CUSIPs, Trades and Par Value by Security Type
September 2009
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	108,378	93.1%	781,258	92.2%	$151,086,297,008	42.6%	$193,388
Long Note	1,511	1.3%	6,467	0.8%	$6,516,956,410	1.8%	$1,007,725
Short Note	346	0.3%	25,375	3.0%	$24,733,351,084	7.0%	$974,713
Long Variable	310	0.3%	3,011	0.4%	$2,012,808,000	0.6%	$668,485
Short Variable	4,605	4.0%	27,729	3.3%	$138,423,180,600	39.0%	$4,992,000
CP	1,066	0.9%	2,171	0.3%	$28,302,465,000	8.0%	$13,036,603
Other	246	0.2%	1,288	0.2%	$3,553,060,837	1.0%	$2,758,588
Total	116,462	100%	847,299	100%	$354,628,118,939	100%	$418,540
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	63,794	97.2%	247,582	95.8%	$45,199,542,670	73.6%	$182,564
Long Note	563	0.9%	1,387	0.5%	$813,025,183	1.3%	$586,175
Short Note	81	0.1%	5,772	2.2%	$11,839,090,000	19.3%	$2,051,124
Long Variable	172	0.3%	796	0.3%	$243,380,000	0.4%	$305,754
Short Variable	891	1.4%	2,628	1.0%	$2,399,409,000	3.9%	$913,017
CP	69	0.1%	105	0.0%	$782,001,000	1.3%	$7,447,629
Other	86	0.1%	219	0.1%	$132,590,000	0.2%	$605,434
Total	65,656	100%	258,489	100%	$61,409,037,853	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	108,016	93.1%	533,676	90.6%	$105,886,754,338	36.1%	$198,410
Long Note	1,504	1.3%	5,080	0.9%	$5,703,931,227	1.9%	$1,122,821
Short Note	344	0.3%	19,603	3.3%	$12,894,261,084	4.4%	$657,770
Long Variable	309	0.3%	2,215	0.4%	$1,769,428,000	0.6%	$798,839
Short Variable	4,601	4.0%	25,101	4.3%	$136,023,771,600	46.4%	$5,419,058
CP	1,064	0.9%	2,066	0.4%	$27,520,464,000	9.4%	$13,320,651
Other	245	0.2%	1,069	0.2%	$3,420,470,837	1.2%	$3,199,692
Total	116,083	100%	588,810	100%	$293,219,081,086	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	98,871	93.3%	378,013	90.4%	$64,713,162,964	36.7%	$171,193
Long Note	1,470	1.4%	4,506	1.1%	$5,314,781,902	3.0%	$1,179,490
Short Note	337	0.3%	19,497	4.7%	$12,745,226,084	7.2%	$653,702
Long Variable	290	0.3%	1,427	0.3%	$1,159,919,000	0.7%	$812,837
Short Variable	3,781	3.6%	12,209	2.9%	$69,148,438,800	39.2%	$5,663,727
CP	1,059	1.0%	1,761	0.4%	$22,478,551,000	12.7%	$12,764,651
Other	184	0.2%	730	0.2%	$769,896,965	0.4%	$1,054,653
Total	105,992	100%	418,143	100%	176,329,976,715	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	87,436	94.5%	155,663	91.2%	$41,173,591,374	35.2%	$264,505
Long Note	437	0.5%	574	0.3%	$389,149,325	0.3%	$677,960
Short Note	37	0.0%	106	0.1%	$149,035,000	0.1%	$1,405,991
Long Variable	266	0.3%	788	0.5%	$609,509,000	0.5%	$773,489
Short Variable	3,961	4.3%	12,892	7.6%	$66,875,332,800	57.2%	$5,187,351
CP	241	0.3%	305	0.2%	$5,041,913,000	4.3%	$16,530,862
Other	185	0.2%	339	0.2%	$2,650,573,872	2.3%	$7,818,802
Total	92,563	100%	170,667	100%	116,889,104,371	100%