CUSIPs, Trades and Par Value by Security Type
August 2001
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	86,312	92.0%	545,575	93.0%	$101,733,940,039	44.2%	$186,471
Long Note	1,521	1.6%	5,571	0.9%	$9,560,838,568	4.1%	$1,716,180
Short Note	323	0.3%	875	0.1%	$1,675,920,190	0.7%	$1,915,337
Long Variable	165	0.2%	1,409	0.2%	$1,598,011,000	0.7%	$1,134,145
Short Variable	4,346	4.6%	30,032	5.1%	$100,239,089,550	43.5%	$3,337,743
CP	571	0.6%	1,008	0.2%	$10,900,188,000	4.7%	$10,813,679
Other	573	0.6%	2,102	0.4%	$4,712,527,955	2.0%	$2,241,926
Total	93,811	100%	586,572	100%	$230,420,515,302	100%	$392,826
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	37,500	97.8%	120,339	98.7%	$36,597,918,000	97.2%	$304,124
Long Note	521	1.4%	946	0.8%	$531,070,000	1.4%	$561,385
Short Note	101	0.3%	147	0.1%	$91,154,000	0.2%	$620,095
Long Variable	43	0.1%	146	0.1%	$82,545,000	0.2%	$565,377
Short Variable	142	0.4%	249	0.2%	$115,035,000	0.3%	$461,988
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	52	0.1%	104	0.1%	$218,864,000	0.6%	$2,104,462
Total	38,359	100%	121,931	100%	$37,636,586,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	85,386	92.0%	425,236	91.5%	$65,136,022,039	33.8%	$153,176
Long Note	1,502	1.6%	4,625	1.0%	$9,029,768,568	4.7%	$1,952,382
Short Note	320	0.3%	728	0.2%	$1,584,766,190	0.8%	$2,176,877
Long Variable	164	0.2%	1,263	0.3%	$1,515,466,000	0.8%	$1,199,894
Short Variable	4,345	4.7%	29,783	6.4%	$100,124,054,550	51.9%	$3,361,785
CP	571	0.6%	1,008	0.2%	$10,900,188,000	5.7%	$10,813,679
Other	563	0.6%	1,998	0.4%	$4,493,663,955	2.3%	$2,249,081
Total	92,851	100%	464,641	100%	$192,783,929,302	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	78,359	91.9%	318,388	93.1%	$41,315,549,528	33.9%	$129,765
Long Note	1,455	1.7%	3,599	1.1%	$6,723,114,004	5.5%	$1,868,051
Short Note	313	0.4%	647	0.2%	$1,334,484,390	1.1%	$2,062,572
Long Variable	149	0.2%	1,112	0.3%	$1,310,731,000	1.1%	$1,178,715
Short Variable	3,937	4.6%	15,933	4.7%	$57,422,634,550	47.1%	$3,604,006
CP	567	0.7%	966	0.3%	$10,623,596,000	8.7%	$10,997,511
Other	506	0.6%	1,322	0.4%	$3,088,104,895	2.5%	$2,335,934
Total	85,286	100%	341,967	100%	121,818,214,367	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	62,799	93.7%	106,848	87.1%	$23,820,472,511	33.6%	$222,938
Long Note	408	0.6%	1,026	0.8%	$2,306,654,564	3.3%	$2,248,201
Short Note	53	0.1%	81	0.1%	$250,281,800	0.4%	$3,089,899
Long Variable	102	0.2%	151	0.1%	$204,735,000	0.3%	$1,355,861
Short Variable	3,291	4.9%	13,850	11.3%	$42,701,420,000	60.2%	$3,083,135
CP	38	0.1%	42	0.0%	$276,592,000	0.4%	$6,585,524
Other	296	0.4%	676	0.6%	$1,405,559,060	2.0%	$2,079,229
Total	66,987	100%	122,674	100%	70,965,714,935	100%