CUSIPs, Trades and Par Value by Security Type
September 2008
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	93,776	88.9%	749,244	89.8%	$170,047,265,104	34.8%	$226,958
Long Note	1,271	1.2%	5,200	0.6%	$10,558,699,830	2.2%	$2,030,519
Short Note	166	0.2%	496	0.1%	$873,710,576	0.2%	$1,761,513
Long Variable	302	0.3%	3,220	0.4%	$2,572,722,700	0.5%	$798,982
Short Variable	8,441	8.0%	72,190	8.7%	$277,546,354,906	56.8%	$3,844,665
CP	892	0.8%	1,519	0.2%	$18,747,755,000	3.8%	$12,342,169
Other	600	0.6%	2,282	0.3%	$8,534,771,417	1.7%	$3,740,040
Total	105,448	100%	834,151	100%	$488,881,279,533	100%	$586,082
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	55,825	95.5%	239,139	95.1%	$41,695,980,285	82.3%	$174,359
Long Note	532	0.9%	1,454	0.6%	$704,674,555	1.4%	$484,645
Short Note	52	0.1%	120	0.0%	$36,141,950	0.1%	$301,183
Long Variable	175	0.3%	841	0.3%	$178,036,000	0.4%	$211,696
Short Variable	1,783	3.1%	9,674	3.8%	$7,686,308,884	15.2%	$794,533
CP	13	0.0%	15	0.0%	$95,915,000	0.2%	$6,394,333
Other	59	0.1%	133	0.1%	$270,730,000	0.5%	$2,035,564
Total	58,439	100%	251,376	100%	$50,667,786,674	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	93,588	88.9%	510,105	87.5%	$128,351,284,819	29.3%	$251,617
Long Note	1,265	1.2%	3,746	0.6%	$9,854,025,275	2.2%	$2,630,546
Short Note	166	0.2%	376	0.1%	$837,568,626	0.2%	$2,227,576
Long Variable	302	0.3%	2,379	0.4%	$2,394,686,700	0.5%	$1,006,594
Short Variable	8,421	8.0%	62,516	10.7%	$269,860,046,022	61.6%	$4,316,656
CP	892	0.8%	1,504	0.3%	$18,651,840,000	4.3%	$12,401,489
Other	596	0.6%	2,149	0.4%	$8,264,041,417	1.9%	$3,845,529
Total	105,230	100%	582,775	100%	$438,213,492,859	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	86,648	90.6%	389,597	91.9%	$76,311,691,837	32.6%	$195,873
Long Note	1,220	1.3%	3,192	0.8%	$6,661,026,183	2.8%	$2,086,788
Short Note	165	0.2%	359	0.1%	$557,608,626	0.2%	$1,553,227
Long Variable	288	0.3%	1,661	0.4%	$1,849,530,700	0.8%	$1,113,504
Short Variable	6,203	6.5%	26,749	6.3%	$131,557,227,187	56.1%	$4,918,211
CP	860	0.9%	1,163	0.3%	$15,084,995,000	6.4%	$12,970,761
Other	275	0.3%	1,242	0.3%	$2,407,211,415	1.0%	$1,938,173
Total	95,659	100%	423,963	100%	234,429,290,948	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	75,166	89.2%	120,508	75.9%	$52,039,592,982	25.5%	$431,835
Long Note	426	0.5%	554	0.3%	$3,192,999,092	1.6%	$5,763,536
Short Note	15	0.0%	17	0.0%	$279,960,000	0.1%	$16,468,235
Long Variable	257	0.3%	718	0.5%	$545,156,000	0.3%	$759,270
Short Variable	7,622	9.0%	35,767	22.5%	$138,302,818,835	67.9%	$3,866,772
CP	274	0.3%	341	0.2%	$3,566,845,000	1.8%	$10,459,956
Other	534	0.6%	907	0.6%	$5,856,830,002	2.9%	$6,457,365
Total	84,294	100%	158,812	100%	203,784,201,911	100%