CUSIPs, Trades and Par Value by Security Type
August 2007
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	104,647	88.4%	675,978	74.6%	$192,348,542,688	28.9%	$284,549
Long Note	1,328	1.1%	6,341	0.7%	$12,230,558,074	1.8%	$1,928,806
Short Note	175	0.1%	554	0.1%	$457,338,285	0.1%	$825,520
Long Variable	313	0.3%	2,824	0.3%	$1,791,783,003	0.3%	$634,484
Short Variable	10,346	8.7%	216,031	23.8%	$434,680,869,306	65.3%	$2,012,123
CP	856	0.7%	1,566	0.2%	$14,326,320,000	2.2%	$9,148,352
Other	754	0.6%	2,959	0.3%	$9,707,043,704	1.5%	$3,280,515
Total	118,419	100%	906,253	100%	$665,542,455,060	100%	$734,389
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	56,139	90.7%	199,747	80.9%	$47,759,926,598	49.6%	$239,102
Long Note	578	0.9%	1,644	0.7%	$657,476,981	0.7%	$399,925
Short Note	71	0.1%	135	0.1%	$61,601,000	0.1%	$456,304
Long Variable	151	0.2%	756	0.3%	$223,076,100	0.2%	$295,074
Short Variable	4,843	7.8%	44,264	17.9%	$46,708,278,570	48.5%	$1,055,220
CP	12	0.0%	15	0.0%	$61,050,000	0.1%	$4,070,000
Other	116	0.2%	392	0.2%	$800,735,000	0.8%	$2,042,691
Total	61,910	100%	246,953	100%	$96,272,144,249	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	104,332	88.4%	476,231	72.2%	$144,588,616,090	25.4%	$303,610
Long Note	1,315	1.1%	4,697	0.7%	$11,573,081,093	2.0%	$2,463,930
Short Note	174	0.1%	419	0.1%	$395,737,285	0.1%	$944,480
Long Variable	313	0.3%	2,068	0.3%	$1,568,706,903	0.3%	$758,562
Short Variable	10,342	8.8%	171,767	26.1%	$387,972,590,736	68.2%	$2,258,714
CP	853	0.7%	1,551	0.2%	$14,265,270,000	2.5%	$9,197,466
Other	740	0.6%	2,567	0.4%	$8,906,308,704	1.6%	$3,469,540
Total	118,069	100%	659,300	100%	$569,270,310,811	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	97,670	88.4%	350,659	78.6%	$94,537,142,492	29.5%	$269,599
Long Note	1,271	1.2%	4,208	0.9%	$9,995,413,845	3.1%	$2,375,336
Short Note	172	0.2%	402	0.1%	$374,987,285	0.1%	$932,804
Long Variable	289	0.3%	1,338	0.3%	$977,073,903	0.3%	$730,250
Short Variable	9,576	8.7%	86,768	19.5%	$198,025,176,141	61.9%	$2,282,237
CP	850	0.8%	1,114	0.2%	$10,368,112,000	3.2%	$9,307,102
Other	645	0.6%	1,603	0.4%	$5,799,351,054	1.8%	$3,617,811
Total	110,473	100%	446,092	100%	320,077,256,720	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	78,633	88.0%	125,572	58.9%	$50,051,473,598	20.1%	$398,588
Long Note	365	0.4%	489	0.2%	$1,577,667,248	0.6%	$3,226,313
Short Note	15	0.0%	17	0.0%	$20,750,000	0.0%	$1,220,588
Long Variable	263	0.3%	730	0.3%	$591,633,000	0.2%	$810,456
Short Variable	9,368	10.5%	84,999	39.9%	$189,947,414,595	76.2%	$2,234,702
CP	336	0.4%	437	0.2%	$3,897,158,000	1.6%	$8,917,982
Other	416	0.5%	964	0.5%	$3,106,957,650	1.2%	$3,222,985
Total	89,396	100%	213,208	100%	249,193,054,091	100%