CUSIPs, Trades and Par Value by Security Type
October 2005
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	90,231	88.6%	462,026	79.5%	$102,317,988,275	27.1%	$221,455
Long Note	1,418	1.4%	7,075	1.2%	$6,748,997,041	1.8%	$953,922
Short Note	238	0.2%	857	0.1%	$599,621,645	0.2%	$699,675
Long Variable	328	0.3%	3,492	0.6%	$2,369,094,000	0.6%	$678,435
Short Variable	8,119	8.0%	103,927	17.9%	$239,445,830,495	63.4%	$2,303,981
CP	870	0.9%	1,635	0.3%	$16,349,341,400	4.3%	$9,999,597
Other	672	0.7%	2,369	0.4%	$10,104,632,027	2.7%	$4,265,358
Total	101,876	100%	581,381	100%	$377,935,504,883	100%	$650,065
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	40,169	92.1%	120,469	89.8%	$32,312,504,000	65.7%	$268,223
Long Note	523	1.2%	1,479	1.1%	$1,125,238,000	2.3%	$760,810
Short Note	62	0.1%	129	0.1%	$75,037,000	0.2%	$581,682
Long Variable	148	0.3%	702	0.5%	$223,225,000	0.5%	$317,984
Short Variable	2,548	5.8%	11,143	8.3%	$14,158,414,000	28.8%	$1,270,611
CP	3	0.0%	3	0.0%	$27,500,000	0.1%	$9,166,667
Other	158	0.4%	284	0.2%	$1,282,765,000	2.6%	$4,516,778
Total	43,611	100%	134,209	100%	$49,204,683,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	89,377	88.5%	341,557	76.4%	$70,005,484,275	21.3%	$204,960
Long Note	1,411	1.4%	5,596	1.3%	$5,623,759,041	1.7%	$1,004,961
Short Note	236	0.2%	728	0.2%	$524,584,645	0.2%	$720,583
Long Variable	328	0.3%	2,790	0.6%	$2,145,869,000	0.7%	$769,129
Short Variable	8,118	8.0%	92,784	20.7%	$225,287,416,495	68.5%	$2,428,085
CP	870	0.9%	1,632	0.4%	$16,321,841,400	5.0%	$10,001,128
Other	614	0.6%	2,085	0.5%	$8,821,867,027	2.7%	$4,231,111
Total	100,954	100%	447,172	100%	$328,730,821,883	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	80,857	88.4%	239,478	80.6%	$44,441,650,901	24.3%	$185,577
Long Note	1,355	1.5%	4,907	1.7%	$4,112,778,855	2.2%	$838,145
Short Note	232	0.3%	682	0.2%	$467,825,872	0.3%	$685,962
Long Variable	303	0.3%	2,103	0.7%	$1,489,026,000	0.8%	$708,049
Short Variable	7,352	8.0%	47,633	16.0%	$117,150,013,993	63.9%	$2,459,430
CP	856	0.9%	1,048	0.4%	$10,729,373,400	5.9%	$10,237,952
Other	543	0.6%	1,273	0.4%	$4,860,219,434	2.7%	$3,817,926
Total	91,498	100%	297,124	100%	183,250,888,455	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	63,730	88.1%	102,079	68.0%	$25,563,833,374	17.6%	$250,432
Long Note	462	0.6%	689	0.5%	$1,510,980,186	1.0%	$2,193,005
Short Note	43	0.1%	46	0.0%	$56,758,773	0.0%	$1,233,886
Long Variable	259	0.4%	687	0.5%	$656,843,000	0.5%	$956,103
Short Variable	6,955	9.6%	45,151	30.1%	$108,137,402,502	74.3%	$2,395,017
CP	505	0.7%	584	0.4%	$5,592,468,000	3.8%	$9,576,144
Other	355	0.5%	812	0.5%	$3,961,647,593	2.7%	$4,878,876
Total	72,309	100%	150,048	100%	145,479,933,428	100%