CUSIPs, Trades and Par Value by Security Type
December 2007
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	94,532	87.5%	528,204	70.1%	$115,826,485,084	24.9%	$219,284
Long Note	1,123	1.0%	4,287	0.6%	$4,920,156,156	1.1%	$1,147,692
Short Note	195	0.2%	620	0.1%	$2,381,044,346	0.5%	$3,840,394
Long Variable	278	0.3%	2,964	0.4%	$1,514,407,399	0.3%	$510,934
Short Variable	10,421	9.6%	212,229	28.2%	$316,551,673,709	68.1%	$1,491,557
CP	792	0.7%	1,578	0.2%	$15,351,814,000	3.3%	$9,728,653
Other	706	0.7%	3,852	0.5%	$8,563,577,411	1.8%	$2,223,151
Total	108,047	100%	753,734	100%	$465,109,158,105	100%	$617,073
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	50,231	89.7%	156,930	77.0%	$28,652,354,677	38.0%	$182,580
Long Note	440	0.8%	1,071	0.5%	$670,028,667	0.9%	$625,610
Short Note	48	0.1%	121	0.1%	$89,200,000	0.1%	$737,190
Long Variable	139	0.2%	714	0.4%	$159,292,000	0.2%	$223,098
Short Variable	4,983	8.9%	44,432	21.8%	$44,820,673,549	59.5%	$1,008,748
CP	17	0.0%	20	0.0%	$180,183,000	0.2%	$9,009,150
Other	122	0.2%	477	0.2%	$741,022,000	1.0%	$1,553,505
Total	55,980	100%	203,765	100%	$75,312,753,893	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	94,180	87.5%	371,274	67.5%	$87,174,130,407	22.4%	$234,797
Long Note	1,114	1.0%	3,216	0.6%	$4,250,127,489	1.1%	$1,321,557
Short Note	192	0.2%	499	0.1%	$2,291,844,346	0.6%	$4,592,874
Long Variable	278	0.3%	2,250	0.4%	$1,355,115,399	0.3%	$602,274
Short Variable	10,410	9.7%	167,797	30.5%	$271,731,000,160	69.7%	$1,619,403
CP	792	0.7%	1,558	0.3%	$15,171,631,000	3.9%	$9,737,889
Other	699	0.6%	3,375	0.6%	$7,822,555,411	2.0%	$2,317,794
Total	107,665	100%	549,969	100%	$389,796,404,212	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	84,264	87.1%	260,089	73.9%	$53,229,811,382	24.8%	$204,660
Long Note	1,076	1.1%	2,756	0.8%	$3,759,304,333	1.8%	$1,364,044
Short Note	190	0.2%	431	0.1%	$2,128,087,131	1.0%	$4,937,557
Long Variable	249	0.3%	1,535	0.4%	$937,360,000	0.4%	$610,658
Short Variable	9,606	9.9%	83,982	23.9%	$139,050,073,571	64.9%	$1,655,713
CP	791	0.8%	1,163	0.3%	$11,333,450,000	5.3%	$9,745,013
Other	544	0.6%	1,989	0.6%	$3,977,088,765	1.9%	$1,999,542
Total	96,720	100%	351,945	100%	214,415,175,182	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	72,248	86.9%	111,185	56.1%	$33,944,319,025	19.4%	$305,296
Long Note	365	0.4%	460	0.2%	$490,823,156	0.3%	$1,067,007
Short Note	29	0.0%	68	0.0%	$163,757,215	0.1%	$2,408,194
Long Variable	237	0.3%	715	0.4%	$417,755,399	0.2%	$584,273
Short Variable	9,420	11.3%	83,815	42.3%	$132,680,926,589	75.7%	$1,583,021
CP	323	0.4%	395	0.2%	$3,838,181,000	2.2%	$9,716,914
Other	544	0.7%	1,386	0.7%	$3,845,466,646	2.2%	$2,774,507
Total	83,166	100%	198,024	100%	175,381,229,030	100%