CUSIPs, Trades and Par Value by Security Type
October 2006
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	96,289	87.6%	500,223	73.8%	$123,123,516,390	24.5%	$246,137
Long Note	1,359	1.2%	5,730	0.8%	$5,106,413,130	1.0%	$891,172
Short Note	216	0.2%	1,343	0.2%	$3,122,238,869	0.6%	$2,324,824
Long Variable	325	0.3%	2,647	0.4%	$1,476,495,300	0.3%	$557,800
Short Variable	9,518	8.7%	159,216	23.5%	$344,543,823,175	68.6%	$2,164,003
CP	1,719	1.6%	7,072	1.0%	$19,551,030,413	3.9%	$2,764,569
Other	492	0.4%	1,690	0.2%	$5,692,219,409	1.1%	$3,368,177
Total	109,918	100%	677,921	100%	$502,615,736,686	100%	$741,408
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	50,584	89.9%	157,422	81.5%	$42,759,638,000	52.5%	$271,624
Long Note	512	0.9%	1,405	0.7%	$723,893,000	0.9%	$515,226
Short Note	67	0.1%	319	0.2%	$321,766,000	0.4%	$1,008,671
Long Variable	154	0.3%	674	0.3%	$249,031,000	0.3%	$369,482
Short Variable	4,285	7.6%	31,120	16.1%	$35,351,489,000	43.4%	$1,135,973
CP	487	0.9%	1,709	0.9%	$787,895,000	1.0%	$461,027
Other	163	0.3%	476	0.2%	$1,250,066,000	1.5%	$2,626,189
Total	56,252	100%	193,125	100%	$81,443,778,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	95,604	87.6%	342,801	70.7%	$80,363,878,390	19.1%	$234,433
Long Note	1,350	1.2%	4,325	0.9%	$4,382,520,130	1.0%	$1,013,299
Short Note	213	0.2%	1,024	0.2%	$2,800,472,869	0.7%	$2,734,837
Long Variable	322	0.3%	1,973	0.4%	$1,227,464,300	0.3%	$622,131
Short Variable	9,504	8.7%	128,096	26.4%	$309,192,334,175	73.4%	$2,413,755
CP	1,696	1.6%	5,363	1.1%	$18,763,135,413	4.5%	$3,498,627
Other	452	0.4%	1,214	0.3%	$4,442,153,409	1.1%	$3,659,105
Total	109,141	100%	484,796	100%	$421,171,958,686	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	86,457	87.3%	234,756	75.6%	$51,688,291,557	22.3%	$220,179
Long Note	1,294	1.3%	3,767	1.2%	$3,591,072,264	1.5%	$953,298
Short Note	210	0.2%	960	0.3%	$2,287,334,869	1.0%	$2,382,640
Long Variable	291	0.3%	1,260	0.4%	$737,260,300	0.3%	$585,127
Short Variable	8,826	8.9%	64,776	20.9%	$157,448,978,494	67.9%	$2,430,668
CP	1,630	1.6%	4,350	1.4%	$13,222,609,413	5.7%	$3,039,680
Other	379	0.4%	756	0.2%	$2,823,814,602	1.2%	$3,735,205
Total	99,087	100%	310,625	100%	231,799,361,499	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	70,560	87.4%	108,045	62.0%	$28,675,586,833	15.1%	$265,404
Long Note	442	0.5%	558	0.3%	$791,447,866	0.4%	$1,418,365
Short Note	26	0.0%	64	0.0%	$513,138,000	0.3%	$8,017,781
Long Variable	280	0.3%	713	0.4%	$490,204,000	0.3%	$687,523
Short Variable	8,349	10.3%	63,320	36.4%	$151,743,355,681	80.1%	$2,396,452
CP	790	1.0%	1,013	0.6%	$5,540,526,000	2.9%	$5,469,423
Other	244	0.3%	458	0.3%	$1,618,338,807	0.9%	$3,533,491
Total	80,691	100%	174,171	100%	189,372,597,187	100%