CUSIPs, Trades and Par Value by Security Type
April 2006
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	101,152	89.0%	515,675	74.1%	$112,256,161,931	22.7%	$217,688
Long Note	1,413	1.2%	6,939	1.0%	$3,897,493,073	0.8%	$561,679
Short Note	173	0.2%	888	0.1%	$1,122,532,713	0.2%	$1,264,113
Long Variable	361	0.3%	3,464	0.5%	$3,270,246,900	0.7%	$944,067
Short Variable	9,282	8.2%	165,362	23.8%	$351,818,559,812	71.1%	$2,127,566
CP	770	0.7%	1,462	0.2%	$14,881,055,000	3.0%	$10,178,560
Other	550	0.5%	2,079	0.3%	$7,612,380,961	1.5%	$3,661,559
Total	113,701	100%	695,869	100%	$494,858,430,390	100%	$711,137
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	50,586	91.0%	154,723	81.8%	$32,197,019,000	44.0%	$208,095
Long Note	633	1.1%	1,865	1.0%	$747,519,000	1.0%	$400,814
Short Note	58	0.1%	172	0.1%	$203,148,000	0.3%	$1,181,093
Long Variable	182	0.3%	826	0.4%	$760,356,000	1.0%	$920,528
Short Variable	4,030	7.2%	30,925	16.4%	$37,857,034,000	51.8%	$1,224,156
CP	2	0.0%	3	0.0%	$28,000,000	0.0%	$9,333,333
Other	125	0.2%	549	0.3%	$1,350,723,000	1.8%	$2,460,333
Total	55,616	100%	189,063	100%	$73,143,799,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	100,001	88.9%	360,952	71.2%	$80,059,142,931	19.0%	$221,800
Long Note	1,403	1.2%	5,074	1.0%	$3,149,974,073	0.7%	$620,807
Short Note	171	0.2%	716	0.1%	$919,384,713	0.2%	$1,284,057
Long Variable	359	0.3%	2,638	0.5%	$2,509,890,900	0.6%	$951,437
Short Variable	9,279	8.2%	134,437	26.5%	$313,961,525,812	74.4%	$2,335,380
CP	770	0.7%	1,459	0.3%	$14,853,055,000	3.5%	$10,180,298
Other	545	0.5%	1,530	0.3%	$6,261,657,961	1.5%	$4,092,587
Total	112,528	100%	506,806	100%	$421,714,631,390	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	90,049	88.8%	245,010	77.9%	$51,556,676,713	22.5%	$210,427
Long Note	1,325	1.3%	4,183	1.3%	$2,122,454,368	0.9%	$507,400
Short Note	162	0.2%	580	0.2%	$676,364,628	0.3%	$1,166,146
Long Variable	330	0.3%	1,769	0.6%	$1,934,432,900	0.8%	$1,093,518
Short Variable	8,365	8.2%	61,170	19.5%	$159,849,543,556	69.6%	$2,613,202
CP	739	0.7%	925	0.3%	$9,710,277,000	4.2%	$10,497,597
Other	441	0.4%	854	0.3%	$3,759,343,111	1.6%	$4,402,041
Total	101,411	100%	314,491	100%	229,609,092,276	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	73,543	87.9%	115,942	60.3%	$28,502,466,218	14.8%	$245,834
Long Note	601	0.7%	891	0.5%	$1,027,519,705	0.5%	$1,153,221
Short Note	44	0.1%	136	0.1%	$243,020,085	0.1%	$1,786,912
Long Variable	304	0.4%	869	0.5%	$575,458,000	0.3%	$662,207
Short Variable	8,411	10.0%	73,267	38.1%	$154,111,982,256	80.2%	$2,103,430
CP	464	0.6%	534	0.3%	$5,142,778,000	2.7%	$9,630,670
Other	341	0.4%	676	0.4%	$2,502,314,850	1.3%	$3,701,649
Total	83,708	100%	192,315	100%	192,105,539,114	100%