CUSIPs, Trades and Par Value by Security Type
August 2004
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	85,894	89.3%	528,984	85.3%	$95,647,562,628	28.2%	$180,814
Long Note	1,475	1.5%	7,266	1.2%	$12,580,917,371	3.7%	$1,731,478
Short Note	227	0.2%	575	0.1%	$1,090,067,468	0.3%	$1,895,770
Long Variable	295	0.3%	3,594	0.6%	$2,673,610,724	0.8%	$743,909
Short Variable	6,951	7.2%	76,616	12.4%	$208,634,728,287	61.6%	$2,723,122
CP	753	0.8%	1,215	0.2%	$11,609,376,000	3.4%	$9,555,042
Other	538	0.6%	1,882	0.3%	$6,679,173,938	2.0%	$3,548,977
Total	96,133	100%	620,132	100%	$338,915,436,416	100%	$546,521
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	39,395	95.4%	128,320	96.2%	$31,028,478,000	81.0%	$241,805
Long Note	533	1.3%	1,103	0.8%	$1,446,446,000	3.8%	$1,311,374
Short Note	58	0.1%	85	0.1%	$58,625,000	0.2%	$689,706
Long Variable	131	0.3%	647	0.5%	$383,826,000	1.0%	$593,240
Short Variable	1,138	2.8%	3,121	2.3%	$5,151,728,000	13.4%	$1,650,666
CP	1	0.0%	1	0.0%	$18,206,000	0.0%	$18,206,000
Other	57	0.1%	167	0.1%	$218,185,000	0.6%	$1,306,497
Total	41,313	100%	133,444	100%	$38,305,494,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	85,104	89.3%	400,664	82.3%	$64,619,084,628	21.5%	$161,280
Long Note	1,456	1.5%	6,163	1.3%	$11,134,471,371	3.7%	$1,806,664
Short Note	223	0.2%	490	0.1%	$1,031,442,468	0.3%	$2,104,985
Long Variable	295	0.3%	2,947	0.6%	$2,289,784,724	0.8%	$776,988
Short Variable	6,949	7.3%	73,495	15.1%	$203,483,000,287	67.7%	$2,768,665
CP	753	0.8%	1,214	0.2%	$11,591,170,000	3.9%	$9,547,916
Other	525	0.6%	1,715	0.4%	$6,460,988,938	2.1%	$3,767,340
Total	95,305	100%	486,688	100%	$300,609,942,416	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	79,031	89.5%	292,942	85.3%	$41,895,285,040	24.1%	$143,016
Long Note	1,415	1.6%	4,654	1.4%	$8,760,862,704	5.0%	$1,882,437
Short Note	219	0.2%	461	0.1%	$686,237,468	0.4%	$1,488,585
Long Variable	269	0.3%	2,192	0.6%	$1,612,824,724	0.9%	$735,778
Short Variable	6,292	7.1%	41,403	12.1%	$109,242,189,187	62.8%	$2,638,509
CP	697	0.8%	867	0.3%	$8,126,473,000	4.7%	$9,373,095
Other	410	0.5%	1,011	0.3%	$3,618,221,505	2.1%	$3,578,854
Total	88,333	100%	343,530	100%	173,942,093,628	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	62,143	89.6%	107,722	75.2%	$22,723,799,588	17.9%	$210,949
Long Note	472	0.7%	1,509	1.1%	$2,373,608,667	1.9%	$1,572,968
Short Note	24	0.0%	29	0.0%	$345,205,000	0.3%	$11,903,621
Long Variable	232	0.3%	755	0.5%	$676,960,000	0.5%	$896,636
Short Variable	5,843	8.4%	32,092	22.4%	$94,240,811,100	74.4%	$2,936,583
CP	296	0.4%	347	0.2%	$3,464,697,000	2.7%	$9,984,718
Other	353	0.5%	704	0.5%	$2,842,767,433	2.2%	$4,038,022
Total	69,363	100%	143,158	100%	126,667,848,788	100%