CUSIPs, Trades and Par Value by Security Type
April 2001
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	91,618	91.9%	520,746	92.2%	$78,563,487,204	37.5%	$150,867
Long Note	1,306	1.3%	4,027	0.7%	$3,406,142,637	1.6%	$845,826
Short Note	228	0.2%	488	0.1%	$730,082,071	0.3%	$1,496,070
Long Variable	153	0.2%	951	0.2%	$576,043,090	0.3%	$605,724
Short Variable	5,131	5.1%	36,104	6.4%	$113,004,979,030	53.9%	$3,129,985
CP	740	0.7%	1,122	0.2%	$10,012,582,000	4.8%	$8,923,870
Other	483	0.5%	1,546	0.3%	$3,464,114,227	1.7%	$2,240,695
Total	99,659	100%	564,984	100%	$209,757,430,259	100%	$371,263
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	36,403	98.0%	104,480	98.8%	$24,205,428,000	97.9%	$231,675
Long Note	427	1.1%	764	0.7%	$307,648,000	1.2%	$402,681
Short Note	58	0.2%	68	0.1%	$22,983,000	0.1%	$337,985
Long Variable	48	0.1%	115	0.1%	$36,128,000	0.1%	$314,157
Short Variable	205	0.6%	313	0.3%	$126,916,000	0.5%	$405,482
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	20	0.1%	49	0.0%	$20,249,000	0.1%	$413,245
Total	37,161	100%	105,789	100%	$24,719,352,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	90,387	91.9%	416,266	90.7%	$54,358,059,204	29.4%	$130,585
Long Note	1,284	1.3%	3,263	0.7%	$3,098,494,637	1.7%	$949,585
Short Note	224	0.2%	420	0.1%	$707,099,071	0.4%	$1,683,569
Long Variable	153	0.2%	836	0.2%	$539,915,090	0.3%	$645,831
Short Variable	5,131	5.2%	35,791	7.8%	$112,878,063,030	61.0%	$3,153,811
CP	740	0.8%	1,122	0.2%	$10,012,582,000	5.4%	$8,923,870
Other	482	0.5%	1,497	0.3%	$3,443,865,227	1.9%	$2,300,511
Total	98,401	100%	459,195	100%	$185,038,078,259	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	82,725	91.9%	307,259	92.9%	$34,040,210,291	31.8%	$110,787
Long Note	1,218	1.4%	2,616	0.8%	$2,274,853,427	2.1%	$869,592
Short Note	206	0.2%	333	0.1%	$476,765,982	0.4%	$1,431,730
Long Variable	142	0.2%	660	0.2%	$441,494,545	0.4%	$668,931
Short Variable	4,546	5.1%	17,924	5.4%	$59,121,020,030	55.3%	$3,298,428
CP	735	0.8%	941	0.3%	$8,476,056,000	7.9%	$9,007,498
Other	405	0.5%	940	0.3%	$2,104,987,896	2.0%	$2,239,349
Total	89,977	100%	330,673	100%	106,935,388,171	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	65,749	92.5%	109,007	84.8%	$20,317,848,913	26.0%	$186,390
Long Note	467	0.7%	647	0.5%	$823,641,210	1.1%	$1,273,016
Short Note	62	0.1%	87	0.1%	$230,333,089	0.3%	$2,647,507
Long Variable	106	0.1%	176	0.1%	$98,420,545	0.1%	$559,208
Short Variable	4,264	6.0%	17,867	13.9%	$53,757,043,000	68.8%	$3,008,734
CP	142	0.2%	181	0.1%	$1,536,526,000	2.0%	$8,489,094
Other	287	0.4%	557	0.4%	$1,338,877,331	1.7%	$2,403,729
Total	71,077	100%	128,522	100%	78,102,690,088	100%