CUSIPs, Trades and Par Value by Security Type
April 2004
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	101,375	91.0%	575,137	87.6%	$110,995,857,308	30.6%	$192,990
Long Note	1,791	1.6%	5,991	0.9%	$6,213,272,465	1.7%	$1,037,101
Short Note	280	0.3%	705	0.1%	$1,586,523,895	0.4%	$2,250,389
Long Variable	296	0.3%	2,654	0.4%	$2,708,977,000	0.7%	$1,020,715
Short Variable	6,737	6.1%	69,671	10.6%	$227,144,890,909	62.6%	$3,260,250
CP	368	0.3%	707	0.1%	$7,556,269,000	2.1%	$10,687,792
Other	496	0.4%	1,998	0.3%	$6,778,266,917	1.9%	$3,392,526
Total	111,343	100%	656,863	100%	$362,984,057,494	100%	$552,602
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	43,099	97.5%	129,705	98.3%	$31,208,728,000	96.0%	$240,613
Long Note	515	1.2%	1,002	0.8%	$519,806,000	1.6%	$518,768
Short Note	60	0.1%	93	0.1%	$57,060,000	0.2%	$613,548
Long Variable	105	0.2%	414	0.3%	$202,546,000	0.6%	$489,242
Short Variable	390	0.9%	672	0.5%	$490,656,000	1.5%	$730,143
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	26	0.1%	41	0.0%	$31,157,000	0.1%	$759,927
Total	44,195	100%	131,927	100%	$32,509,953,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	100,437	91.0%	445,432	84.9%	$79,787,129,308	24.1%	$179,123
Long Note	1,763	1.6%	4,989	1.0%	$5,693,466,465	1.7%	$1,141,204
Short Note	278	0.3%	612	0.1%	$1,529,463,895	0.5%	$2,499,124
Long Variable	294	0.3%	2,240	0.4%	$2,506,431,000	0.8%	$1,118,942
Short Variable	6,735	6.1%	68,999	13.1%	$226,654,234,909	68.6%	$3,284,892
CP	368	0.3%	707	0.1%	$7,556,269,000	2.3%	$10,687,792
Other	494	0.4%	1,957	0.4%	$6,747,109,917	2.0%	$3,447,680
Total	110,369	100%	524,936	100%	$330,474,104,494	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	92,178	91.0%	317,542	88.4%	$49,384,754,973	27.1%	$155,522
Long Note	1,696	1.7%	3,760	1.0%	$3,689,637,745	2.0%	$981,287
Short Note	269	0.3%	530	0.1%	$1,114,125,279	0.6%	$2,102,123
Long Variable	261	0.3%	1,689	0.5%	$2,102,048,000	1.2%	$1,244,552
Short Variable	6,123	6.0%	34,096	9.5%	$117,471,977,341	64.4%	$3,445,330
CP	347	0.3%	503	0.1%	$5,134,282,000	2.8%	$10,207,320
Other	426	0.4%	1,143	0.3%	$3,455,719,556	1.9%	$3,023,377
Total	101,300	100%	359,263	100%	182,352,544,894	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	72,228	90.8%	127,890	77.2%	$30,402,374,335	20.5%	$237,723
Long Note	697	0.9%	1,229	0.7%	$2,003,828,720	1.4%	$1,630,455
Short Note	47	0.1%	82	0.0%	$415,338,616	0.3%	$5,065,105
Long Variable	200	0.3%	551	0.3%	$404,383,000	0.3%	$733,907
Short Variable	5,898	7.4%	34,903	21.1%	$109,182,257,568	73.7%	$3,128,163
CP	153	0.2%	204	0.1%	$2,421,987,000	1.6%	$11,872,485
Other	315	0.4%	814	0.5%	$3,291,390,361	2.2%	$4,043,477
Total	79,538	100%	165,673	100%	148,121,559,600	100%