CUSIPs, Trades and Par Value by Security Type
(August 2000)
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	91,110	92.5%	528,408	92.6%	$91,279,432,882	41.4%	$172,744
Long Note	1,172	1.2%	4,629	0.8%	$8,314,325,940	3.8%	$1,796,139
Short Note	178	0.2%	448	0.1%	$603,373,037	0.3%	$1,346,815
Long Variable	155	0.2%	1,280	0.2%	$1,194,480,546	0.5%	$933,188
Short Variable	4,522	4.6%	32,802	5.7%	$104,502,593,900	47.4%	$3,185,860
CP	844	0.9%	1,312	0.2%	$10,962,251,000	5.0%	$8,355,374
Other	503	0.5%	1,627	0.3%	$3,838,914,876	1.7%	$2,359,505
Total	98,484	100%	570,506	100%	$220,695,372,181	100%	$386,841
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	38,610	98.0%	115,469	98.7%	$29,192,473,000	96.0%	$252,817
Long Note	397	1.0%	758	0.6%	$632,734,000	2.1%	$834,741
Short Note	51	0.1%	69	0.1%	$32,122,000	0.1%	$465,536
Long Variable	50	0.1%	181	0.2%	$91,188,000	0.3%	$503,801
Short Variable	264	0.7%	476	0.4%	$417,123,000	1.4%	$876,309
CP	0	0.0%	0	0.0%	$0	0.0%	$0
Other	32	0.1%	83	0.1%	$52,479,000	0.2%	$632,277
Total	39,404	100%	117,036	100%	$30,418,119,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	90,392	92.5%	412,939	91.1%	$62,086,959,882	32.6%	$150,354
Long Note	1,160	1.2%	3,871	0.9%	$7,681,591,940	4.0%	$1,984,395
Short Note	177	0.2%	379	0.1%	$571,251,037	0.3%	$1,507,259
Long Variable	154	0.2%	1,099	0.2%	$1,103,292,546	0.6%	$1,003,906
Short Variable	4,522	4.6%	32,326	7.1%	$104,085,470,900	54.7%	$3,219,869
CP	844	0.9%	1,312	0.3%	$10,962,251,000	5.8%	$8,355,374
Other	502	0.5%	1,544	0.3%	$3,786,435,876	2.0%	$2,452,355
Total	97,751	100%	453,470	100%	$190,277,253,181	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	82,417	92.4%	294,492	92.5%	$35,390,458,331	31.8%	$120,175
Long Note	1,104	1.2%	3,314	1.0%	$6,058,312,380	5.4%	$1,828,097
Short Note	171	0.2%	298	0.1%	$420,175,549	0.4%	$1,409,985
Long Variable	141	0.2%	919	0.3%	$979,374,273	0.9%	$1,065,696
Short Variable	4,096	4.6%	17,312	5.4%	$57,296,792,400	51.4%	$3,309,658
CP	816	0.9%	1,043	0.3%	$8,903,513,000	8.0%	$8,536,446
Other	438	0.5%	991	0.3%	$2,390,748,807	2.1%	$2,412,461
Total	89,183	100%	318,369	100%	111,439,374,740	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	70,442	93.9%	118,447	87.7%	$26,696,501,551	33.9%	$225,388
Long Note	413	0.6%	557	0.4%	$1,623,279,560	2.1%	$2,914,326
Short Note	50	0.1%	81	0.1%	$151,075,488	0.2%	$1,865,129
Long Variable	99	0.1%	180	0.1%	$123,918,273	0.2%	$688,435
Short Variable	3,516	4.7%	15,014	11.1%	$46,788,678,500	59.3%	$3,116,337
CP	228	0.3%	269	0.2%	$2,058,738,000	2.6%	$7,653,301
Other	279	0.4%	553	0.4%	$1,395,687,069	1.8%	$2,523,846
Total	75,027	100%	135,101	100%	78,837,878,441	100%