CUSIPs, Trades and Par Value by Security Type
April 2003
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	89,445	90.8%	574,154	89.3%	$107,321,706,897	35.0%	$186,921
Long Note	1,671	1.7%	5,639	0.9%	$3,478,042,367	1.1%	$616,784
Short Note	316	0.3%	1,266	0.2%	$1,289,233,683	0.4%	$1,018,352
Long Variable	208	0.2%	5,352	0.8%	$2,524,487,364	0.8%	$471,690
Short Variable	5,854	5.9%	53,688	8.4%	$178,194,276,175	58.2%	$3,319,071
CP	463	0.5%	668	0.1%	$5,844,301,000	1.9%	$8,748,954
Other	531	0.5%	1,982	0.3%	$7,650,522,558	2.5%	$3,860,001
Total	98,488	100%	642,749	100%	$306,302,570,044	100%	$476,551
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	41,042	97.2%	131,704	97.9%	$37,502,985,000	91.9%	$284,752
Long Note	600	1.4%	1,081	0.8%	$632,463,000	1.6%	$585,072
Short Note	81	0.2%	136	0.1%	$175,510,000	0.4%	$1,290,515
Long Variable	94	0.2%	771	0.6%	$465,985,000	1.1%	$604,390
Short Variable	333	0.8%	734	0.5%	$1,907,721,000	4.7%	$2,599,075
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	74	0.2%	161	0.1%	$110,372,000	0.3%	$685,540
Total	42,224	100%	134,587	100%	$40,795,036,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	88,177	90.8%	442,450	87.1%	$69,818,721,897	26.3%	$157,800
Long Note	1,638	1.7%	4,558	0.9%	$2,845,579,367	1.1%	$624,304
Short Note	311	0.3%	1,130	0.2%	$1,113,723,683	0.4%	$985,596
Long Variable	207	0.2%	4,581	0.9%	$2,058,502,364	0.8%	$449,357
Short Variable	5,853	6.0%	52,954	10.4%	$176,286,555,175	66.4%	$3,329,051
CP	463	0.5%	668	0.1%	$5,844,301,000	2.2%	$8,748,954
Other	509	0.5%	1,821	0.4%	$7,540,150,558	2.8%	$4,140,665
Total	97,158	100%	508,162	100%	$265,507,534,044	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	81,217	90.8%	329,422	89.4%	$45,844,121,896	29.8%	$139,165
Long Note	1,563	1.7%	3,707	1.0%	$2,286,663,113	1.5%	$616,850
Short Note	307	0.3%	902	0.2%	$868,057,683	0.6%	$962,370
Long Variable	192	0.2%	4,103	1.1%	$1,488,560,182	1.0%	$362,798
Short Variable	5,277	5.9%	28,343	7.7%	$93,090,842,175	60.5%	$3,284,439
CP	462	0.5%	658	0.2%	$5,806,053,000	3.8%	$8,823,789
Other	450	0.5%	1,158	0.3%	$4,436,041,989	2.9%	$3,830,779
Total	89,468	100%	368,293	100%	153,820,340,038	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	62,848	91.3%	113,028	80.8%	$23,974,600,001	21.5%	$212,112
Long Note	570	0.8%	851	0.6%	$558,916,254	0.5%	$656,776
Short Note	63	0.1%	228	0.2%	$245,666,000	0.2%	$1,077,482
Long Variable	150	0.2%	478	0.3%	$569,942,182	0.5%	$1,192,348
Short Variable	4,907	7.1%	24,611	17.6%	$83,195,713,000	74.5%	$3,380,428
CP	9	0.0%	10	0.0%	$38,248,000	0.0%	$3,824,800
Other	277	0.4%	663	0.5%	$3,104,108,569	2.8%	$4,681,913
Total	68,824	100%	139,869	100%	111,687,194,006	100%