CUSIPs, Trades and Par Value by Security Type
March 2005
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	103,054	89.4%	556,079	82.1%	$124,334,100,511	28.3%	$223,591
Long Note	1,947	1.7%	8,567	1.3%	$6,003,929,726	1.4%	$700,821
Short Note	394	0.3%	1,516	0.2%	$1,709,140,527	0.4%	$1,127,401
Long Variable	138	0.1%	1,232	0.2%	$354,345,000	0.1%	$287,618
Short Variable	8,016	7.0%	105,528	15.6%	$279,279,992,911	63.6%	$2,646,501
CP	899	0.8%	1,549	0.2%	$15,421,025,000	3.5%	$9,955,471
Other	801	0.7%	3,161	0.5%	$11,854,780,734	2.7%	$3,750,326
Total	115,249	100%	677,632	100%	$438,957,314,409	100%	$647,781
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	46,582	93.5%	140,445	92.8%	$38,137,880,000	71.5%	$271,550
Long Note	720	1.4%	1,796	1.2%	$1,017,134,000	1.9%	$566,333
Short Note	114	0.2%	260	0.2%	$251,533,000	0.5%	$967,435
Long Variable	68	0.1%	274	0.2%	$98,200,000	0.2%	$358,394
Short Variable	2,177	4.4%	8,369	5.5%	$13,110,671,000	24.6%	$1,566,576
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	148	0.3%	259	0.2%	$730,628,000	1.4%	$2,820,958
Total	49,809	100%	151,403	100%	$53,346,046,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	101,876	89.4%	415,634	79.0%	$86,196,220,511	22.4%	$207,385
Long Note	1,926	1.7%	6,771	1.3%	$4,986,795,726	1.3%	$736,493
Short Note	391	0.3%	1,256	0.2%	$1,457,607,527	0.4%	$1,160,516
Long Variable	138	0.1%	958	0.2%	$256,145,000	0.1%	$267,375
Short Variable	8,010	7.0%	97,159	18.5%	$266,169,321,911	69.0%	$2,739,523
CP	899	0.8%	1,549	0.3%	$15,421,025,000	4.0%	$9,955,471
Other	750	0.7%	2,902	0.6%	$11,124,152,734	2.9%	$3,833,271
Total	113,990	100%	526,229	100%	$385,611,268,409	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	93,254	89.4%	294,766	83.3%	$57,473,023,885	26.9%	$194,978
Long Note	1,861	1.8%	5,936	1.7%	$3,650,970,524	1.7%	$615,056
Short Note	387	0.4%	1,105	0.3%	$1,052,321,527	0.5%	$952,327
Long Variable	119	0.1%	658	0.2%	$140,855,000	0.1%	$214,065
Short Variable	7,124	6.8%	48,357	13.7%	$135,434,334,231	63.3%	$2,800,718
CP	876	0.8%	1,104	0.3%	$10,671,573,000	5.0%	$9,666,280
Other	635	0.6%	1,841	0.5%	$5,562,874,634	2.6%	$3,021,659
Total	104,256	100%	353,767	100%	213,985,952,801	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	71,331	89.4%	120,868	70.1%	$28,723,196,626	16.7%	$237,641
Long Note	616	0.8%	835	0.5%	$1,335,825,202	0.8%	$1,599,791
Short Note	59	0.1%	151	0.1%	$405,286,000	0.2%	$2,684,013
Long Variable	127	0.2%	300	0.2%	$115,290,000	0.1%	$384,300
Short Variable	6,927	8.7%	48,802	28.3%	$130,734,987,680	76.2%	$2,678,886
CP	354	0.4%	445	0.3%	$4,749,452,000	2.8%	$10,672,926
Other	413	0.5%	1,061	0.6%	$5,561,278,100	3.2%	$5,241,544
Total	79,827	100%	172,462	100%	171,625,315,608	100%