CUSIPs, Trades and Par Value by Security Type
September 2007
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	91,759	87.4%	514,530	73.0%	$128,593,039,883	27.0%	$249,923
Long Note	1,187	1.1%	4,786	0.7%	$5,955,698,092	1.3%	$1,244,400
Short Note	180	0.2%	502	0.1%	$1,659,371,509	0.3%	$3,305,521
Long Variable	273	0.3%	2,482	0.4%	$884,100,000	0.2%	$356,205
Short Variable	10,050	9.6%	177,915	25.2%	$313,655,915,391	65.9%	$1,762,954
CP	832	0.8%	1,613	0.2%	$16,281,559,000	3.4%	$10,093,961
Other	707	0.7%	2,907	0.4%	$9,224,639,786	1.9%	$3,173,251
Total	104,988	100%	704,735	100%	$476,254,323,661	100%	$675,792
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	48,386	90.2%	157,986	80.6%	$38,539,658,566	49.7%	$243,944
Long Note	450	0.8%	1,223	0.6%	$540,265,881	0.7%	$441,755
Short Note	51	0.1%	98	0.1%	$31,615,000	0.0%	$322,602
Long Variable	149	0.3%	669	0.3%	$199,034,000	0.3%	$297,510
Short Variable	4,500	8.4%	35,538	18.1%	$37,460,651,600	48.3%	$1,054,101
CP	4	0.0%	4	0.0%	$14,900,000	0.0%	$3,725,000
Other	105	0.2%	382	0.2%	$701,320,000	0.9%	$1,835,916
Total	53,645	100%	195,900	100%	$77,487,445,047	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	91,384	87.4%	356,544	70.1%	$90,053,381,317	22.6%	$252,573
Long Note	1,183	1.1%	3,563	0.7%	$5,415,432,211	1.4%	$1,519,908
Short Note	173	0.2%	404	0.1%	$1,627,756,509	0.4%	$4,029,100
Long Variable	272	0.3%	1,813	0.4%	$685,066,000	0.2%	$377,863
Short Variable	10,041	9.6%	142,377	28.0%	$276,195,263,791	69.3%	$1,939,887
CP	831	0.8%	1,609	0.3%	$16,266,659,000	4.1%	$10,109,794
Other	704	0.7%	2,525	0.5%	$8,523,319,786	2.1%	$3,375,572
Total	104,588	100%	508,835	100%	$398,766,878,614	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	82,950	87.1%	246,187	75.1%	$55,878,549,523	25.2%	$226,976
Long Note	1,150	1.2%	3,157	1.0%	$4,807,132,632	2.2%	$1,522,690
Short Note	171	0.2%	385	0.1%	$1,557,306,509	0.7%	$4,044,952
Long Variable	251	0.3%	1,162	0.4%	$395,340,000	0.2%	$340,224
Short Variable	9,275	9.7%	74,211	22.6%	$141,833,350,996	63.9%	$1,911,217
CP	825	0.9%	1,188	0.4%	$11,767,592,000	5.3%	$9,905,380
Other	593	0.6%	1,654	0.5%	$5,613,719,050	2.5%	$3,394,026
Total	95,215	100%	327,944	100%	221,852,990,710	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	71,901	87.6%	110,357	61.0%	$34,174,831,794	19.3%	$309,675
Long Note	344	0.4%	406	0.2%	$608,299,579	0.3%	$1,498,275
Short Note	19	0.0%	19	0.0%	$70,450,000	0.0%	$3,707,895
Long Variable	227	0.3%	651	0.4%	$289,726,000	0.2%	$445,048
Short Variable	8,890	10.8%	68,166	37.7%	$134,361,912,795	75.9%	$1,971,099
CP	301	0.4%	421	0.2%	$4,499,067,000	2.5%	$10,686,620
Other	427	0.5%	871	0.5%	$2,909,600,736	1.6%	$3,340,529
Total	82,109	100%	180,891	100%	176,913,887,904	100%