CUSIPs, Trades and Par Value by Security Type
June 2005
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	102,868	88.7%	530,269	79.4%	$127,811,036,642	26.2%	$241,031
Long Note	1,997	1.7%	8,788	1.3%	$16,455,444,210	3.4%	$1,872,490
Short Note	368	0.3%	1,223	0.2%	$4,296,020,372	0.9%	$3,512,690
Long Variable	25	0.0%	179	0.0%	$51,088,000	0.0%	$285,408
Short Variable	9,128	7.9%	123,782	18.5%	$314,360,208,517	64.4%	$2,539,628
CP	719	0.6%	1,287	0.2%	$12,148,291,000	2.5%	$9,439,232
Other	847	0.7%	2,637	0.4%	$13,216,138,179	2.7%	$5,011,808
Total	115,952	100%	668,165	100%	$488,338,226,920	100%	$730,865
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	46,274	93.1%	139,449	91.4%	$41,017,670,000	69.9%	$294,141
Long Note	691	1.4%	1,765	1.2%	$2,221,750,000	3.8%	$1,258,782
Short Note	97	0.2%	180	0.1%	$108,190,000	0.2%	$601,056
Long Variable	8	0.0%	18	0.0%	$10,156,000	0.0%	$564,222
Short Variable	2,535	5.1%	10,893	7.1%	$14,501,701,000	24.7%	$1,331,286
CP	1	0.0%	1	0.0%	$5,000,000	0.0%	$5,000,000
Other	113	0.2%	227	0.1%	$796,866,000	1.4%	$3,510,423
Total	49,719	100%	152,533	100%	$58,661,333,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	101,622	88.6%	390,820	75.8%	$86,793,366,642	20.2%	$222,080
Long Note	1,983	1.7%	7,023	1.4%	$14,233,694,210	3.3%	$2,026,726
Short Note	365	0.3%	1,043	0.2%	$4,187,830,372	1.0%	$4,015,178
Long Variable	25	0.0%	161	0.0%	$40,932,000	0.0%	$254,236
Short Variable	9,104	7.9%	112,889	21.9%	$299,858,507,517	69.8%	$2,656,224
CP	719	0.6%	1,286	0.2%	$12,143,291,000	2.8%	$9,442,684
Other	835	0.7%	2,410	0.5%	$12,419,272,179	2.9%	$5,153,225
Total	114,653	100%	515,632	100%	$429,676,893,920	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	93,978	88.5%	280,230	79.5%	$57,905,367,061	23.6%	$206,635
Long Note	1,927	1.8%	6,271	1.8%	$11,692,748,294	4.8%	$1,864,575
Short Note	358	0.3%	835	0.2%	$2,530,943,157	1.0%	$3,031,070
Long Variable	20	0.0%	131	0.0%	$27,641,000	0.0%	$211,000
Short Variable	8,475	8.0%	62,857	17.8%	$158,195,240,751	64.4%	$2,516,748
CP	711	0.7%	862	0.2%	$8,398,383,000	3.4%	$9,742,904
Other	732	0.7%	1,494	0.4%	$6,900,714,005	2.8%	$4,618,952
Total	106,201	100%	352,680	100%	245,651,037,268	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	67,333	88.4%	110,590	67.9%	$28,887,999,581	15.7%	$261,217
Long Note	583	0.8%	752	0.5%	$2,540,945,916	1.4%	$3,378,917
Short Note	45	0.1%	208	0.1%	$1,656,887,215	0.9%	$7,965,804
Long Variable	23	0.0%	30	0.0%	$13,291,000	0.0%	$443,033
Short Variable	7,468	9.8%	50,032	30.7%	$141,663,266,766	77.0%	$2,831,453
CP	350	0.5%	424	0.3%	$3,744,908,000	2.0%	$8,832,330
Other	400	0.5%	916	0.6%	$5,518,558,174	3.0%	$6,024,627
Total	76,202	100%	162,952	100%	184,025,856,652	100%