CUSIPs, Trades and Par Value by Security Type
June 2006
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	107,288	88.9%	591,689	75.1%	$143,864,938,666	24.0%	$243,143
Long Note	1,768	1.5%	9,615	1.2%	$15,156,926,787	2.5%	$1,576,383
Short Note	267	0.2%	961	0.1%	$3,057,243,742	0.5%	$3,181,315
Long Variable	371	0.3%	3,847	0.5%	$2,518,551,000	0.4%	$654,679
Short Variable	9,601	8.0%	177,875	22.6%	$416,481,764,332	69.5%	$2,341,429
CP	808	0.7%	1,461	0.2%	$13,018,130,000	2.2%	$8,910,424
Other	516	0.4%	2,078	0.3%	$4,804,696,998	0.8%	$2,312,174
Total	120,619	100%	787,526	100%	$598,902,251,525	100%	$760,486
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	55,298	91.1%	176,389	82.1%	$47,954,237,000	52.0%	$271,866
Long Note	748	1.2%	2,380	1.1%	$1,963,801,000	2.1%	$825,126
Short Note	94	0.2%	202	0.1%	$277,423,000	0.3%	$1,373,381
Long Variable	190	0.3%	951	0.4%	$389,410,000	0.4%	$409,474
Short Variable	4,247	7.0%	34,356	16.0%	$40,598,938,000	44.0%	$1,181,713
CP	11	0.0%	12	0.0%	$60,870,000	0.1%	$5,072,500
Other	101	0.2%	519	0.2%	$1,006,875,000	1.1%	$1,940,029
Total	60,689	100%	214,809	100%	$92,251,554,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	106,455	88.9%	415,300	72.5%	$95,910,701,666	18.9%	$230,943
Long Note	1,761	1.5%	7,235	1.3%	$13,193,125,787	2.6%	$1,823,514
Short Note	264	0.2%	759	0.1%	$2,779,820,742	0.5%	$3,662,478
Long Variable	369	0.3%	2,896	0.5%	$2,129,141,000	0.4%	$735,201
Short Variable	9,593	8.0%	143,519	25.1%	$375,882,826,332	74.2%	$2,619,046
CP	808	0.7%	1,449	0.3%	$12,957,260,000	2.6%	$8,942,208
Other	504	0.4%	1,559	0.3%	$3,797,821,998	0.7%	$2,436,063
Total	119,754	100%	572,717	100%	$506,650,697,525	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	97,893	88.8%	295,129	77.0%	$61,323,129,771	21.4%	$207,784
Long Note	1,674	1.5%	6,342	1.7%	$10,828,270,957	3.8%	$1,707,391
Short Note	258	0.2%	638	0.2%	$1,875,028,749	0.7%	$2,938,917
Long Variable	342	0.3%	2,035	0.5%	$1,648,851,000	0.6%	$810,246
Short Variable	8,855	8.0%	76,895	20.1%	$199,734,405,832	69.6%	$2,597,495
CP	784	0.7%	997	0.3%	$9,380,349,000	3.3%	$9,408,575
Other	419	0.4%	1,012	0.3%	$2,376,106,256	0.8%	$2,347,931
Total	110,225	100%	383,048	100%	287,166,141,565	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	76,272	88.3%	120,171	63.4%	$34,587,571,895	15.8%	$287,820
Long Note	578	0.7%	893	0.5%	$2,364,854,830	1.1%	$2,648,214
Short Note	51	0.1%	121	0.1%	$904,791,993	0.4%	$7,477,620
Long Variable	300	0.3%	861	0.5%	$480,290,000	0.2%	$557,828
Short Variable	8,507	9.8%	66,624	35.1%	$176,148,420,500	80.3%	$2,643,918
CP	394	0.5%	452	0.2%	$3,576,911,000	1.6%	$7,913,520
Other	264	0.3%	547	0.3%	$1,421,715,742	0.6%	$2,599,115
Total	86,366	100%	189,669	100%	219,484,555,960	100%