CUSIPs, Trades and Par Value by Security Type
May 2007
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	109,038	88.9%	578,312	74.0%	$138,293,485,131	22.5%	$239,133
Long Note	1,474	1.2%	6,566	0.8%	$5,746,367,581	0.9%	$875,170
Short Note	251	0.2%	832	0.1%	$1,044,506,541	0.2%	$1,255,417
Long Variable	307	0.3%	2,784	0.4%	$1,468,176,456	0.2%	$527,362
Short Variable	10,176	8.3%	189,288	24.2%	$447,380,599,546	72.8%	$2,363,492
CP	818	0.7%	1,506	0.2%	$13,537,813,000	2.2%	$8,989,252
Other	617	0.5%	2,513	0.3%	$6,886,916,060	1.1%	$2,740,516
Total	122,681	100%	781,801	100%	$614,357,864,315	100%	$785,824
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	57,639	90.9%	177,538	81.7%	$44,184,095,514	51.1%	$248,871
Long Note	612	1.0%	1,711	0.8%	$663,336,067	0.8%	$387,689
Short Note	80	0.1%	151	0.1%	$88,605,000	0.1%	$586,788
Long Variable	163	0.3%	729	0.3%	$310,519,000	0.4%	$425,952
Short Variable	4,741	7.5%	36,723	16.9%	$40,294,980,447	46.6%	$1,097,268
CP	7	0.0%	7	0.0%	$15,280,000	0.0%	$2,182,857
Other	148	0.2%	449	0.2%	$894,596,355	1.0%	$1,992,419
Total	63,390	100%	217,308	100%	$86,451,412,383	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	108,404	88.8%	400,774	71.0%	$94,109,389,617	17.8%	$234,819
Long Note	1,463	1.2%	4,855	0.9%	$5,083,031,514	1.0%	$1,046,968
Short Note	249	0.2%	681	0.1%	$955,901,541	0.2%	$1,403,673
Long Variable	306	0.3%	2,055	0.4%	$1,157,657,456	0.2%	$563,337
Short Variable	10,170	8.3%	152,565	27.0%	$407,085,619,099	77.1%	$2,668,277
CP	814	0.7%	1,499	0.3%	$13,522,533,000	2.6%	$9,021,036
Other	606	0.5%	2,064	0.4%	$5,992,319,705	1.1%	$2,903,256
Total	122,012	100%	564,493	100%	$527,906,451,932	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	98,439	88.5%	277,990	75.5%	$60,682,279,913	20.7%	$218,289
Long Note	1,399	1.3%	4,262	1.2%	$3,389,136,314	1.2%	$795,199
Short Note	242	0.2%	590	0.2%	$700,380,541	0.2%	$1,187,086
Long Variable	282	0.3%	1,279	0.3%	$769,528,256	0.3%	$601,664
Short Variable	9,555	8.6%	81,757	22.2%	$214,514,452,946	73.1%	$2,623,805
CP	810	0.7%	1,125	0.3%	$9,479,783,000	3.2%	$8,426,474
Other	528	0.5%	1,343	0.4%	$3,763,036,694	1.3%	$2,801,963
Total	111,255	100%	368,346	100%	293,298,597,664	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	78,365	88.5%	122,784	62.6%	$33,427,109,704	14.2%	$272,243
Long Note	449	0.5%	593	0.3%	$1,693,895,200	0.7%	$2,856,484
Short Note	34	0.0%	91	0.0%	$255,521,000	0.1%	$2,807,923
Long Variable	253	0.3%	776	0.4%	$388,129,200	0.2%	$500,166
Short Variable	8,862	10.0%	70,808	36.1%	$192,571,166,153	82.1%	$2,719,624
CP	280	0.3%	374	0.2%	$4,042,750,000	1.7%	$10,809,492
Other	339	0.4%	721	0.4%	$2,229,283,011	1.0%	$3,091,932
Total	88,582	100%	196,147	100%	234,607,854,268	100%