CUSIPs, Trades and Par Value by Security Type
October 2007
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	98,886	88.2%	567,413	72.5%	$146,652,473,692	28.1%	$258,458
Long Note	1,176	1.0%	4,712	0.6%	$3,930,489,815	0.8%	$834,145
Short Note	222	0.2%	2,677	0.3%	$10,074,809,932	1.9%	$3,763,470
Long Variable	306	0.3%	3,364	0.4%	$1,781,325,752	0.3%	$529,526
Short Variable	9,867	8.8%	199,589	25.5%	$334,430,398,492	64.1%	$1,675,595
CP	907	0.8%	1,650	0.2%	$14,710,282,000	2.8%	$8,915,322
Other	719	0.6%	3,596	0.5%	$9,955,085,175	1.9%	$2,768,377
Total	112,083	100%	783,001	100%	$521,534,864,858	100%	$666,072
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	53,103	90.4%	174,516	80.2%	$41,359,144,621	46.2%	$236,993
Long Note	477	0.8%	1,230	0.6%	$844,826,824	0.9%	$686,851
Short Note	67	0.1%	442	0.2%	$2,212,793,000	2.5%	$5,006,319
Long Variable	152	0.3%	822	0.4%	$304,759,376	0.3%	$370,753
Short Variable	4,770	8.1%	40,175	18.5%	$43,534,429,800	48.6%	$1,083,620
CP	24	0.0%	26	0.0%	$192,685,000	0.2%	$7,410,962
Other	123	0.2%	390	0.2%	$1,078,698,000	1.2%	$2,765,892
Total	58,716	100%	217,601	100%	$89,527,336,621	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	98,514	88.2%	392,897	69.5%	$105,293,329,071	24.4%	$267,992
Long Note	1,169	1.0%	3,482	0.6%	$3,085,662,991	0.7%	$886,175
Short Note	219	0.2%	2,235	0.4%	$7,862,016,932	1.8%	$3,517,681
Long Variable	305	0.3%	2,542	0.4%	$1,476,566,376	0.3%	$580,868
Short Variable	9,864	8.8%	159,414	28.2%	$290,895,968,692	67.3%	$1,824,783
CP	907	0.8%	1,624	0.3%	$14,517,597,000	3.4%	$8,939,407
Other	702	0.6%	3,206	0.6%	$8,876,387,175	2.1%	$2,768,680
Total	111,680	100%	565,400	100%	$432,007,528,237	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	90,195	88.0%	273,765	74.1%	$70,781,796,531	28.0%	$258,549
Long Note	1,129	1.1%	3,062	0.8%	$2,850,117,651	1.1%	$930,803
Short Note	217	0.2%	2,212	0.6%	$7,651,586,932	3.0%	$3,459,126
Long Variable	289	0.3%	1,726	0.5%	$1,039,542,376	0.4%	$602,284
Short Variable	9,124	8.9%	84,900	23.0%	$152,960,340,988	60.5%	$1,801,653
CP	901	0.9%	1,278	0.3%	$11,387,806,000	4.5%	$8,910,646
Other	621	0.6%	2,295	0.6%	$6,207,661,854	2.5%	$2,704,864
Total	102,476	100%	369,238	100%	252,878,852,332	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	76,709	88.2%	119,132	60.7%	$34,511,532,540	19.3%	$289,692
Long Note	355	0.4%	420	0.2%	$235,545,340	0.1%	$560,822
Short Note	20	0.0%	23	0.0%	$210,430,000	0.1%	$9,149,130
Long Variable	258	0.3%	816	0.4%	$437,024,000	0.2%	$535,569
Short Variable	8,909	10.2%	74,514	38.0%	$137,935,627,704	77.0%	$1,851,137
CP	291	0.3%	346	0.2%	$3,129,791,000	1.7%	$9,045,639
Other	425	0.5%	911	0.5%	$2,668,725,321	1.5%	$2,929,446
Total	86,967	100%	196,162	100%	179,128,675,905	100%