CUSIPs, Trades and Par Value by Security Type
September 2005
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	91,432	88.6%	467,661	79.2%	$110,924,951,057	27.1%	$237,191
Long Note	1,574	1.5%	7,270	1.2%	$7,556,022,023	1.8%	$1,039,343
Short Note	264	0.3%	792	0.1%	$812,833,594	0.2%	$1,026,305
Long Variable	327	0.3%	3,308	0.6%	$1,943,185,000	0.5%	$587,420
Short Variable	8,201	7.9%	108,008	18.3%	$264,380,101,970	64.6%	$2,447,783
CP	811	0.8%	1,446	0.2%	$14,292,424,868	3.5%	$9,884,111
Other	642	0.6%	2,153	0.4%	$9,635,529,764	2.4%	$4,475,397
Total	103,251	100%	590,638	100%	$409,545,048,276	100%	$693,394
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	41,071	92.2%	123,029	90.3%	$35,151,466,000	69.8%	$285,717
Long Note	552	1.2%	1,536	1.1%	$1,303,439,000	2.6%	$848,593
Short Note	82	0.2%	143	0.1%	$82,775,000	0.2%	$578,846
Long Variable	159	0.4%	694	0.5%	$359,507,000	0.7%	$518,022
Short Variable	2,540	5.7%	10,696	7.8%	$12,787,487,000	25.4%	$1,195,539
CP	3	0.0%	3	0.0%	$31,250,000	0.1%	$10,416,667
Other	131	0.3%	214	0.2%	$642,397,000	1.3%	$3,001,855
Total	44,538	100%	136,315	100%	$50,358,321,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	90,424	88.5%	344,632	75.9%	$75,773,485,057	21.1%	$219,868
Long Note	1,562	1.5%	5,734	1.3%	$6,252,583,023	1.7%	$1,090,440
Short Note	259	0.3%	649	0.1%	$730,058,594	0.2%	$1,124,898
Long Variable	324	0.3%	2,614	0.6%	$1,583,678,000	0.4%	$605,845
Short Variable	8,194	8.0%	97,312	21.4%	$251,592,614,970	70.0%	$2,585,422
CP	810	0.8%	1,443	0.3%	$14,261,174,868	4.0%	$9,883,004
Other	608	0.6%	1,939	0.4%	$8,993,132,764	2.5%	$4,638,026
Total	102,181	100%	454,323	100%	$359,186,727,276	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	81,784	88.5%	237,454	80.6%	$48,400,728,036	24.9%	$203,832
Long Note	1,511	1.6%	5,007	1.7%	$4,097,948,896	2.1%	$818,444
Short Note	252	0.3%	587	0.2%	$641,217,594	0.3%	$1,092,364
Long Variable	297	0.3%	1,846	0.6%	$878,465,000	0.5%	$475,875
Short Variable	7,270	7.9%	47,747	16.2%	$126,317,360,939	64.9%	$2,645,556
CP	790	0.9%	974	0.3%	$9,661,607,868	5.0%	$9,919,515
Other	532	0.6%	1,064	0.4%	$4,560,695,882	2.3%	$4,286,368
Total	92,436	100%	294,679	100%	194,558,024,215	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	66,077	88.2%	107,178	67.1%	$27,372,757,021	16.6%	$255,395
Long Note	519	0.7%	727	0.5%	$2,154,634,127	1.3%	$2,963,733
Short Note	54	0.1%	62	0.0%	$88,841,000	0.1%	$1,432,919
Long Variable	264	0.4%	768	0.5%	$705,213,000	0.4%	$918,246
Short Variable	7,242	9.7%	49,565	31.0%	$125,275,254,031	76.1%	$2,527,494
CP	399	0.5%	469	0.3%	$4,599,567,000	2.8%	$9,807,179
Other	372	0.5%	875	0.5%	$4,432,436,882	2.7%	$5,065,642
Total	74,927	100%	159,644	100%	164,628,703,061	100%