%	$1,536,317
Total	114,896	100%	874,557	100%	$327,237,856,514	100%	$374,176
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	62,189	97.1%	250,887	97.6%	$41,857,083,662	86.9%	$166,836
Long Note	572	0.9%	1,653	0.6%	$678,862,387	1.4%	$410,685
Short Note	74	0.1%	707	0.3%	$1,083,771,764	2.2%	$1,532,916
Long Variable	186	0.3%	992	0.4%	$370,459,000	0.8%	$373,447
Short Variable	876	1.4%	2,621	1.0%	$3,047,802,000	6.3%	$1,162,839
CP	68	0.1%	111	0.0%	$1,001,862,000	2.1%	$9,025,784
Other	70	0.1%	205	0.1%	$130,268,000	0.3%	$635,454
Total	64,035	100%	257,176	100%	$48,170,108,813	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	106,593	93.0%	581,067	94.1%	$108,642,385,088	38.9%	$186,970
Long Note	1,488	1.3%	4,861	0.8%	$4,588,353,085	1.6%	$943,911
Short Note	347	0.3%	1,899	0.3%	$5,051,294,188	1.8%	$2,659,976
Long Variable	347	0.3%	2,896	0.5%	$2,259,898,000	0.8%	$780,352
Short Variable	4,678	4.1%	24,035	3.9%	$129,385,622,964	46.4%	$5,383,217
CP	952	0.8%	1,857	0.3%	$27,778,699,000	10.0%	$14,958,912
Other	244	0.2%	766	0.1%	$1,361,495,376	0.5%	$1,777,409
Total	114,649	100%	617,381	100%	$279,067,747,701	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	100,129	93.2%	435,399	95.1%	$76,805,209,370	42.8%	$176,402
Long Note	1,467	1.4%	4,302	0.9%	$3,966,257,294	2.2%	$921,957
Short Note	345	0.3%	1,714	0.4%	$4,122,092,188	2.3%	$2,404,955
Long Variable	320	0.3%	2,039	0.4%	$1,721,868,000	1.0%	$844,467
Short Variable	4,038	3.8%	12,113	2.6%	$69,940,101,264	39.0%	$5,773,970
CP	950	0.9%	1,544	0.3%	$22,122,968,000	12.3%	$14,328,347
Other	164	0.2%	485	0.1%	$712,178,752	0.4%	$1,468,410
Total	107,413	100%	457,596	100%	179,390,674,868	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	82,759	94.4%	145,668	91.2%	$31,837,175,718	31.9%	$218,560
Long Note	455	0.5%	559	0.3%	$622,095,791	0.6%	$1,112,873
Short Note	41	0.0%	185	0.1%	$929,202,000	0.9%	$5,022,714
Long Variable	290	0.3%	857	0.5%	$538,030,000	0.5%	$627,806
Short Variable	3,773	4.3%	11,922	7.5%	$59,445,521,700	59.6%	$4,986,204
CP	218	0.2%	313	0.2%	$5,655,731,000	5.7%	$18,069,428
Other	173	0.2%	281	0.2%	$649,316,624	0.7%	$2,310,735
Total	87,709	100%	159,785	100%	99,677,072,833	100%