CUSIPs, Trades and Par Value by Security Type
August 2006
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	102,724	88.7%	577,133	75.2%	$142,572,715,863	27.7%	$247,036
Long Note	1,568	1.4%	7,920	1.0%	$11,510,676,844	2.2%	$1,453,368
Short Note	205	0.2%	634	0.1%	$638,305,319	0.1%	$1,006,791
Long Variable	324	0.3%	3,611	0.5%	$2,466,250,000	0.5%	$682,983
Short Variable	9,300	8.0%	172,905	22.5%	$332,645,327,106	64.7%	$1,923,862
CP	1,205	1.0%	3,510	0.5%	$19,042,780,000	3.7%	$5,425,293
Other	535	0.5%	2,248	0.3%	$5,222,311,249	1.0%	$2,323,092
Total	115,861	100%	767,961	100%	$514,098,366,381	100%	$669,433
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	54,083	91.0%	175,738	82.6%	$44,692,878,000	54.5%	$254,315
Long Note	662	1.1%	1,969	0.9%	$994,424,000	1.2%	$505,040
Short Note	69	0.1%	135	0.1%	$116,695,000	0.1%	$864,407
Long Variable	154	0.3%	871	0.4%	$411,100,000	0.5%	$471,986
Short Variable	4,233	7.1%	32,981	15.5%	$34,455,868,000	42.0%	$1,044,719
CP	128	0.2%	453	0.2%	$305,890,000	0.4%	$675,254
Other	126	0.2%	628	0.3%	$1,014,535,000	1.2%	$1,615,502
Total	59,455	100%	212,775	100%	$81,991,390,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	102,104	88.6%	401,395	72.3%	$97,879,837,863	22.7%	$243,849
Long Note	1,557	1.4%	5,951	1.1%	$10,516,252,844	2.4%	$1,767,140
Short Note	202	0.2%	499	0.1%	$521,610,319	0.1%	$1,045,311
Long Variable	323	0.3%	2,740	0.5%	$2,055,150,000	0.5%	$750,055
Short Variable	9,293	8.1%	139,924	25.2%	$298,189,459,106	69.0%	$2,131,082
CP	1,192	1.0%	3,057	0.6%	$18,736,890,000	4.3%	$6,129,176
Other	518	0.4%	1,620	0.3%	$4,207,776,249	1.0%	$2,597,393
Total	115,189	100%	555,186	100%	$432,106,976,381	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	93,831	88.3%	279,203	76.7%	$60,632,998,848	25.0%	$217,165
Long Note	1,512	1.4%	5,264	1.4%	$8,526,295,344	3.5%	$1,619,737
Short Note	199	0.2%	455	0.1%	$423,867,522	0.2%	$931,577
Long Variable	301	0.3%	1,916	0.5%	$1,431,945,000	0.6%	$747,362
Short Variable	8,777	8.3%	73,729	20.3%	$155,389,141,106	64.2%	$2,107,572
CP	1,170	1.1%	2,426	0.7%	$13,098,641,000	5.4%	$5,399,275
Other	435	0.4%	910	0.3%	$2,551,350,573	1.1%	$2,803,682
Total	106,225	100%	363,903	100%	242,054,239,393	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	77,976	88.9%	122,192	63.9%	$37,246,839,015	19.6%	$304,822
Long Note	502	0.6%	687	0.4%	$1,989,957,500	1.0%	$2,896,590
Short Note	37	0.0%	44	0.0%	$97,742,797	0.1%	$2,221,427
Long Variable	271	0.3%	824	0.4%	$623,205,000	0.3%	$756,317
Short Variable	8,143	9.3%	66,195	34.6%	$142,800,318,000	75.1%	$2,157,267
CP	564	0.6%	631	0.3%	$5,638,249,000	3.0%	$8,935,418
Other	259	0.3%	710	0.4%	$1,656,425,676	0.9%	$2,332,994
Total	87,752	100%	191,283	100%	190,052,736,988	100%