CUSIPs, Trades and Par Value by Security Type
April 2005
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	101,521	88.9%	511,128	79.7%	$108,220,443,212	24.2%	$211,729
Long Note	1,852	1.6%	7,362	1.1%	$4,293,914,674	1.0%	$583,254
Short Note	338	0.3%	1,623	0.3%	$1,606,113,772	0.4%	$989,596
Long Variable	81	0.1%	893	0.1%	$247,588,000	0.1%	$277,254
Short Variable	8,899	7.8%	116,280	18.1%	$307,132,806,414	68.7%	$2,641,321
CP	811	0.7%	1,421	0.2%	$13,336,882,500	3.0%	$9,385,561
Other	728	0.6%	2,626	0.4%	$11,905,601,292	2.7%	$4,533,740
Total	114,230	100%	641,333	100%	$446,743,349,864	100%	$696,586
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	45,304	93.3%	129,579	92.0%	$35,289,974,000	69.8%	$272,343
Long Note	714	1.5%	1,611	1.1%	$737,269,000	1.5%	$457,647
Short Note	109	0.2%	380	0.3%	$355,410,000	0.7%	$935,289
Long Variable	37	0.1%	166	0.1%	$48,630,000	0.1%	$292,952
Short Variable	2,282	4.7%	8,817	6.3%	$13,169,172,000	26.0%	$1,493,611
CP	1	0.0%	2	0.0%	$6,500,000	0.0%	$3,250,000
Other	130	0.3%	232	0.2%	$963,710,000	1.9%	$4,153,922
Total	48,577	100%	140,787	100%	$50,570,665,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	100,006	88.8%	381,549	76.2%	$72,930,469,212	18.4%	$191,143
Long Note	1,836	1.6%	5,751	1.1%	$3,556,645,674	0.9%	$618,440
Short Note	337	0.3%	1,243	0.2%	$1,250,703,772	0.3%	$1,006,198
Long Variable	81	0.1%	727	0.1%	$198,958,000	0.1%	$273,670
Short Variable	8,894	7.9%	107,463	21.5%	$293,963,634,414	74.2%	$2,735,487
CP	811	0.7%	1,419	0.3%	$13,330,382,500	3.4%	$9,394,209
Other	710	0.6%	2,394	0.5%	$10,941,891,292	2.8%	$4,570,548
Total	112,675	100%	500,546	100%	$396,172,684,864	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	90,945	88.7%	265,909	80.7%	$47,674,569,640	21.9%	$179,289
Long Note	1,775	1.7%	4,889	1.5%	$2,502,986,174	1.2%	$511,963
Short Note	320	0.3%	1,074	0.3%	$849,963,737	0.4%	$791,400
Long Variable	73	0.1%	586	0.2%	$115,259,000	0.1%	$196,688
Short Variable	7,976	7.8%	54,724	16.6%	$150,877,340,934	69.3%	$2,757,060
CP	797	0.8%	956	0.3%	$9,122,888,500	4.2%	$9,542,770
Other	599	0.6%	1,470	0.4%	$6,473,971,389	3.0%	$4,404,062
Total	102,485	100%	329,608	100%	217,616,979,374	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	69,393	88.4%	115,640	67.7%	$25,255,899,572	14.1%	$218,401
Long Note	648	0.8%	862	0.5%	$1,053,659,500	0.6%	$1,222,343
Short Note	55	0.1%	169	0.1%	$400,740,035	0.2%	$2,371,243
Long Variable	63	0.1%	141	0.1%	$83,699,000	0.0%	$593,610
Short Variable	7,509	9.6%	52,739	30.9%	$143,086,293,480	80.1%	$2,713,102
CP	399	0.5%	463	0.3%	$4,207,494,000	2.4%	$9,087,460
Other	414	0.5%	924	0.5%	$4,467,919,903	2.5%	$4,835,411
Total	78,481	100%	170,938	100%	178,555,705,490	100%