CUSIPs, Trades and Par Value by Security Type
January 2007
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	104,294	87.6%	545,341	72.9%	$133,195,758,656	23.8%	$244,243
Long Note	1,297	1.1%	5,280	0.7%	$4,182,683,495	0.7%	$792,175
Short Note	243	0.2%	989	0.1%	$3,552,003,076	0.6%	$3,591,510
Long Variable	299	0.3%	3,019	0.4%	$1,836,410,000	0.3%	$608,284
Short Variable	10,190	8.6%	178,214	23.8%	$391,255,761,914	70.0%	$2,195,427
CP	2,239	1.9%	13,329	1.8%	$18,052,223,000	3.2%	$1,354,357
Other	539	0.5%	2,092	0.3%	$6,505,283,797	1.2%	$3,109,600
Total	119,101	100%	748,264	100%	$558,580,123,938	100%	$746,501
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	56,071	89.9%	171,601	80.3%	$43,533,087,851	50.3%	$253,688
Long Note	517	0.8%	1,355	0.6%	$435,085,000	0.5%	$321,096
Short Note	79	0.1%	199	0.1%	$703,325,372	0.8%	$3,534,298
Long Variable	152	0.2%	853	0.4%	$408,175,000	0.5%	$478,517
Short Variable	4,557	7.3%	35,457	16.6%	$38,717,897,000	44.7%	$1,091,968
CP	880	1.4%	3,668	1.7%	$1,686,696,000	1.9%	$459,841
Other	117	0.2%	549	0.3%	$1,069,435,000	1.2%	$1,947,969
Total	62,373	100%	213,682	100%	$86,553,701,223	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	103,522	87.5%	373,740	69.9%	$89,662,670,805	19.0%	$239,907
Long Note	1,288	1.1%	3,925	0.7%	$3,747,598,495	0.8%	$954,802
Short Note	241	0.2%	790	0.1%	$2,848,677,704	0.6%	$3,605,921
Long Variable	298	0.3%	2,166	0.4%	$1,428,235,000	0.3%	$659,388
Short Variable	10,183	8.6%	142,757	26.7%	$352,537,864,914	74.7%	$2,469,496
CP	2,221	1.9%	9,661	1.8%	$16,365,527,000	3.5%	$1,693,979
Other	528	0.4%	1,543	0.3%	$5,435,848,797	1.2%	$3,522,909
Total	118,281	100%	534,582	100%	$472,026,422,715	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	94,294	87.4%	259,144	74.8%	$60,631,384,205	23.3%	$233,968
Long Note	1,245	1.2%	3,372	1.0%	$2,709,864,671	1.0%	$803,637
Short Note	237	0.2%	723	0.2%	$2,076,698,704	0.8%	$2,872,336
Long Variable	273	0.3%	1,364	0.4%	$977,888,000	0.4%	$716,927
Short Variable	9,247	8.6%	72,870	21.0%	$178,222,055,414	68.5%	$2,445,753
CP	2,114	2.0%	7,960	2.3%	$12,115,660,500	4.7%	$1,522,068
Other	455	0.4%	1,003	0.3%	$3,508,980,727	1.3%	$3,498,485
Total	107,865	100%	346,436	100%	260,242,532,221	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	73,633	87.0%	114,596	60.9%	$29,031,286,600	13.7%	$253,336
Long Note	409	0.5%	553	0.3%	$1,037,733,824	0.5%	$1,876,553
Short Note	27	0.0%	67	0.0%	$771,979,000	0.4%	$11,522,075
Long Variable	250	0.3%	802	0.4%	$450,347,000	0.2%	$561,530
Short Variable	9,010	10.6%	69,887	37.1%	$174,315,809,500	82.3%	$2,494,252
CP	1,047	1.2%	1,701	0.9%	$4,249,866,500	2.0%	$2,498,452
Other	268	0.3%	540	0.3%	$1,926,868,070	0.9%	$3,568,274
Total	84,644	100%	188,146	100%	211,783,890,494	100%