CUSIPs, Trades and Par Value by Security Type
January 2006
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	100,320	89.1%	520,683	76.2%	$116,690,261,756	23.8%	$224,110
Long Note	1,265	1.1%	5,966	0.9%	$5,536,621,308	1.1%	$928,029
Short Note	178	0.2%	896	0.1%	$1,896,306,885	0.4%	$2,116,414
Long Variable	349	0.3%	3,969	0.6%	$2,478,216,000	0.5%	$624,393
Short Variable	9,154	8.1%	147,258	21.6%	$337,424,517,532	68.9%	$2,291,383
CP	716	0.6%	1,425	0.2%	$11,245,588,000	2.3%	$7,891,641
Other	672	0.6%	2,792	0.4%	$14,133,700,589	2.9%	$5,062,214
Total	112,654	100%	682,989	100%	$489,405,212,070	100%	$716,564
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	50,850	91.9%	156,492	86.1%	$40,794,673,000	57.4%	$260,682
Long Note	484	0.9%	1,390	0.8%	$577,832,000	0.8%	$415,706
Short Note	53	0.1%	184	0.1%	$194,195,000	0.3%	$1,055,408
Long Variable	171	0.3%	993	0.5%	$645,601,000	0.9%	$650,152
Short Variable	3,651	6.6%	22,099	12.2%	$26,462,153,000	37.3%	$1,197,437
CP	5	0.0%	5	0.0%	$33,430,000	0.0%	$6,686,000
Other	145	0.3%	563	0.3%	$2,308,395,000	3.3%	$4,100,169
Total	55,359	100%	181,726	100%	$71,016,279,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	99,153	89.0%	364,191	72.7%	$75,895,588,756	18.1%	$208,395
Long Note	1,257	1.1%	4,576	0.9%	$4,958,789,308	1.2%	$1,083,652
Short Note	178	0.2%	712	0.1%	$1,702,111,885	0.4%	$2,390,607
Long Variable	348	0.3%	2,976	0.6%	$1,832,615,000	0.4%	$615,798
Short Variable	9,080	8.2%	125,159	25.0%	$310,962,364,532	74.3%	$2,484,539
CP	715	0.6%	1,420	0.3%	$11,212,158,000	2.7%	$7,895,886
Other	655	0.6%	2,229	0.4%	$11,825,305,589	2.8%	$5,305,207
Total	111,386	100%	501,263	100%	$418,388,933,070	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	90,959	89.0%	258,387	77.5%	$47,930,568,516	21.3%	$185,499
Long Note	1,202	1.2%	3,788	1.1%	$3,045,068,277	1.4%	$803,872
Short Note	170	0.2%	612	0.2%	$1,347,594,392	0.6%	$2,201,952
Long Variable	331	0.3%	2,304	0.7%	$1,239,955,000	0.6%	$538,175
Short Variable	8,288	8.1%	65,775	19.7%	$157,105,017,397	69.7%	$2,388,522
CP	706	0.7%	949	0.3%	$7,554,514,000	3.4%	$7,960,499
Other	590	0.6%	1,390	0.4%	$7,109,632,109	3.2%	$5,114,843
Total	102,246	100%	333,205	100%	225,332,349,691	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	68,389	87.7%	105,804	63.0%	$27,965,020,240	14.5%	$264,310
Long Note	538	0.7%	788	0.5%	$1,913,721,031	1.0%	$2,428,580
Short Note	53	0.1%	100	0.1%	$354,517,493	0.2%	$3,545,175
Long Variable	267	0.3%	672	0.4%	$592,660,000	0.3%	$881,935
Short Variable	7,966	10.2%	59,384	35.3%	$153,857,347,135	79.7%	$2,590,889
CP	410	0.5%	471	0.3%	$3,657,644,000	1.9%	$7,765,699
Other	364	0.5%	839	0.5%	$4,715,673,480	2.4%	$5,620,588
Total	77,987	100%	168,058	100%	193,056,583,379	100%