CUSIPs, Trades and Par Value by Security Type
December 2006
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	100,392	86.8%	465,908	70.6%	$109,604,212,892	20.2%	$235,249
Long Note	1,385	1.2%	6,666	1.0%	$5,170,067,160	1.0%	$775,588
Short Note	307	0.3%	1,205	0.2%	$2,735,861,057	0.5%	$2,270,424
Long Variable	345	0.3%	3,076	0.5%	$2,039,074,702	0.4%	$662,898
Short Variable	10,268	8.9%	169,890	25.7%	$393,620,040,309	72.5%	$2,316,911
CP	2,416	2.1%	11,318	1.7%	$21,926,046,471	4.0%	$1,937,272
Other	596	0.5%	2,257	0.3%	$7,681,077,957	1.4%	$3,403,225
Total	115,709	100%	660,320	100%	$542,776,380,548	100%	$821,990
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	51,053	89.3%	143,393	78.9%	$35,072,697,000	45.1%	$244,591
Long Note	545	1.0%	1,644	0.9%	$668,520,000	0.9%	$406,642
Short Note	95	0.2%	232	0.1%	$158,940,000	0.2%	$685,086
Long Variable	161	0.3%	659	0.4%	$319,017,000	0.4%	$484,093
Short Variable	4,331	7.6%	32,328	17.8%	$38,618,158,000	49.6%	$1,194,573
CP	786	1.4%	2,758	1.5%	$1,431,182,000	1.8%	$518,920
Other	178	0.3%	615	0.3%	$1,558,642,000	2.0%	$2,534,377
Total	57,149	100%	181,629	100%	$77,827,156,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	99,546	86.7%	322,515	67.4%	$74,531,515,892	16.0%	$231,095
Long Note	1,381	1.2%	5,022	1.0%	$4,501,547,160	1.0%	$896,365
Short Note	304	0.3%	973	0.2%	$2,576,921,057	0.6%	$2,648,429
Long Variable	345	0.3%	2,417	0.5%	$1,720,057,702	0.4%	$711,650
Short Variable	10,264	8.9%	137,562	28.7%	$355,001,882,309	76.4%	$2,580,668
CP	2,380	2.1%	8,560	1.8%	$20,494,864,471	4.4%	$2,394,260
Other	567	0.5%	1,642	0.3%	$6,122,435,957	1.3%	$3,728,646
Total	114,787	100%	478,691	100%	$464,949,224,548	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	87,854	86.3%	214,548	72.6%	$49,370,933,678	19.0%	$230,116
Long Note	1,324	1.3%	4,469	1.5%	$3,767,054,106	1.5%	$842,930
Short Note	300	0.3%	906	0.3%	$2,228,091,458	0.9%	$2,459,262
Long Variable	323	0.3%	1,533	0.5%	$1,110,668,300	0.4%	$724,506
Short Variable	9,290	9.1%	66,223	22.4%	$184,364,468,359	71.1%	$2,783,995
CP	2,268	2.2%	6,817	2.3%	$14,529,998,471	5.6%	$2,131,436
Other	466	0.5%	1,045	0.4%	$3,956,508,993	1.5%	$3,786,133
Total	101,825	100%	295,541	100%	259,327,723,365	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	72,714	86.5%	107,967	59.0%	$25,160,582,214	12.2%	$233,040
Long Note	429	0.5%	553	0.3%	$734,493,054	0.4%	$1,328,197
Short Note	31	0.0%	67	0.0%	$348,829,599	0.2%	$5,206,412
Long Variable	290	0.3%	884	0.5%	$609,389,402	0.3%	$689,355
Short Variable	9,091	10.8%	71,339	39.0%	$170,637,413,950	83.0%	$2,391,923
CP	1,158	1.4%	1,743	1.0%	$5,964,866,000	2.9%	$3,422,184
Other	301	0.4%	597	0.3%	$2,165,926,964	1.1%	$3,628,018
Total	84,014	100%	183,150	100%	205,621,501,183	100%