CUSIPs, Trades and Par Value by Security Type
August 2005
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	94,727	88.9%	528,377	80.2%	$115,067,848,436	26.5%	$217,776
Long Note	1,607	1.5%	9,418	1.4%	$16,019,781,120	3.7%	$1,700,975
Short Note	250	0.2%	704	0.1%	$521,814,390	0.1%	$741,214
Long Variable	303	0.3%	3,373	0.5%	$1,660,030,000	0.4%	$492,152
Short Variable	8,242	7.7%	112,934	17.1%	$275,242,697,155	63.4%	$2,437,200
CP	722	0.7%	1,323	0.2%	$13,207,394,500	3.0%	$9,982,913
Other	696	0.7%	2,568	0.4%	$12,557,587,408	2.9%	$4,890,026
Total	106,547	100%	658,697	100%	$434,277,153,009	100%	$659,297
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	43,329	92.5%	139,523	91.0%	$37,555,296,000	69.9%	$269,169
Long Note	588	1.3%	1,835	1.2%	$1,656,034,000	3.1%	$902,471
Short Note	70	0.1%	118	0.1%	$116,109,000	0.2%	$983,975
Long Variable	134	0.3%	727	0.5%	$269,135,000	0.5%	$370,199
Short Variable	2,593	5.5%	10,929	7.1%	$13,324,131,000	24.8%	$1,219,154
CP	1	0.0%	1	0.0%	$25,000,000	0.0%	$25,000,000
Other	134	0.3%	263	0.2%	$765,391,000	1.4%	$2,910,232
Total	46,849	100%	153,396	100%	$53,711,096,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	93,775	88.8%	388,854	77.0%	$77,512,552,436	20.4%	$199,336
Long Note	1,591	1.5%	7,583	1.5%	$14,363,747,120	3.8%	$1,894,204
Short Note	249	0.2%	586	0.1%	$405,705,390	0.1%	$692,330
Long Variable	302	0.3%	2,646	0.5%	$1,390,895,000	0.4%	$525,659
Short Variable	8,234	7.8%	102,005	20.2%	$261,918,566,155	68.8%	$2,567,703
CP	722	0.7%	1,322	0.3%	$13,182,394,500	3.5%	$9,971,554
Other	679	0.6%	2,305	0.5%	$11,792,196,408	3.1%	$5,115,920
Total	105,552	100%	505,301	100%	$380,566,057,009	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	86,316	88.6%	276,685	81.3%	$51,116,213,434	23.7%	$184,745
Long Note	1,549	1.6%	6,739	2.0%	$11,804,663,686	5.5%	$1,751,694
Short Note	243	0.2%	539	0.2%	$366,367,256	0.2%	$679,717
Long Variable	282	0.3%	2,086	0.6%	$936,975,000	0.4%	$449,173
Short Variable	7,707	7.9%	52,162	15.3%	$136,200,053,889	63.1%	$2,611,097
CP	686	0.7%	853	0.3%	$8,745,225,500	4.1%	$10,252,316
Other	607	0.6%	1,436	0.4%	$6,705,261,570	3.1%	$4,669,402
Total	97,390	100%	340,500	100%	215,874,760,335	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	67,477	88.6%	112,169	68.1%	$26,396,339,002	16.0%	$235,327
Long Note	516	0.7%	844	0.5%	$2,559,083,434	1.6%	$3,032,089
Short Note	46	0.1%	47	0.0%	$39,338,134	0.0%	$836,982
Long Variable	244	0.3%	560	0.3%	$453,920,000	0.3%	$810,571
Short Variable	7,198	9.4%	49,843	30.2%	$125,718,512,266	76.3%	$2,522,290
CP	394	0.5%	469	0.3%	$4,437,169,000	2.7%	$9,460,915
Other	324	0.4%	869	0.5%	$5,086,934,838	3.1%	$5,853,780
Total	76,199	100%	164,801	100%	164,691,296,674	100%