CUSIPs, Trades and Par Value by Security Type
June 2002
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	85,459	91.0%	603,285	92.3%	$114,659,418,874	38.2%	$190,058
Long Note	1,804	1.9%	6,693	1.0%	$12,318,369,893	4.1%	$1,840,486
Short Note	322	0.3%	2,921	0.4%	$13,824,452,840	4.6%	$4,732,781
Long Variable	181	0.2%	1,635	0.3%	$2,203,885,000	0.7%	$1,347,942
Short Variable	4,804	5.1%	35,504	5.4%	$138,007,811,367	46.0%	$3,887,106
CP	795	0.8%	1,401	0.2%	$11,301,949,495	3.8%	$8,067,059
Other	502	0.5%	1,910	0.3%	$7,835,823,696	2.6%	$4,102,525
Total	93,867	100%	653,349	100%	$300,151,711,165	100%	$459,405
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	38,155	97.3%	128,911	98.3%	$39,788,213,000	90.7%	$308,649
Long Note	641	1.6%	1,223	0.9%	$1,150,861,000	2.6%	$941,015
Short Note	73	0.2%	296	0.2%	$2,129,575,000	4.9%	$7,194,510
Long Variable	56	0.1%	212	0.2%	$347,540,000	0.8%	$1,639,340
Short Variable	266	0.7%	438	0.3%	$214,369,000	0.5%	$489,427
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	29	0.1%	57	0.0%	$221,113,000	0.5%	$3,879,175
Total	39,220	100%	131,137	100%	$43,851,671,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	84,426	91.0%	474,374	90.8%	$74,871,205,874	29.2%	$157,832
Long Note	1,763	1.9%	5,470	1.0%	$11,167,508,893	4.4%	$2,041,592
Short Note	318	0.3%	2,625	0.5%	$11,694,877,840	4.6%	$4,455,192
Long Variable	177	0.2%	1,423	0.3%	$1,856,345,000	0.7%	$1,304,529
Short Variable	4,803	5.2%	35,066	6.7%	$137,793,442,367	53.8%	$3,929,545
CP	795	0.9%	1,401	0.3%	$11,301,949,495	4.4%	$8,067,059
Other	500	0.5%	1,853	0.4%	$7,614,710,696	3.0%	$4,109,396
Total	92,782	100%	522,212	100%	$256,300,040,165	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	77,904	91.0%	371,524	92.8%	$50,845,069,877	31.3%	$136,855
Long Note	1,702	2.0%	4,656	1.2%	$9,615,042,956	5.9%	$2,065,087
Short Note	308	0.4%	2,209	0.6%	$9,583,579,369	5.9%	$4,338,424
Long Variable	168	0.2%	1,193	0.3%	$1,483,694,000	0.9%	$1,243,666
Short Variable	4,310	5.0%	18,655	4.7%	$76,420,073,445	47.1%	$4,096,493
CP	774	0.9%	1,063	0.3%	$8,778,270,495	5.4%	$8,258,016
Other	420	0.5%	1,221	0.3%	$5,474,145,484	3.4%	$4,483,330
Total	85,586	100%	400,521	100%	162,199,875,626	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	60,094	92.1%	102,850	84.5%	$24,026,135,997	25.5%	$233,604
Long Note	484	0.7%	814	0.7%	$1,552,465,937	1.6%	$1,907,206
Short Note	72	0.1%	416	0.3%	$2,111,298,471	2.2%	$5,075,237
Long Variable	126	0.2%	230	0.2%	$372,651,000	0.4%	$1,620,222
Short Variable	3,892	6.0%	16,411	13.5%	$61,373,368,922	65.2%	$3,739,770
CP	261	0.4%	338	0.3%	$2,523,679,000	2.7%	$7,466,506
Other	309	0.5%	632	0.5%	$2,140,565,212	2.3%	$3,386,970
Total	65,238	100%	121,691	100%	94,100,164,539	100%