CUSIPs, Trades and Par Value by Security Type
February 2002
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	75,379	91.1%	519,834	93.2%	$90,769,383,780	41.6%	$174,612
Long Note	1,227	1.5%	3,959	0.7%	$3,624,004,585	1.7%	$915,384
Short Note	232	0.3%	799	0.1%	$1,185,645,714	0.5%	$1,483,912
Long Variable	182	0.2%	1,452	0.3%	$1,330,767,819	0.6%	$916,507
Short Variable	4,356	5.3%	28,234	5.1%	$105,458,471,501	48.3%	$3,735,159
CP	807	1.0%	1,325	0.2%	$10,758,918,000	4.9%	$8,119,938
Other	525	0.6%	2,149	0.4%	$5,171,190,539	2.4%	$2,406,324
Total	82,708	100%	557,752	100%	$218,298,381,938	100%	$391,390
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	33,610	97.5%	111,291	98.5%	$31,829,374,000	96.0%	$286,001
Long Note	466	1.4%	818	0.7%	$469,132,000	1.4%	$573,511
Short Note	65	0.2%	89	0.1%	$47,235,000	0.1%	$530,730
Long Variable	69	0.2%	255	0.2%	$181,720,000	0.5%	$712,627
Short Variable	167	0.5%	322	0.3%	$343,853,000	1.0%	$1,067,866
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	86	0.2%	174	0.2%	$296,077,000	0.9%	$1,701,592
Total	34,463	100%	112,949	100%	$33,167,391,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	74,352	91.1%	408,543	91.8%	$58,940,009,780	31.8%	$144,269
Long Note	1,182	1.4%	3,141	0.7%	$3,154,872,585	1.7%	$1,004,417
Short Note	228	0.3%	710	0.2%	$1,138,410,714	0.6%	$1,603,395
Long Variable	180	0.2%	1,197	0.3%	$1,149,047,819	0.6%	$959,940
Short Variable	4,356	5.3%	27,912	6.3%	$105,114,618,501	56.8%	$3,765,929
CP	807	1.0%	1,325	0.3%	$10,758,918,000	5.8%	$8,119,938
Other	510	0.6%	1,975	0.4%	$4,875,113,539	2.6%	$2,468,412
Total	81,615	100%	444,803	100%	$185,130,990,938	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	68,682	91.1%	316,319	93.7%	$37,378,288,331	33.3%	$118,166
Long Note	1,142	1.5%	2,561	0.8%	$2,479,702,327	2.2%	$968,255
Short Note	223	0.3%	470	0.1%	$798,189,056	0.7%	$1,698,275
Long Variable	166	0.2%	915	0.3%	$942,600,000	0.8%	$1,030,164
Short Variable	3,920	5.2%	14,889	4.4%	$58,670,105,793	52.3%	$3,940,500
CP	795	1.1%	1,070	0.3%	$8,800,908,000	7.8%	$8,225,148
Other	437	0.6%	1,211	0.4%	$3,200,403,818	2.9%	$2,642,778
Total	75,365	100%	337,435	100%	112,270,197,325	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	54,328	92.5%	92,224	85.9%	$21,561,721,449	29.6%	$233,797
Long Note	362	0.6%	580	0.5%	$675,170,258	0.9%	$1,164,087
Short Note	61	0.1%	240	0.2%	$340,221,658	0.5%	$1,417,590
Long Variable	129	0.2%	282	0.3%	$206,447,819	0.3%	$732,084
Short Variable	3,401	5.8%	13,023	12.1%	$46,444,512,708	63.7%	$3,566,345
CP	185	0.3%	255	0.2%	$1,958,010,000	2.7%	$7,678,471
Other	264	0.4%	764	0.7%	$1,674,709,721	2.3%	$2,192,028
Total	58,730	100%	107,368	100%	72,860,793,613	100%