CUSIPs, Trades and Par Value by Security Type
October 2004
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	82,477	89.1%	453,329	83.2%	$97,889,196,199	29.1%	$215,934
Long Note	1,631	1.8%	6,873	1.3%	$6,932,933,232	2.1%	$1,008,720
Short Note	315	0.3%	2,004	0.4%	$3,703,938,049	1.1%	$1,848,272
Long Variable	278	0.3%	2,768	0.5%	$1,711,279,413	0.5%	$618,237
Short Variable	6,802	7.3%	77,456	14.2%	$209,978,350,316	62.5%	$2,710,937
CP	574	0.6%	969	0.2%	$9,613,403,000	2.9%	$9,920,953
Other	474	0.5%	1,669	0.3%	$6,142,670,798	1.8%	$3,680,450
Total	92,551	100%	545,068	100%	$335,971,771,007	100%	$616,385
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	37,411	94.6%	114,827	95.0%	$31,028,825,000	81.9%	$270,222
Long Note	606	1.5%	1,383	1.1%	$763,025,000	2.0%	$551,717
Short Note	101	0.3%	322	0.3%	$572,530,000	1.5%	$1,778,043
Long Variable	129	0.3%	462	0.4%	$234,595,000	0.6%	$507,781
Short Variable	1,260	3.2%	3,754	3.1%	$5,251,269,000	13.9%	$1,398,846
CP	3	0.0%	3	0.0%	$9,000,000	0.0%	$3,000,000
Other	44	0.1%	83	0.1%	$33,675,000	0.1%	$405,723
Total	39,554	100%	120,834	100%	$37,892,919,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	81,282	89.0%	338,502	79.8%	$66,860,371,199	22.4%	$197,518
Long Note	1,619	1.8%	5,490	1.3%	$6,169,908,232	2.1%	$1,123,845
Short Note	309	0.3%	1,682	0.4%	$3,131,408,049	1.1%	$1,861,717
Long Variable	277	0.3%	2,306	0.5%	$1,476,684,413	0.5%	$640,366
Short Variable	6,794	7.4%	73,702	17.4%	$204,727,081,316	68.7%	$2,777,768
CP	574	0.6%	966	0.2%	$9,604,403,000	3.2%	$9,942,446
Other	453	0.5%	1,586	0.4%	$6,108,995,798	2.0%	$3,851,826
Total	91,308	100%	424,234	100%	$298,078,852,007	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	74,296	88.9%	245,980	82.8%	$45,310,023,477	25.8%	$184,202
Long Note	1,569	1.9%	4,714	1.6%	$4,142,737,091	2.4%	$878,816
Short Note	302	0.4%	1,606	0.5%	$2,477,817,049	1.4%	$1,542,850
Long Variable	256	0.3%	1,793	0.6%	$930,241,413	0.5%	$518,818
Short Variable	6,269	7.5%	41,272	13.9%	$112,862,208,947	64.1%	$2,734,595
CP	535	0.6%	668	0.2%	$6,798,640,000	3.9%	$10,177,605
Other	361	0.4%	951	0.3%	$3,433,422,455	2.0%	$3,610,329
Total	83,588	100%	296,984	100%	175,955,090,432	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	55,953	88.8%	92,522	72.7%	$21,550,347,722	17.6%	$232,921
Long Note	511	0.8%	776	0.6%	$2,027,171,141	1.7%	$2,612,334
Short Note	49	0.1%	76	0.1%	$653,591,000	0.5%	$8,599,882
Long Variable	211	0.3%	513	0.4%	$546,443,000	0.4%	$1,065,191
Short Variable	5,714	9.1%	32,430	25.5%	$91,864,872,369	75.2%	$2,832,713
CP	236	0.4%	298	0.2%	$2,805,763,000	2.3%	$9,415,312
Other	321	0.5%	635	0.5%	$2,675,573,343	2.2%	$4,213,501
Total	62,995	100%	127,250	100%	122,123,761,575	100%