CUSIPs, Trades and Par Value by Security Type
November 2007
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	97,271	88.2%	555,333	72.5%	$130,383,592,526	25.0%	$234,785
Long Note	1,184	1.1%	4,501	0.6%	$6,888,030,263	1.3%	$1,530,333
Short Note	201	0.2%	939	0.1%	$2,399,677,150	0.5%	$2,555,567
Long Variable	274	0.2%	2,780	0.4%	$2,334,879,228	0.4%	$839,885
Short Variable	9,948	9.0%	197,926	25.8%	$356,043,464,125	68.3%	$1,798,872
CP	855	0.8%	1,590	0.2%	$16,338,529,000	3.1%	$10,275,804
Other	602	0.5%	3,394	0.4%	$7,205,411,855	1.4%	$2,122,985
Total	110,335	100%	766,463	100%	$521,593,584,147	100%	$680,520
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	51,795	90.3%	165,882	80.0%	$36,243,462,304	47.1%	$218,489
Long Note	458	0.8%	1,199	0.6%	$768,996,286	1.0%	$641,365
Short Note	61	0.1%	256	0.1%	$368,285,000	0.5%	$1,438,613
Long Variable	148	0.3%	757	0.4%	$302,821,400	0.4%	$400,028
Short Variable	4,752	8.3%	38,709	18.7%	$38,003,482,012	49.3%	$981,774
CP	27	0.0%	28	0.0%	$181,861,000	0.2%	$6,495,036
Other	135	0.2%	540	0.3%	$1,160,750,000	1.5%	$2,149,537
Total	57,376	100%	207,371	100%	$77,029,658,002	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	96,876	88.2%	389,451	69.7%	$94,140,130,222	21.2%	$241,725
Long Note	1,176	1.1%	3,302	0.6%	$6,119,033,977	1.4%	$1,853,130
Short Note	197	0.2%	683	0.1%	$2,031,392,150	0.5%	$2,974,220
Long Variable	274	0.2%	2,023	0.4%	$2,032,057,828	0.5%	$1,004,477
Short Variable	9,944	9.0%	159,217	28.5%	$318,039,982,113	71.5%	$1,997,525
CP	852	0.8%	1,562	0.3%	$16,156,668,000	3.6%	$10,343,577
Other	574	0.5%	2,854	0.5%	$6,044,661,855	1.4%	$2,117,961
Total	109,893	100%	559,092	100%	$444,563,926,145	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	87,464	87.9%	272,750	75.6%	$57,746,674,326	23.4%	$211,720
Long Note	1,133	1.1%	2,915	0.8%	$5,843,461,781	2.4%	$2,004,618
Short Note	196	0.2%	648	0.2%	$1,646,037,150	0.7%	$2,540,181
Long Variable	255	0.3%	1,258	0.3%	$1,612,449,043	0.7%	$1,281,756
Short Variable	9,176	9.2%	79,796	22.1%	$164,143,781,695	66.5%	$2,057,043
CP	847	0.9%	1,192	0.3%	$12,144,704,000	4.9%	$10,188,510
Other	484	0.5%	2,030	0.6%	$3,768,294,327	1.5%	$1,856,303
Total	99,555	100%	360,589	100%	246,905,402,322	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	74,797	87.9%	116,701	58.8%	$36,393,455,896	18.4%	$311,852
Long Note	320	0.4%	387	0.2%	$275,572,196	0.1%	$712,073
Short Note	10	0.0%	35	0.0%	$385,355,000	0.2%	$11,010,143
Long Variable	228	0.3%	765	0.4%	$419,608,785	0.2%	$548,508
Short Variable	9,069	10.7%	79,421	40.0%	$153,896,200,418	77.9%	$1,937,727
CP	306	0.4%	370	0.2%	$4,011,964,000	2.0%	$10,843,146
Other	366	0.4%	824	0.4%	$2,276,367,528	1.2%	$2,762,582
Total	85,096	100%	198,503	100%	197,658,523,823	100%