CUSIPs, Trades and Par Value by Security Type
April 2007
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	105,830	88.8%	536,468	72.6%	$128,118,702,630	22.5%	$238,819
Long Note	1,357	1.1%	5,709	0.8%	$4,963,473,068	0.9%	$869,412
Short Note	238	0.2%	1,083	0.1%	$2,994,725,863	0.5%	$2,765,213
Long Variable	314	0.3%	2,733	0.4%	$1,272,929,600	0.2%	$465,763
Short Variable	10,145	8.5%	188,736	25.6%	$408,841,960,454	71.7%	$2,166,211
CP	712	0.6%	1,539	0.2%	$16,459,404,000	2.9%	$10,694,869
Other	622	0.5%	2,311	0.3%	$7,841,247,186	1.4%	$3,393,010
Total	119,218	100%	738,579	100%	$570,492,442,801	100%	$772,419
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	54,423	90.6%	163,770	81.0%	$38,130,293,933	48.3%	$232,828
Long Note	580	1.0%	1,499	0.7%	$618,203,100	0.8%	$412,410
Short Note	83	0.1%	238	0.1%	$346,464,932	0.4%	$1,455,735
Long Variable	164	0.3%	713	0.4%	$295,070,000	0.4%	$413,843
Short Variable	4,680	7.8%	35,572	17.6%	$38,834,205,000	49.2%	$1,091,707
CP	18	0.0%	24	0.0%	$162,900,000	0.2%	$6,787,500
Other	134	0.2%	448	0.2%	$578,048,152	0.7%	$1,290,286
Total	60,082	100%	202,264	100%	$78,965,185,117	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	105,166	88.7%	372,698	69.5%	$89,988,408,697	18.3%	$241,451
Long Note	1,349	1.1%	4,210	0.8%	$4,345,269,968	0.9%	$1,032,131
Short Note	237	0.2%	845	0.2%	$2,648,260,931	0.5%	$3,134,037
Long Variable	312	0.3%	2,020	0.4%	$977,859,600	0.2%	$484,089
Short Variable	10,141	8.6%	153,164	28.6%	$370,007,755,454	75.3%	$2,415,762
CP	710	0.6%	1,515	0.3%	$16,296,504,000	3.3%	$10,756,768
Other	593	0.5%	1,863	0.3%	$7,263,199,034	1.5%	$3,898,658
Total	118,508	100%	536,315	100%	$491,527,257,684	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	94,357	88.8%	251,181	76.5%	$55,934,937,486	21.7%	$222,688
Long Note	1,268	1.2%	3,500	1.1%	$2,811,863,841	1.1%	$803,390
Short Note	227	0.2%	696	0.2%	$1,583,220,965	0.6%	$2,274,743
Long Variable	281	0.3%	1,182	0.4%	$533,548,600	0.2%	$451,395
Short Variable	8,974	8.4%	69,598	21.2%	$181,478,619,913	70.6%	$2,607,526
CP	709	0.7%	1,035	0.3%	$10,570,854,000	4.1%	$10,213,386
Other	497	0.5%	1,124	0.3%	$4,277,462,024	1.7%	$3,805,571
Total	106,313	100%	328,316	100%	257,190,506,829	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	78,272	87.8%	121,517	58.4%	$34,053,471,211	14.5%	$280,236
Long Note	502	0.6%	710	0.3%	$1,533,406,127	0.7%	$2,159,727
Short Note	51	0.1%	149	0.1%	$1,065,039,966	0.5%	$7,147,919
Long Variable	273	0.3%	838	0.4%	$444,311,000	0.2%	$530,204
Short Variable	9,379	10.5%	83,566	40.2%	$188,529,135,541	80.5%	$2,256,051
CP	342	0.4%	480	0.2%	$5,725,650,000	2.4%	$11,928,438
Other	342	0.4%	739	0.4%	$2,985,737,010	1.3%	$4,040,240
Total	89,161	100%	207,999	100%	234,336,750,855	100%