CUSIPs, Trades and Par Value by Security Type
November 2006
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	99,620	87.6%	481,637	72.9%	$126,933,303,316	23.6%	$263,546
Long Note	1,396	1.2%	5,914	0.9%	$3,841,232,175	0.7%	$649,515
Short Note	267	0.2%	1,239	0.2%	$2,769,579,028	0.5%	$2,235,334
Long Variable	325	0.3%	2,933	0.4%	$2,657,808,500	0.5%	$906,174
Short Variable	9,728	8.6%	158,263	24.0%	$373,527,256,266	69.4%	$2,360,168
CP	1,918	1.7%	9,027	1.4%	$24,097,024,085	4.5%	$2,669,439
Other	493	0.4%	1,763	0.3%	$4,498,378,264	0.8%	$2,551,548
Total	113,747	100%	660,776	100%	$538,324,581,634	100%	$814,685
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	52,030	90.0%	152,255	81.0%	$41,326,689,000	52.4%	$271,431
Long Note	563	1.0%	1,474	0.8%	$609,957,000	0.8%	$413,811
Short Note	86	0.1%	286	0.2%	$536,198,000	0.7%	$1,874,818
Long Variable	178	0.3%	817	0.4%	$283,491,000	0.4%	$346,990
Short Variable	4,266	7.4%	30,543	16.2%	$34,239,980,000	43.4%	$1,121,042
CP	576	1.0%	2,250	1.2%	$983,610,000	1.2%	$437,160
Other	122	0.2%	448	0.2%	$896,327,000	1.1%	$2,000,730
Total	57,821	100%	188,073	100%	$78,876,252,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	98,614	87.5%	329,382	69.7%	$85,606,614,316	18.6%	$259,901
Long Note	1,379	1.2%	4,440	0.9%	$3,231,275,175	0.7%	$727,765
Short Note	263	0.2%	953	0.2%	$2,233,381,028	0.5%	$2,343,527
Long Variable	324	0.3%	2,116	0.4%	$2,374,317,500	0.5%	$1,122,078
Short Variable	9,723	8.6%	127,720	27.0%	$339,287,276,266	73.8%	$2,656,493
CP	1,897	1.7%	6,777	1.4%	$23,113,414,085	5.0%	$3,410,567
Other	479	0.4%	1,315	0.3%	$3,602,051,264	0.8%	$2,739,202
Total	112,679	100%	472,703	100%	$459,448,329,634	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	88,604	87.2%	220,835	74.2%	$54,043,623,608	21.2%	$244,724
Long Note	1,313	1.3%	3,922	1.3%	$2,604,956,956	1.0%	$664,191
Short Note	256	0.3%	898	0.3%	$1,884,602,028	0.7%	$2,098,666
Long Variable	297	0.3%	1,360	0.5%	$1,925,909,000	0.8%	$1,416,110
Short Variable	8,909	8.8%	64,148	21.6%	$176,129,201,146	69.2%	$2,745,669
CP	1,842	1.8%	5,577	1.9%	$15,583,876,270	6.1%	$2,794,312
Other	393	0.4%	797	0.3%	$2,249,314,317	0.9%	$2,822,226
Total	101,614	100%	297,537	100%	254,421,483,325	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	72,205	87.3%	108,547	62.0%	$31,562,990,708	15.4%	$290,777
Long Note	421	0.5%	518	0.3%	$626,318,219	0.3%	$1,209,109
Short Note	36	0.0%	55	0.0%	$348,779,000	0.2%	$6,341,436
Long Variable	267	0.3%	756	0.4%	$448,408,500	0.2%	$593,133
Short Variable	8,554	10.3%	63,572	36.3%	$163,158,075,120	79.6%	$2,566,508
CP	906	1.1%	1,200	0.7%	$7,529,537,815	3.7%	$6,274,615
Other	277	0.3%	518	0.3%	$1,352,736,947	0.7%	$2,611,461
Total	82,666	100%	175,166	100%	205,026,846,309	100%