CUSIPs, Trades and Par Value by Security Type
May 2005
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	99,229	89.0%	493,809	79.2%	$106,986,423,182	24.7%	$216,655
Long Note	1,703	1.5%	7,246	1.2%	$4,066,714,816	0.9%	$561,236
Short Note	332	0.3%	1,268	0.2%	$1,377,445,342	0.3%	$1,086,313
Long Variable	40	0.0%	439	0.1%	$229,419,000	0.1%	$522,595
Short Variable	8,841	7.9%	117,151	18.8%	$299,275,249,447	69.2%	$2,554,611
CP	619	0.6%	1,072	0.2%	$9,812,751,000	2.3%	$9,153,686
Other	721	0.6%	2,531	0.4%	$10,846,198,623	2.5%	$4,285,341
Total	111,485	100%	623,516	100%	$432,594,201,410	100%	$693,798
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	43,606	93.1%	125,882	91.0%	$33,865,149,000	68.5%	$269,023
Long Note	596	1.3%	1,606	1.2%	$778,437,000	1.6%	$484,705
Short Note	82	0.2%	235	0.2%	$244,292,000	0.5%	$1,039,540
Long Variable	22	0.0%	72	0.1%	$22,140,000	0.0%	$307,500
Short Variable	2,441	5.2%	10,286	7.4%	$13,808,909,000	27.9%	$1,342,496
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	108	0.2%	244	0.2%	$697,587,000	1.4%	$2,858,963
Total	46,855	100%	138,325	100%	$49,416,514,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	97,758	88.9%	367,927	75.8%	$73,121,274,182	19.1%	$198,739
Long Note	1,688	1.5%	5,640	1.2%	$3,288,277,816	0.9%	$583,028
Short Note	331	0.3%	1,033	0.2%	$1,133,153,342	0.3%	$1,096,954
Long Variable	40	0.0%	367	0.1%	$207,279,000	0.1%	$564,793
Short Variable	8,834	8.0%	106,865	22.0%	$285,466,340,447	74.5%	$2,671,280
CP	619	0.6%	1,072	0.2%	$9,812,751,000	2.6%	$9,153,686
Other	699	0.6%	2,287	0.5%	$10,148,611,623	2.6%	$4,437,521
Total	109,969	100%	485,191	100%	$383,177,687,410	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	88,608	88.6%	258,546	78.1%	$49,888,308,165	22.8%	$192,957
Long Note	1,617	1.6%	4,903	1.5%	$2,216,570,347	1.0%	$452,085
Short Note	327	0.3%	888	0.3%	$660,275,342	0.3%	$743,553
Long Variable	39	0.0%	282	0.1%	$117,097,000	0.1%	$415,238
Short Variable	8,226	8.2%	64,160	19.4%	$153,503,347,333	70.2%	$2,392,509
CP	611	0.6%	729	0.2%	$6,721,702,000	3.1%	$9,220,442
Other	604	0.6%	1,368	0.4%	$5,431,183,563	2.5%	$3,970,163
Total	100,032	100%	330,876	100%	218,538,483,750	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	65,997	88.5%	109,381	70.9%	$23,232,966,017	14.1%	$212,404
Long Note	539	0.7%	737	0.5%	$1,071,707,469	0.7%	$1,454,149
Short Note	50	0.1%	145	0.1%	$472,878,000	0.3%	$3,261,228
Long Variable	36	0.0%	85	0.1%	$90,182,000	0.1%	$1,060,965
Short Variable	7,273	9.8%	42,705	27.7%	$131,962,993,114	80.2%	$3,090,106
CP	293	0.4%	343	0.2%	$3,091,049,000	1.9%	$9,011,805
Other	384	0.5%	919	0.6%	$4,717,428,060	2.9%	$5,133,219
Total	74,572	100%	154,315	100%	164,639,203,660	100%