CUSIPs, Trades and Par Value by Security Type
May 2006
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	110,763	89.6%	596,281	76.2%	$141,953,068,069	26.2%	$238,064
Long Note	1,455	1.2%	6,166	0.8%	$5,774,664,387	1.1%	$936,533
Short Note	208	0.2%	770	0.1%	$1,271,657,636	0.2%	$1,651,503
Long Variable	342	0.3%	4,170	0.5%	$3,117,716,700	0.6%	$747,654
Short Variable	9,401	7.6%	171,249	21.9%	$367,631,490,144	67.9%	$2,146,766
CP	866	0.7%	1,692	0.2%	$16,006,893,000	3.0%	$9,460,339
Other	640	0.5%	2,071	0.3%	$5,342,868,595	1.0%	$2,579,850
Total	123,675	100%	782,399	100%	$541,098,358,531	100%	$691,589
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	56,978	91.5%	180,081	83.2%	$46,440,245,000	51.6%	$257,885
Long Note	578	0.9%	1,446	0.7%	$591,456,000	0.7%	$409,029
Short Note	67	0.1%	174	0.1%	$325,545,000	0.4%	$1,870,948
Long Variable	195	0.3%	1,209	0.6%	$903,614,000	1.0%	$747,406
Short Variable	4,341	7.0%	32,911	15.2%	$40,844,181,000	45.4%	$1,241,050
CP	11	0.0%	16	0.0%	$61,218,000	0.1%	$3,826,125
Other	125	0.2%	554	0.3%	$810,823,000	0.9%	$1,463,579
Total	62,295	100%	216,391	100%	$89,977,082,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	109,706	89.5%	416,200	73.5%	$95,512,823,069	21.2%	$229,488
Long Note	1,446	1.2%	4,720	0.8%	$5,183,208,387	1.1%	$1,098,137
Short Note	207	0.2%	596	0.1%	$946,112,636	0.2%	$1,587,437
Long Variable	341	0.3%	2,961	0.5%	$2,214,102,700	0.5%	$747,755
Short Variable	9,391	7.7%	138,338	24.4%	$326,787,309,144	72.4%	$2,362,238
CP	866	0.7%	1,676	0.3%	$15,945,675,000	3.5%	$9,514,126
Other	631	0.5%	1,517	0.3%	$4,532,045,595	1.0%	$2,987,505
Total	122,588	100%	566,008	100%	$451,121,276,531	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	100,772	89.3%	286,963	77.8%	$61,547,888,984	24.6%	$214,480
Long Note	1,387	1.2%	3,937	1.1%	$3,191,846,755	1.3%	$810,731
Short Note	201	0.2%	486	0.1%	$702,411,636	0.3%	$1,445,291
Long Variable	318	0.3%	2,092	0.6%	$1,453,229,700	0.6%	$694,660
Short Variable	8,763	7.8%	73,157	19.8%	$169,573,828,702	67.6%	$2,317,944
CP	859	0.8%	1,155	0.3%	$11,461,320,000	4.6%	$9,923,221
Other	550	0.5%	952	0.3%	$2,769,064,623	1.1%	$2,908,681
Total	112,850	100%	368,742	100%	250,699,590,400	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	79,592	89.2%	129,237	65.5%	$33,964,934,085	16.9%	$262,811
Long Note	539	0.6%	783	0.4%	$1,991,361,632	1.0%	$2,543,246
Short Note	43	0.0%	110	0.1%	$243,701,000	0.1%	$2,215,464
Long Variable	269	0.3%	869	0.4%	$760,873,000	0.4%	$875,573
Short Variable	8,082	9.1%	65,181	33.0%	$157,213,480,442	78.4%	$2,411,953
CP	441	0.5%	521	0.3%	$4,484,355,000	2.2%	$8,607,207
Other	298	0.3%	565	0.3%	$1,762,980,972	0.9%	$3,120,320
Total	89,264	100%	197,266	100%	200,421,686,131	100%