CUSIPs, Trades and Par Value by Security Type
July 2006
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	94,315	88.5%	525,630	76.2%	$116,787,585,062	25.9%	$222,186
Long Note	1,419	1.3%	7,172	1.0%	$6,602,049,323	1.5%	$920,531
Short Note	194	0.2%	584	0.1%	$852,201,525	0.2%	$1,459,249
Long Variable	292	0.3%	3,421	0.5%	$1,985,770,000	0.4%	$580,465
Short Variable	9,163	8.6%	149,499	21.7%	$307,789,023,973	68.3%	$2,058,803
CP	729	0.7%	1,663	0.2%	$12,234,410,000	2.7%	$7,356,831
Other	468	0.4%	2,136	0.3%	$4,696,047,330	1.0%	$2,198,524
Total	106,580	100%	690,105	100%	$450,947,087,213	100%	$653,447
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	48,712	90.9%	157,703	83.0%	$39,019,319,000	53.7%	$247,423
Long Note	568	1.1%	1,790	0.9%	$907,635,000	1.2%	$507,059
Short Note	62	0.1%	126	0.1%	$108,656,000	0.1%	$862,349
Long Variable	142	0.3%	722	0.4%	$360,470,000	0.5%	$499,266
Short Variable	3,963	7.4%	28,950	15.2%	$31,327,824,000	43.1%	$1,082,136
CP	25	0.0%	91	0.0%	$111,458,000	0.2%	$1,224,813
Other	100	0.2%	594	0.3%	$875,043,000	1.2%	$1,473,136
Total	53,572	100%	189,976	100%	$72,710,405,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	93,815	88.4%	367,927	73.6%	$77,768,266,062	20.6%	$211,369
Long Note	1,414	1.3%	5,382	1.1%	$5,694,414,323	1.5%	$1,058,048
Short Note	193	0.2%	458	0.1%	$743,545,525	0.2%	$1,623,462
Long Variable	292	0.3%	2,699	0.5%	$1,625,300,000	0.4%	$602,186
Short Variable	9,158	8.6%	120,549	24.1%	$276,461,199,973	73.1%	$2,293,351
CP	728	0.7%	1,572	0.3%	$12,122,952,000	3.2%	$7,711,802
Other	466	0.4%	1,542	0.3%	$3,821,004,330	1.0%	$2,477,954
Total	106,066	100%	500,129	100%	$378,236,682,213	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	86,816	88.3%	265,414	77.9%	$50,397,361,410	23.5%	$189,882
Long Note	1,358	1.4%	4,828	1.4%	$4,336,147,866	2.0%	$898,125
Short Note	187	0.2%	420	0.1%	$683,920,525	0.3%	$1,628,382
Long Variable	271	0.3%	2,053	0.6%	$1,266,571,000	0.6%	$616,937
Short Variable	8,630	8.8%	66,138	19.4%	$146,717,359,614	68.4%	$2,218,352
CP	709	0.7%	1,127	0.3%	$8,563,684,000	4.0%	$7,598,655
Other	394	0.4%	861	0.3%	$2,406,514,684	1.1%	$2,795,023
Total	98,365	100%	340,841	100%	214,371,559,099	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	66,804	88.0%	102,513	64.4%	$27,370,904,652	16.7%	$266,999
Long Note	432	0.6%	554	0.3%	$1,358,266,457	0.8%	$2,451,745
Short Note	27	0.0%	38	0.0%	$59,625,000	0.0%	$1,569,079
Long Variable	234	0.3%	646	0.4%	$358,729,000	0.2%	$555,308
Short Variable	7,764	10.2%	54,411	34.2%	$129,743,840,359	79.2%	$2,384,515
CP	389	0.5%	445	0.3%	$3,559,268,000	2.2%	$7,998,355
Other	265	0.3%	681	0.4%	$1,414,489,646	0.9%	$2,077,077
Total	75,915	100%	159,288	100%	163,865,123,114	100%