CUSIPs, Trades and Par Value by Security Type
February 2005
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	87,605	89.2%	444,832	82.2%	$93,249,646,846	29.4%	$209,629
Long Note	1,466	1.5%	6,325	1.2%	$4,456,457,901	1.4%	$704,578
Short Note	225	0.2%	1,416	0.3%	$2,324,283,035	0.7%	$1,641,443
Long Variable	168	0.2%	1,435	0.3%	$572,399,000	0.2%	$398,884
Short Variable	7,231	7.4%	83,491	15.4%	$194,621,987,276	61.5%	$2,331,053
CP	820	0.8%	1,404	0.3%	$13,118,989,000	4.1%	$9,344,009
Other	736	0.7%	2,403	0.4%	$8,339,840,167	2.6%	$3,470,595
Total	98,251	100%	541,306	100%	$316,683,603,225	100%	$585,036
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	39,186	93.6%	113,062	93.1%	$28,806,138,000	72.8%	$254,782
Long Note	507	1.2%	1,245	1.0%	$728,040,000	1.8%	$584,771
Short Note	57	0.1%	254	0.2%	$303,398,000	0.8%	$1,194,480
Long Variable	83	0.2%	302	0.2%	$107,000,000	0.3%	$354,305
Short Variable	1,891	4.5%	6,304	5.2%	$9,089,062,000	23.0%	$1,441,793
CP	1	0.0%	1	0.0%	$14,300,000	0.0%	$14,300,000
Other	159	0.4%	321	0.3%	$539,108,000	1.4%	$1,679,464
Total	41,884	100%	121,489	100%	$39,587,046,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	86,653	89.1%	331,770	79.0%	$64,443,508,846	23.3%	$194,242
Long Note	1,462	1.5%	5,080	1.2%	$3,728,417,901	1.3%	$733,941
Short Note	223	0.2%	1,162	0.3%	$2,020,885,035	0.7%	$1,739,144
Long Variable	168	0.2%	1,133	0.3%	$465,399,000	0.2%	$410,767
Short Variable	7,227	7.4%	77,187	18.4%	$185,532,925,276	67.0%	$2,403,681
CP	820	0.8%	1,403	0.3%	$13,104,689,000	4.7%	$9,340,477
Other	709	0.7%	2,082	0.5%	$7,800,732,167	2.8%	$3,746,749
Total	97,262	100%	419,817	100%	$277,096,557,225	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	78,638	88.8%	229,437	81.7%	$43,370,699,652	26.5%	$189,031
Long Note	1,413	1.6%	4,415	1.6%	$2,562,181,463	1.6%	$580,336
Short Note	218	0.2%	993	0.4%	$1,483,445,249	0.9%	$1,493,903
Long Variable	153	0.2%	793	0.3%	$268,306,000	0.2%	$338,343
Short Variable	6,704	7.6%	42,769	15.2%	$101,282,671,139	62.0%	$2,368,133
CP	818	0.9%	1,016	0.4%	$9,625,386,000	5.9%	$9,473,805
Other	635	0.7%	1,451	0.5%	$4,765,488,294	2.9%	$3,284,279
Total	88,579	100%	280,874	100%	163,358,177,797	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	61,225	89.1%	102,333	73.7%	$21,072,809,194	18.5%	$205,924
Long Note	510	0.7%	665	0.5%	$1,166,236,438	1.0%	$1,753,739
Short Note	38	0.1%	169	0.1%	$537,439,786	0.5%	$3,180,117
Long Variable	143	0.2%	340	0.2%	$197,093,000	0.2%	$579,685
Short Variable	6,115	8.9%	34,418	24.8%	$84,250,254,137	74.1%	$2,447,854
CP	305	0.4%	387	0.3%	$3,479,303,000	3.1%	$8,990,447
Other	350	0.5%	631	0.5%	$3,035,243,873	2.7%	$4,810,212
Total	68,686	100%	138,943	100%	113,738,379,428	100%