CUSIPs, Trades and Par Value by Security Type
September 2006
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	94,992	88.0%	479,840	73.7%	$118,936,489,021	24.7%	$247,867
Long Note	1,313	1.2%	5,594	0.9%	$5,391,328,995	1.1%	$963,770
Short Note	206	0.2%	2,554	0.4%	$4,403,126,831	0.9%	$1,724,012
Long Variable	311	0.3%	2,823	0.4%	$1,247,714,000	0.3%	$441,982
Short Variable	9,363	8.7%	154,592	23.7%	$327,644,434,475	68.1%	$2,119,414
CP	1,258	1.2%	3,653	0.6%	$19,232,756,489	4.0%	$5,264,921
Other	473	0.4%	1,890	0.3%	$4,439,378,208	0.9%	$2,348,877
Total	107,916	100%	650,946	100%	$481,295,228,019	100%	$739,378
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	49,366	90.5%	149,502	81.7%	$40,616,972,000	53.3%	$271,682
Long Note	519	1.0%	1,442	0.8%	$705,171,000	0.9%	$489,023
Short Note	66	0.1%	401	0.2%	$1,838,553,000	2.4%	$4,584,920
Long Variable	171	0.3%	758	0.4%	$239,305,000	0.3%	$315,706
Short Variable	4,159	7.6%	29,813	16.3%	$31,656,903,000	41.6%	$1,061,849
CP	161	0.3%	561	0.3%	$184,160,000	0.2%	$328,271
Other	105	0.2%	430	0.2%	$895,964,000	1.2%	$2,083,637
Total	54,547	100%	182,907	100%	$76,137,028,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	94,357	88.0%	330,338	70.6%	$78,319,517,021	19.3%	$237,089
Long Note	1,305	1.2%	4,152	0.9%	$4,686,157,995	1.2%	$1,128,651
Short Note	205	0.2%	2,153	0.5%	$2,564,573,831	0.6%	$1,191,163
Long Variable	309	0.3%	2,065	0.4%	$1,008,409,000	0.2%	$488,334
Short Variable	9,355	8.7%	124,779	26.7%	$295,987,531,475	73.1%	$2,372,094
CP	1,258	1.2%	3,092	0.7%	$19,048,596,489	4.7%	$6,160,607
Other	468	0.4%	1,460	0.3%	$3,543,414,208	0.9%	$2,426,996
Total	107,257	100%	468,039	100%	$405,158,200,019	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	84,853	87.7%	221,287	75.7%	$48,080,817,632	21.8%	$217,278
Long Note	1,254	1.3%	3,588	1.2%	$3,877,676,586	1.8%	$1,080,735
Short Note	200	0.2%	2,112	0.7%	$2,420,039,411	1.1%	$1,145,852
Long Variable	287	0.3%	1,312	0.4%	$600,786,000	0.3%	$457,916
Short Variable	8,519	8.8%	61,005	20.9%	$150,486,287,675	68.2%	$2,466,786
CP	1,237	1.3%	2,339	0.8%	$13,252,492,489	6.0%	$5,665,880
Other	382	0.4%	829	0.3%	$1,997,763,942	0.9%	$2,409,848
Total	96,732	100%	292,472	100%	220,715,863,735	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	71,893	87.6%	109,051	62.1%	$30,238,699,389	16.4%	$277,290
Long Note	434	0.5%	564	0.3%	$808,481,409	0.4%	$1,433,478
Short Note	35	0.0%	41	0.0%	$144,534,420	0.1%	$3,525,230
Long Variable	270	0.3%	753	0.4%	$407,623,000	0.2%	$541,332
Short Variable	8,536	10.4%	63,774	36.3%	$145,501,243,800	78.9%	$2,281,514
CP	659	0.8%	753	0.4%	$5,796,104,000	3.1%	$7,697,349
Other	283	0.3%	631	0.4%	$1,545,650,266	0.8%	$2,449,525
Total	82,110	100%	175,567	100%	184,442,336,284	100%