CUSIPs, Trades and Par Value by Security Type
December 2005
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	110,084	89.4%	547,454	78.2%	$121,132,822,211	23.5%	$221,266
Long Note	1,526	1.2%	7,313	1.0%	$5,098,480,295	1.0%	$697,180
Short Note	267	0.2%	1,261	0.2%	$3,358,391,020	0.7%	$2,663,276
Long Variable	368	0.3%	4,098	0.6%	$2,631,985,544	0.5%	$642,261
Short Variable	9,494	7.7%	136,009	19.4%	$355,713,203,052	69.1%	$2,615,365
CP	841	0.7%	1,641	0.2%	$16,997,174,000	3.3%	$10,357,815
Other	600	0.5%	2,340	0.3%	$9,888,449,402	1.9%	$4,225,833
Total	123,180	100%	700,116	100%	$514,820,505,524	100%	$735,336
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	49,782	92.8%	143,970	89.6%	$35,728,858,000	63.6%	$248,169
Long Note	551	1.0%	1,494	0.9%	$628,280,000	1.1%	$420,535
Short Note	75	0.1%	222	0.1%	$344,491,000	0.6%	$1,551,761
Long Variable	164	0.3%	832	0.5%	$377,198,000	0.7%	$453,363
Short Variable	2,958	5.5%	13,988	8.7%	$18,639,287,000	33.2%	$1,332,520
CP	4	0.0%	6	0.0%	$7,200,000	0.0%	$1,200,000
Other	94	0.2%	258	0.2%	$484,147,000	0.9%	$1,876,539
Total	53,628	100%	160,770	100%	$56,209,461,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	109,004	89.3%	403,484	74.8%	$85,403,964,211	18.6%	$211,666
Long Note	1,520	1.2%	5,819	1.1%	$4,470,200,295	1.0%	$768,208
Short Note	265	0.2%	1,039	0.2%	$3,013,900,020	0.7%	$2,900,770
Long Variable	367	0.3%	3,266	0.6%	$2,254,787,544	0.5%	$690,382
Short Variable	9,486	7.8%	122,021	22.6%	$337,073,916,052	73.5%	$2,762,425
CP	841	0.7%	1,635	0.3%	$16,989,974,000	3.7%	$10,391,421
Other	593	0.5%	2,082	0.4%	$9,404,302,402	2.1%	$4,516,956
Total	122,076	100%	539,346	100%	$458,611,044,524	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	97,304	89.1%	275,138	79.8%	$53,001,094,665	21.2%	$192,635
Long Note	1,457	1.3%	4,975	1.4%	$3,161,082,295	1.3%	$635,393
Short Note	257	0.2%	965	0.3%	$2,726,573,020	1.1%	$2,825,464
Long Variable	330	0.3%	2,268	0.7%	$1,701,956,544	0.7%	$750,422
Short Variable	8,490	7.8%	59,113	17.1%	$172,274,887,412	69.0%	$2,914,332
CP	830	0.8%	1,053	0.3%	$11,034,272,000	4.4%	$10,478,891
Other	481	0.4%	1,289	0.4%	$5,770,917,278	2.3%	$4,477,050
Total	109,149	100%	344,801	100%	249,670,783,214	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	81,449	89.0%	128,346	66.0%	$32,402,869,546	15.5%	$252,465
Long Note	585	0.6%	844	0.4%	$1,309,118,000	0.6%	$1,551,088
Short Note	45	0.0%	74	0.0%	$287,327,000	0.1%	$3,882,797
Long Variable	288	0.3%	998	0.5%	$552,831,000	0.3%	$553,939
Short Variable	8,247	9.0%	62,908	32.3%	$164,799,028,640	78.9%	$2,619,683
CP	500	0.5%	582	0.3%	$5,955,702,000	2.9%	$10,233,165
Other	376	0.4%	793	0.4%	$3,633,385,124	1.7%	$4,581,822
Total	91,490	100%	194,545	100%	208,940,261,310	100%