CUSIPs, Trades and Par Value by Security Type
March 2006
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	104,487	89.1%	579,041	75.7%	$134,195,264,672	26.7%	$231,754
Long Note	1,565	1.3%	8,174	1.1%	$5,777,719,331	1.1%	$706,841
Short Note	254	0.2%	1,173	0.2%	$1,885,462,069	0.4%	$1,607,385
Long Variable	363	0.3%	4,010	0.5%	$1,998,954,000	0.4%	$498,492
Short Variable	9,081	7.7%	167,661	21.9%	$331,027,851,911	65.9%	$1,974,388
CP	963	0.8%	1,982	0.3%	$18,691,677,000	3.7%	$9,430,715
Other	597	0.5%	2,473	0.3%	$8,850,566,839	1.8%	$3,578,879
Total	117,310	100%	764,514	100%	$502,427,495,822	100%	$657,185
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	54,361	91.4%	177,731	83.0%	$42,637,151,000	54.9%	$239,897
Long Note	693	1.2%	2,154	1.0%	$1,102,429,000	1.4%	$511,805
Short Note	66	0.1%	209	0.1%	$395,606,000	0.5%	$1,892,852
Long Variable	195	0.3%	994	0.5%	$379,206,000	0.5%	$381,495
Short Variable	3,968	6.7%	32,307	15.1%	$31,428,690,000	40.5%	$972,814
CP	16	0.0%	26	0.0%	$137,700,000	0.2%	$5,296,154
Other	145	0.2%	646	0.3%	$1,565,164,000	2.0%	$2,422,854
Total	59,444	100%	214,067	100%	$77,645,946,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	103,423	89.0%	401,310	72.9%	$91,558,113,672	21.6%	$228,148
Long Note	1,555	1.3%	6,020	1.1%	$4,675,290,331	1.1%	$776,626
Short Note	253	0.2%	964	0.2%	$1,489,856,069	0.4%	$1,545,494
Long Variable	359	0.3%	3,016	0.5%	$1,619,748,000	0.4%	$537,052
Short Variable	9,077	7.8%	135,354	24.6%	$299,599,161,911	70.5%	$2,213,449
CP	962	0.8%	1,956	0.4%	$18,553,977,000	4.4%	$9,485,673
Other	576	0.5%	1,827	0.3%	$7,285,402,839	1.7%	$3,987,632
Total	116,205	100%	550,447	100%	$424,781,549,822	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	94,358	89.0%	276,451	77.9%	$56,971,769,318	24.7%	$206,083
Long Note	1,507	1.4%	5,159	1.5%	$2,953,663,906	1.3%	$572,526
Short Note	252	0.2%	840	0.2%	$941,202,344	0.4%	$1,120,479
Long Variable	323	0.3%	2,195	0.6%	$968,780,000	0.4%	$441,358
Short Variable	8,155	7.7%	67,606	19.1%	$151,946,356,812	65.8%	$2,247,528
CP	946	0.9%	1,292	0.4%	$12,427,496,000	5.4%	$9,618,805
Other	495	0.5%	1,111	0.3%	$4,572,674,990	2.0%	$4,115,819
Total	106,036	100%	354,654	100%	230,781,943,370	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	77,197	88.4%	124,859	63.8%	$34,586,344,354	17.8%	$277,003
Long Note	620	0.7%	861	0.4%	$1,721,626,425	0.9%	$1,999,566
Short Note	50	0.1%	124	0.1%	$548,653,725	0.3%	$4,424,627
Long Variable	288	0.3%	821	0.4%	$650,968,000	0.3%	$792,896
Short Variable	8,279	9.5%	67,748	34.6%	$147,652,805,099	76.1%	$2,179,442
CP	532	0.6%	664	0.3%	$6,126,481,000	3.2%	$9,226,628
Other	328	0.4%	716	0.4%	$2,712,727,849	1.4%	$3,788,726
Total	87,294	100%	195,793	100%	193,999,606,452	100%