CUSIPs, Trades and Par Value by Security Type
July 2005
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	85,093	88.2%	455,342	79.9%	$104,713,089,474	27.3%	$229,966
Long Note	1,550	1.6%	8,622	1.5%	$11,022,455,884	2.9%	$1,278,411
Short Note	245	0.3%	676	0.1%	$705,799,822	0.2%	$1,044,083
Long Variable	292	0.3%	2,845	0.5%	$1,873,810,600	0.5%	$658,633
Short Variable	7,935	8.2%	99,043	17.4%	$243,771,526,127	63.5%	$2,461,270
CP	484	0.5%	947	0.2%	$9,444,516,000	2.5%	$9,973,090
Other	839	0.9%	2,451	0.4%	$12,594,584,950	3.3%	$5,138,550
Total	96,438	100%	569,926	100%	$384,125,782,857	100%	$673,992
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	38,761	92.5%	119,399	91.1%	$35,583,669,000	71.3%	$298,023
Long Note	538	1.3%	1,878	1.4%	$1,711,933,000	3.4%	$911,572
Short Note	69	0.2%	133	0.1%	$68,376,000	0.1%	$514,105
Long Variable	134	0.3%	574	0.4%	$249,883,000	0.5%	$435,336
Short Variable	2,261	5.4%	8,917	6.8%	$11,682,012,000	23.4%	$1,310,083
CP	1	0.0%	1	0.0%	$1,250,000	0.0%	$1,250,000
Other	145	0.3%	230	0.2%	$611,510,000	1.2%	$2,658,739
Total	41,909	100%	131,132	100%	$49,908,633,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	84,184	88.2%	335,943	76.6%	$69,129,420,474	20.7%	$205,777
Long Note	1,536	1.6%	6,744	1.5%	$9,310,522,884	2.8%	$1,380,564
Short Note	243	0.3%	543	0.1%	$637,423,822	0.2%	$1,173,893
Long Variable	287	0.3%	2,271	0.5%	$1,623,927,600	0.5%	$715,072
Short Variable	7,933	8.3%	90,126	20.5%	$232,089,514,127	69.4%	$2,575,167
CP	483	0.5%	946	0.2%	$9,443,266,000	2.8%	$9,982,311
Other	800	0.8%	2,221	0.5%	$11,983,074,950	3.6%	$5,395,351
Total	95,466	100%	438,794	100%	$334,217,149,857	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	77,353	88.1%	246,201	80.7%	$46,927,638,634	24.6%	$190,607
Long Note	1,491	1.7%	6,043	2.0%	$7,141,380,025	3.7%	$1,181,761
Short Note	242	0.3%	521	0.2%	$615,046,366	0.3%	$1,180,511
Long Variable	256	0.3%	1,736	0.6%	$1,132,083,600	0.6%	$652,122
Short Variable	7,313	8.3%	48,583	15.9%	$121,983,064,412	63.9%	$2,510,818
CP	469	0.5%	600	0.2%	$6,009,783,000	3.1%	$10,016,305
Other	706	0.8%	1,483	0.5%	$7,021,683,328	3.7%	$4,734,783
Total	87,830	100%	305,167	100%	190,830,679,365	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	56,457	87.4%	89,742	67.2%	$22,201,781,840	15.5%	$247,396
Long Note	502	0.8%	701	0.5%	$2,169,142,859	1.5%	$3,094,355
Short Note	22	0.0%	22	0.0%	$22,377,456	0.0%	$1,017,157
Long Variable	234	0.4%	535	0.4%	$491,844,000	0.3%	$919,335
Short Variable	6,751	10.4%	41,543	31.1%	$110,106,449,715	76.8%	$2,650,421
CP	276	0.4%	346	0.3%	$3,433,483,000	2.4%	$9,923,361
Other	362	0.6%	738	0.6%	$4,961,391,622	3.5%	$6,722,753
Total	64,604	100%	133,627	100%	143,386,470,492	100%