CUSIPs, Trades and Par Value by Security Type
July 2007
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	102,229	88.9%	563,178	74.4%	$152,465,173,557	27.2%	$270,723
Long Note	1,313	1.1%	6,269	0.8%	$7,071,925,509	1.3%	$1,128,079
Short Note	186	0.2%	565	0.1%	$527,896,814	0.1%	$934,331
Long Variable	303	0.3%	3,132	0.4%	$1,856,045,000	0.3%	$592,607
Short Variable	9,748	8.5%	179,806	23.8%	$382,984,617,486	68.2%	$2,129,988
CP	640	0.6%	1,141	0.2%	$8,947,919,000	1.6%	$7,842,173
Other	553	0.5%	2,630	0.3%	$7,365,125,036	1.3%	$2,800,428
Total	114,972	100%	756,721	100%	$561,218,702,402	100%	$741,645
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	54,727	90.9%	171,936	81.6%	$46,928,781,031	53.3%	$272,943
Long Note	550	0.9%	1,579	0.7%	$956,540,007	1.1%	$605,788
Short Note	54	0.1%	112	0.1%	$45,255,000	0.1%	$404,063
Long Variable	166	0.3%	693	0.3%	$255,080,000	0.3%	$368,081
Short Variable	4,567	7.6%	36,021	17.1%	$39,115,613,370	44.5%	$1,085,911
CP	16	0.0%	17	0.0%	$154,100,000	0.2%	$9,064,706
Other	93	0.2%	360	0.2%	$542,167,001	0.6%	$1,506,019
Total	60,173	100%	210,718	100%	$87,997,536,409	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	101,634	88.9%	391,242	71.7%	$105,536,392,526	22.3%	$269,747
Long Note	1,306	1.1%	4,690	0.9%	$6,115,385,502	1.3%	$1,303,920
Short Note	185	0.2%	453	0.1%	$482,641,814	0.1%	$1,065,434
Long Variable	303	0.3%	2,439	0.4%	$1,600,965,000	0.3%	$656,402
Short Variable	9,744	8.5%	143,785	26.3%	$343,869,004,116	72.7%	$2,391,550
CP	637	0.6%	1,124	0.2%	$8,793,819,000	1.9%	$7,823,682
Other	549	0.5%	2,270	0.4%	$6,822,958,035	1.4%	$3,005,708
Total	114,358	100%	546,003	100%	$473,221,165,993	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	92,816	88.6%	275,271	76.4%	$69,198,427,771	25.9%	$251,383
Long Note	1,265	1.2%	4,201	1.2%	$4,782,473,705	1.8%	$1,138,413
Short Note	179	0.2%	426	0.1%	$467,446,814	0.2%	$1,097,293
Long Variable	279	0.3%	1,755	0.5%	$1,197,215,000	0.4%	$682,174
Short Variable	9,110	8.7%	76,403	21.2%	$180,441,817,446	67.5%	$2,361,711
CP	630	0.6%	844	0.2%	$6,671,150,000	2.5%	$7,904,206
Other	480	0.5%	1,465	0.4%	$4,407,325,244	1.6%	$3,008,413
Total	104,759	100%	360,365	100%	267,165,855,980	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	75,526	88.5%	115,971	62.5%	$36,337,964,755	17.6%	$313,337
Long Note	369	0.4%	489	0.3%	$1,332,911,797	0.6%	$2,725,791
Short Note	25	0.0%	27	0.0%	$15,195,000	0.0%	$562,778
Long Variable	247	0.3%	684	0.4%	$403,750,000	0.2%	$590,278
Short Variable	8,614	10.1%	67,382	36.3%	$163,427,186,670	79.3%	$2,425,383
CP	219	0.3%	280	0.2%	$2,122,669,000	1.0%	$7,580,961
Other	340	0.4%	805	0.4%	$2,415,632,791	1.2%	$3,000,786
Total	85,340	100%	185,638	100%	206,055,310,013	100%