CUSIPs, Trades and Par Value by Security Type
November 2005
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	99,591	89.0%	521,825	79.0%	$118,364,743,640	25.8%	$226,828
Long Note	1,487	1.3%	8,182	1.2%	$7,355,839,376	1.6%	$899,027
Short Note	250	0.2%	4,565	0.7%	$7,628,663,505	1.7%	$1,671,120
Long Variable	346	0.3%	4,265	0.6%	$1,693,849,000	0.4%	$397,151
Short Variable	8,670	7.8%	117,794	17.8%	$299,663,078,471	65.2%	$2,543,959
CP	838	0.7%	1,567	0.2%	$15,727,947,500	3.4%	$10,036,980
Other	662	0.6%	2,268	0.3%	$8,864,557,804	1.9%	$3,908,535
Total	111,844	100%	660,466	100%	$459,298,679,296	100%	$695,416
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	45,055	92.3%	136,541	89.5%	$35,458,976,000	62.6%	$259,695
Long Note	594	1.2%	1,837	1.2%	$1,387,508,000	2.5%	$755,312
Short Note	84	0.2%	580	0.4%	$2,363,992,000	4.2%	$4,075,848
Long Variable	161	0.3%	679	0.4%	$330,840,000	0.6%	$487,246
Short Variable	2,789	5.7%	12,582	8.2%	$16,412,967,000	29.0%	$1,304,480
CP	4	0.0%	4	0.0%	$35,500,000	0.1%	$8,875,000
Other	131	0.3%	296	0.2%	$611,769,000	1.1%	$2,066,787
Total	48,818	100%	152,519	100%	$56,601,552,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	98,658	89.0%	385,284	75.9%	$82,905,767,640	20.6%	$215,181
Long Note	1,479	1.3%	6,345	1.2%	$5,968,331,376	1.5%	$940,635
Short Note	247	0.2%	3,985	0.8%	$5,264,671,505	1.3%	$1,321,122
Long Variable	346	0.3%	3,586	0.7%	$1,363,009,000	0.3%	$380,092
Short Variable	8,654	7.8%	105,212	20.7%	$283,250,111,471	70.3%	$2,692,184
CP	838	0.8%	1,563	0.3%	$15,692,447,500	3.9%	$10,039,954
Other	644	0.6%	1,972	0.4%	$8,252,788,804	2.0%	$4,184,984
Total	110,866	100%	507,947	100%	$402,697,127,296	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	89,385	89.0%	269,624	80.1%	$51,960,289,140	23.2%	$192,714
Long Note	1,405	1.4%	5,644	1.7%	$4,539,408,800	2.0%	$804,289
Short Note	237	0.2%	3,901	1.2%	$5,062,979,228	2.3%	$1,297,867
Long Variable	321	0.3%	2,833	0.8%	$894,810,000	0.4%	$315,852
Short Variable	7,724	7.7%	52,314	15.5%	$146,849,930,474	65.5%	$2,807,087
CP	813	0.8%	987	0.3%	$9,981,300,500	4.5%	$10,112,766
Other	541	0.5%	1,225	0.4%	$4,951,513,314	2.2%	$4,042,052
Total	100,426	100%	336,528	100%	224,240,231,456	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	72,446	88.5%	115,660	67.5%	$30,945,478,500	17.3%	$267,556
Long Note	517	0.6%	701	0.4%	$1,428,922,576	0.8%	$2,038,406
Short Note	55	0.1%	84	0.0%	$201,692,277	0.1%	$2,401,099
Long Variable	261	0.3%	753	0.4%	$468,199,000	0.3%	$621,778
Short Variable	7,660	9.4%	52,898	30.9%	$136,400,180,997	76.4%	$2,578,551
CP	513	0.6%	576	0.3%	$5,711,147,000	3.2%	$9,915,186
Other	373	0.5%	747	0.4%	$3,301,275,490	1.8%	$4,419,378
Total	81,825	100%	171,419	100%	178,456,895,840	100%