CUSIPs, Trades and Par Value by Security Type
February 2003
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	83,849	91.3%	558,109	91.6%	$102,355,896,130	38.3%	$183,398
Long Note	1,463	1.6%	5,027	0.8%	$4,392,230,836	1.6%	$873,728
Short Note	265	0.3%	1,032	0.2%	$1,029,905,621	0.4%	$997,971
Long Variable	180	0.2%	2,236	0.4%	$1,582,338,000	0.6%	$707,665
Short Variable	5,041	5.5%	40,407	6.6%	$144,390,267,958	54.0%	$3,573,397
CP	523	0.6%	701	0.1%	$5,712,144,000	2.1%	$8,148,565
Other	535	0.6%	1,760	0.3%	$7,953,897,021	3.0%	$4,519,260
Total	91,856	100%	609,272	100%	$267,416,679,566	100%	$438,912
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	37,971	97.6%	122,382	98.4%	$34,974,609,000	96.8%	$285,782
Long Note	503	1.3%	1,002	0.8%	$671,209,000	1.9%	$669,869
Short Note	71	0.2%	112	0.1%	$87,229,000	0.2%	$778,830
Long Variable	65	0.2%	284	0.2%	$145,123,000	0.4%	$510,996
Short Variable	245	0.6%	487	0.4%	$236,039,000	0.7%	$484,680
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	35	0.1%	56	0.0%	$22,385,000	0.1%	$399,732
Total	38,890	100%	124,323	100%	$36,136,594,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	82,689	91.2%	435,727	89.9%	$67,381,287,130	29.1%	$154,641
Long Note	1,438	1.6%	4,025	0.8%	$3,721,021,836	1.6%	$924,477
Short Note	260	0.3%	920	0.2%	$942,676,621	0.4%	$1,024,649
Long Variable	179	0.2%	1,952	0.4%	$1,437,215,000	0.6%	$736,278
Short Variable	5,038	5.6%	39,920	8.2%	$144,154,228,958	62.3%	$3,611,078
CP	523	0.6%	701	0.1%	$5,712,144,000	2.5%	$8,148,565
Other	529	0.6%	1,704	0.4%	$7,931,512,021	3.4%	$4,654,643
Total	90,656	100%	484,949	100%	$231,280,085,566	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	75,978	91.0%	329,843	91.7%	$43,716,829,980	31.4%	$132,538
Long Note	1,393	1.7%	3,409	0.9%	$2,986,088,813	2.1%	$875,943
Short Note	253	0.3%	788	0.2%	$669,516,845	0.5%	$849,641
Long Variable	169	0.2%	1,592	0.4%	$1,102,653,000	0.8%	$692,621
Short Variable	4,656	5.6%	22,385	6.2%	$80,867,381,496	58.1%	$3,612,570
CP	521	0.6%	683	0.2%	$5,642,485,000	4.1%	$8,261,325
Other	480	0.6%	1,053	0.3%	$4,245,742,583	3.0%	$4,032,044
Total	83,450	100%	359,753	100%	139,230,697,717	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	59,342	92.2%	105,884	84.6%	$23,664,457,150	25.7%	$223,494
Long Note	468	0.7%	616	0.5%	$734,933,023	0.8%	$1,193,073
Short Note	50	0.1%	132	0.1%	$273,159,776	0.3%	$2,069,392
Long Variable	132	0.2%	360	0.3%	$334,562,000	0.4%	$929,339
Short Variable	4,051	6.3%	17,535	14.0%	$63,286,847,462	68.8%	$3,609,173
CP	16	0.0%	18	0.0%	$69,659,000	0.1%	$3,869,944
Other	307	0.5%	651	0.5%	$3,685,769,438	4.0%	$5,661,704
Total	64,366	100%	125,196	100%	92,049,387,849	100%