CUSIPs, Trades and Par Value by Security Type
June 2007
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	114,003	89.2%	658,887	76.1%	$191,517,074,188	28.3%	$290,668
Long Note	1,662	1.3%	8,142	0.9%	$12,908,038,734	1.9%	$1,585,365
Short Note	262	0.2%	846	0.1%	$1,823,064,658	0.3%	$2,154,923
Long Variable	312	0.2%	3,170	0.4%	$1,656,404,000	0.2%	$522,525
Short Variable	10,133	7.9%	190,728	22.0%	$447,036,595,164	66.1%	$2,343,844
CP	831	0.7%	1,368	0.2%	$12,843,891,000	1.9%	$9,388,809
Other	620	0.5%	2,583	0.3%	$8,441,240,799	1.2%	$3,267,999
Total	127,823	100%	865,724	100%	$676,226,308,543	100%	$781,111
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	60,037	91.3%	196,849	83.2%	$52,337,879,846	56.2%	$265,878
Long Note	726	1.1%	2,128	0.9%	$1,448,550,024	1.6%	$680,710
Short Note	72	0.1%	160	0.1%	$127,118,000	0.1%	$794,488
Long Variable	163	0.2%	876	0.4%	$267,146,000	0.3%	$304,961
Short Variable	4,591	7.0%	36,175	15.3%	$38,068,689,813	40.9%	$1,052,348
CP	14	0.0%	16	0.0%	$50,950,000	0.1%	$3,184,375
Other	124	0.2%	413	0.2%	$803,825,000	0.9%	$1,946,308
Total	65,727	100%	236,617	100%	$93,104,158,683	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	113,376	89.2%	462,038	73.4%	$139,179,194,342	23.9%	$301,229
Long Note	1,654	1.3%	6,014	1.0%	$11,459,488,710	2.0%	$1,905,469
Short Note	260	0.2%	686	0.1%	$1,695,946,658	0.3%	$2,472,225
Long Variable	310	0.2%	2,294	0.4%	$1,389,258,000	0.2%	$605,605
Short Variable	10,127	8.0%	154,553	24.6%	$408,967,905,351	70.1%	$2,646,134
CP	826	0.6%	1,352	0.2%	$12,792,941,000	2.2%	$9,462,234
Other	613	0.5%	2,170	0.3%	$7,637,415,799	1.3%	$3,519,546
Total	127,166	100%	629,107	100%	$583,122,149,860	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	103,954	89.0%	332,534	78.8%	$88,215,228,412	26.7%	$265,282
Long Note	1,581	1.4%	5,409	1.3%	$10,277,816,408	3.1%	$1,900,132
Short Note	257	0.2%	591	0.1%	$1,543,352,083	0.5%	$2,611,425
Long Variable	284	0.2%	1,467	0.3%	$1,030,185,000	0.3%	$702,239
Short Variable	9,369	8.0%	79,500	18.8%	$214,036,859,286	64.9%	$2,692,288
CP	819	0.7%	1,066	0.3%	$9,926,207,000	3.0%	$9,311,639
Other	526	0.5%	1,429	0.3%	$4,930,966,934	1.5%	$3,450,642
Total	116,790	100%	421,996	100%	329,960,615,123	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	82,747	89.0%	129,504	62.5%	$50,963,965,930	20.1%	$393,532
Long Note	453	0.5%	605	0.3%	$1,181,672,302	0.5%	$1,953,177
Short Note	29	0.0%	95	0.0%	$152,594,575	0.1%	$1,606,259
Long Variable	254	0.3%	827	0.4%	$359,073,000	0.1%	$434,187
Short Variable	8,854	9.5%	75,053	36.2%	$194,931,046,065	77.0%	$2,597,245
CP	241	0.3%	286	0.1%	$2,866,734,000	1.1%	$10,023,545
Other	361	0.4%	741	0.4%	$2,706,448,865	1.1%	$3,652,428
Total	92,939	100%	207,111	100%	253,161,534,737	100%