CUSIPs, Trades and Par Value by Security Type
March 2002
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	81,417	91.4%	586,305	93.0%	$96,826,094,332	40.6%	$165,146
Long Note	1,378	1.5%	5,139	0.8%	$5,968,715,165	2.5%	$1,161,455
Short Note	241	0.3%	884	0.1%	$2,888,670,627	1.2%	$3,267,727
Long Variable	168	0.2%	1,207	0.2%	$1,212,176,273	0.5%	$1,004,289
Short Variable	4,610	5.2%	32,469	5.2%	$114,768,239,334	48.1%	$3,534,702
CP	739	0.8%	1,140	0.2%	$10,112,206,000	4.2%	$8,870,356
Other	512	0.6%	3,020	0.5%	$6,713,598,543	2.8%	$2,223,046
Total	89,065	100%	630,164	100%	$238,489,700,274	100%	$378,457
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	35,943	97.5%	119,952	98.4%	$30,123,916,000	96.1%	$251,133
Long Note	543	1.5%	1,118	0.9%	$638,944,000	2.0%	$571,506
Short Note	53	0.1%	82	0.1%	$111,790,000	0.4%	$1,363,293
Long Variable	55	0.1%	158	0.1%	$70,206,000	0.2%	$444,342
Short Variable	213	0.6%	497	0.4%	$295,086,000	0.9%	$593,734
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	59	0.2%	102	0.1%	$105,786,000	0.3%	$1,037,118
Total	36,866	100%	121,909	100%	$31,345,728,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	80,535	91.4%	466,353	91.8%	$66,702,178,332	32.2%	$143,029
Long Note	1,341	1.5%	4,021	0.8%	$5,329,771,165	2.6%	$1,325,484
Short Note	236	0.3%	802	0.2%	$2,776,880,627	1.3%	$3,462,445
Long Variable	165	0.2%	1,049	0.2%	$1,141,970,273	0.6%	$1,088,628
Short Variable	4,608	5.2%	31,972	6.3%	$114,473,153,334	55.3%	$3,580,419
CP	739	0.8%	1,140	0.2%	$10,112,206,000	4.9%	$8,870,356
Other	491	0.6%	2,918	0.6%	$6,607,812,543	3.2%	$2,264,501
Total	88,115	100%	508,255	100%	$207,143,972,274	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	75,199	91.6%	366,744	93.6%	$42,381,737,254	33.6%	$115,562
Long Note	1,318	1.6%	3,437	0.9%	$3,571,270,513	2.8%	$1,039,066
Short Note	231	0.3%	633	0.2%	$1,571,807,195	1.2%	$2,483,108
Long Variable	156	0.2%	849	0.2%	$732,331,273	0.6%	$862,581
Short Variable	4,042	4.9%	16,998	4.3%	$64,969,985,160	51.6%	$3,822,214
CP	731	0.9%	926	0.2%	$8,250,414,000	6.5%	$8,909,734
Other	440	0.5%	2,316	0.6%	$4,540,460,642	3.6%	$1,960,475
Total	82,117	100%	391,903	100%	126,018,006,037	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	59,005	92.7%	99,609	85.6%	$24,320,441,078	30.0%	$244,159
Long Note	387	0.6%	584	0.5%	$1,758,500,652	2.2%	$3,011,131
Short Note	56	0.1%	169	0.1%	$1,205,073,432	1.5%	$7,130,612
Long Variable	119	0.2%	200	0.2%	$409,639,000	0.5%	$2,048,195
Short Variable	3,681	5.8%	14,974	12.9%	$49,503,168,174	61.0%	$3,305,942
CP	173	0.3%	214	0.2%	$1,861,792,000	2.3%	$8,699,963
Other	260	0.4%	602	0.5%	$2,067,351,901	2.5%	$3,434,139
Total	63,681	100%	116,352	100%	81,125,966,237	100%