CUSIPs, Trades and Par Value by Security Type
March 2007
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	104,053	87.5%	525,353	72.1%	$148,934,714,840	26.3%	$283,495
Long Note	1,339	1.1%	5,952	0.8%	$7,461,400,065	1.3%	$1,253,595
Short Note	267	0.2%	1,170	0.2%	$2,561,873,369	0.5%	$2,189,635
Long Variable	330	0.3%	3,084	0.4%	$2,121,455,594	0.4%	$687,891
Short Variable	9,512	8.0%	178,365	24.5%	$373,862,412,114	66.0%	$2,096,053
CP	2,767	2.3%	12,957	1.8%	$24,156,973,000	4.3%	$1,864,396
Other	594	0.5%	2,205	0.3%	$7,638,449,660	1.3%	$3,464,150
Total	118,862	100%	729,086	100%	$566,737,278,642	100%	$777,326
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	54,638	89.5%	163,108	79.1%	$45,882,298,234	54.3%	$281,300
Long Note	556	0.9%	1,511	0.7%	$734,738,793	0.9%	$486,260
Short Note	103	0.2%	281	0.1%	$336,202,000	0.4%	$1,196,448
Long Variable	171	0.3%	774	0.4%	$337,719,000	0.4%	$436,329
Short Variable	4,545	7.4%	36,685	17.8%	$35,160,772,456	41.6%	$958,451
CP	959	1.6%	3,453	1.7%	$1,251,816,000	1.5%	$362,530
Other	100	0.2%	453	0.2%	$753,320,256	0.9%	$1,662,959
Total	61,072	100%	206,265	100%	$84,456,866,739	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	103,319	87.5%	362,245	69.3%	$103,052,416,606	21.4%	$284,483
Long Note	1,331	1.1%	4,441	0.8%	$6,726,661,272	1.4%	$1,514,673
Short Note	265	0.2%	889	0.2%	$2,225,671,369	0.5%	$2,503,567
Long Variable	330	0.3%	2,310	0.4%	$1,783,736,594	0.4%	$772,180
Short Variable	9,505	8.0%	141,680	27.1%	$338,701,639,658	70.2%	$2,390,610
CP	2,747	2.3%	9,504	1.8%	$22,905,157,000	4.7%	$2,410,054
Other	581	0.5%	1,752	0.3%	$6,885,129,404	1.4%	$3,929,868
Total	118,078	100%	522,821	100%	$482,280,411,903	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	92,858	87.0%	242,924	73.8%	$68,133,282,278	25.4%	$280,472
Long Note	1,290	1.2%	3,879	1.2%	$3,914,887,472	1.5%	$1,009,252
Short Note	260	0.2%	794	0.2%	$1,356,876,369	0.5%	$1,708,912
Long Variable	301	0.3%	1,316	0.4%	$1,065,276,594	0.4%	$809,481
Short Variable	8,836	8.3%	71,698	21.8%	$172,913,112,088	64.6%	$2,411,687
CP	2,631	2.5%	7,411	2.3%	$16,246,438,000	6.1%	$2,192,206
Other	503	0.5%	1,140	0.3%	$4,096,460,262	1.5%	$3,593,386
Total	106,679	100%	329,162	100%	267,726,333,063	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	76,039	87.4%	119,321	61.6%	$34,919,134,328	16.3%	$292,649
Long Note	401	0.5%	562	0.3%	$2,811,773,800	1.3%	$5,003,156
Short Note	40	0.0%	95	0.0%	$868,795,000	0.4%	$9,145,211
Long Variable	290	0.3%	994	0.5%	$718,460,000	0.3%	$722,797
Short Variable	8,604	9.9%	69,982	36.1%	$165,788,527,570	77.3%	$2,369,017
CP	1,295	1.5%	2,093	1.1%	$6,658,719,000	3.1%	$3,181,423
Other	344	0.4%	612	0.3%	$2,788,669,142	1.3%	$4,556,649
Total	87,013	100%	193,659	100%	214,554,078,840	100%