CUSIPs, Trades and Par Value by Security Type
February 2007
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	95,491	87.0%	470,798	72.6%	$128,197,621,975	26.3%	$272,299
Long Note	1,189	1.1%	5,336	0.8%	$4,964,511,158	1.0%	$930,381
Short Note	178	0.2%	645	0.1%	$1,509,165,955	0.3%	$2,339,792
Long Variable	314	0.3%	2,451	0.4%	$1,456,294,638	0.3%	$594,163
Short Variable	9,759	8.9%	155,975	24.0%	$324,847,899,976	66.6%	$2,082,692
CP	2,248	2.0%	11,233	1.7%	$20,030,958,000	4.1%	$1,783,224
Other	601	0.5%	2,109	0.3%	$6,487,040,518	1.3%	$3,075,885
Total	109,780	100%	648,547	100%	$487,493,492,220	100%	$751,670
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	50,476	89.4%	149,528	79.9%	$41,211,578,858	54.8%	$275,611
Long Note	485	0.9%	1,377	0.7%	$716,390,092	1.0%	$520,254
Short Note	52	0.1%	126	0.1%	$66,287,715	0.1%	$526,093
Long Variable	166	0.3%	651	0.3%	$279,530,000	0.4%	$429,386
Short Variable	4,388	7.8%	32,039	17.1%	$30,844,189,803	41.0%	$962,708
CP	754	1.3%	2,908	1.6%	$1,203,374,000	1.6%	$413,815
Other	146	0.3%	569	0.3%	$889,800,262	1.2%	$1,563,797
Total	56,467	100%	187,198	100%	$75,211,150,730	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	94,673	86.9%	321,270	69.6%	$86,986,043,117	21.1%	$270,757
Long Note	1,181	1.1%	3,959	0.9%	$4,248,121,066	1.0%	$1,073,029
Short Note	178	0.2%	519	0.1%	$1,442,878,240	0.3%	$2,780,112
Long Variable	310	0.3%	1,800	0.4%	$1,176,764,638	0.3%	$653,758
Short Variable	9,748	9.0%	123,936	26.9%	$294,003,710,173	71.3%	$2,372,222
CP	2,235	2.1%	8,325	1.8%	$18,827,584,000	4.6%	$2,261,572
Other	575	0.5%	1,540	0.3%	$5,597,240,256	1.4%	$3,634,572
Total	108,900	100%	461,349	100%	$412,282,341,490	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	84,135	86.4%	215,447	73.7%	$49,267,734,612	21.9%	$228,677
Long Note	1,128	1.2%	3,422	1.2%	$2,804,118,566	1.2%	$819,439
Short Note	172	0.2%	441	0.2%	$812,996,240	0.4%	$1,843,529
Long Variable	280	0.3%	1,096	0.4%	$691,665,000	0.3%	$631,081
Short Variable	9,045	9.3%	64,175	22.0%	$153,837,003,225	68.4%	$2,397,148
CP	2,125	2.2%	6,550	2.2%	$13,796,610,000	6.1%	$2,106,353
Other	494	0.5%	1,024	0.4%	$3,848,517,923	1.7%	$3,758,318
Total	97,379	100%	292,155	100%	225,058,645,566	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	69,172	86.9%	105,823	62.5%	$37,718,308,505	20.1%	$356,428
Long Note	400	0.5%	537	0.3%	$1,444,002,500	0.8%	$2,689,018
Short Note	28	0.0%	78	0.0%	$629,882,000	0.3%	$8,075,410
Long Variable	259	0.3%	704	0.4%	$485,099,638	0.3%	$689,062
Short Variable	8,349	10.5%	59,761	35.3%	$140,166,706,948	74.9%	$2,345,455
CP	1,075	1.4%	1,775	1.0%	$5,030,974,000	2.7%	$2,834,352
Other	276	0.3%	516	0.3%	$1,748,722,333	0.9%	$3,388,997
Total	79,559	100%	169,194	100%	187,223,695,924	100%