CUSIPs, Trades and Par Value by Security Type
February 2006
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	90,658	88.5%	494,943	76.6%	$112,275,409,471	26.4%	$226,845
Long Note	1,234	1.2%	6,410	1.0%	$4,565,740,032	1.1%	$712,284
Short Note	166	0.2%	906	0.1%	$1,093,265,587	0.3%	$1,206,695
Long Variable	316	0.3%	3,447	0.5%	$1,963,836,327	0.5%	$569,723
Short Variable	8,566	8.4%	136,662	21.1%	$279,990,106,391	65.9%	$2,048,778
CP	906	0.9%	1,681	0.3%	$15,372,600,000	3.6%	$9,144,914
Other	589	0.6%	2,240	0.3%	$9,764,825,403	2.3%	$4,359,297
Total	102,435	100%	646,289	100%	$425,025,783,211	100%	$657,640
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	46,844	91.1%	151,158	83.8%	$38,898,993,000	54.6%	$257,340
Long Note	500	1.0%	1,608	0.9%	$761,310,000	1.1%	$473,451
Short Note	51	0.1%	229	0.1%	$290,891,000	0.4%	$1,270,266
Long Variable	165	0.3%	833	0.5%	$350,178,000	0.5%	$420,382
Short Variable	3,722	7.2%	25,885	14.4%	$28,231,256,000	39.6%	$1,090,642
CP	11	0.0%	12	0.0%	$43,283,000	0.1%	$3,606,917
Other	143	0.3%	637	0.4%	$2,635,986,000	3.7%	$4,138,126
Total	51,436	100%	180,362	100%	$71,211,897,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	89,592	88.4%	343,785	73.8%	$73,376,416,471	20.7%	$213,437
Long Note	1,223	1.2%	4,802	1.0%	$3,804,430,032	1.1%	$792,259
Short Note	164	0.2%	677	0.1%	$802,374,587	0.2%	$1,185,191
Long Variable	315	0.3%	2,614	0.6%	$1,613,658,327	0.5%	$617,314
Short Variable	8,552	8.4%	110,777	23.8%	$251,758,850,391	71.2%	$2,272,664
CP	906	0.9%	1,669	0.4%	$15,329,317,000	4.3%	$9,184,732
Other	572	0.6%	1,603	0.3%	$7,128,839,403	2.0%	$4,447,186
Total	101,324	100%	465,927	100%	$353,813,886,211	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	82,032	88.3%	243,692	78.3%	$45,891,658,591	23.3%	$188,318
Long Note	1,176	1.3%	3,994	1.3%	$2,491,646,893	1.3%	$623,847
Short Note	157	0.2%	605	0.2%	$588,129,587	0.3%	$972,115
Long Variable	288	0.3%	1,865	0.6%	$1,030,535,327	0.5%	$552,566
Short Variable	7,944	8.5%	59,012	19.0%	$131,768,547,791	67.0%	$2,232,911
CP	895	1.0%	1,137	0.4%	$10,805,179,000	5.5%	$9,503,236
Other	457	0.5%	933	0.3%	$4,058,714,169	2.1%	$4,350,176
Total	92,949	100%	311,238	100%	196,634,411,358	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	64,266	87.6%	100,093	64.7%	$27,484,757,880	17.5%	$274,592
Long Note	523	0.7%	808	0.5%	$1,312,783,139	0.8%	$1,624,732
Short Note	36	0.0%	72	0.0%	$214,245,000	0.1%	$2,975,625
Long Variable	254	0.3%	749	0.5%	$583,123,000	0.4%	$778,535
Short Variable	7,462	10.2%	51,765	33.5%	$119,990,302,600	76.3%	$2,317,981
CP	467	0.6%	532	0.3%	$4,524,138,000	2.9%	$8,504,019
Other	316	0.4%	670	0.4%	$3,070,125,234	2.0%	$4,582,276
Total	73,324	100%	154,689	100%	157,179,474,853	100%