CUSIPs, Trades and Par Value by Security Type
December 2003
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	94,624	89.7%	554,653	87.2%	$100,988,980,154	28.2%	$182,076
Long Note	1,704	1.6%	6,423	1.0%	$5,040,148,958	1.4%	$784,703
Short Note	288	0.3%	757	0.1%	$2,546,599,421	0.7%	$3,364,068
Long Variable	290	0.3%	3,341	0.5%	$3,488,908,331	1.0%	$1,044,271
Short Variable	7,387	7.0%	67,631	10.6%	$227,550,380,931	63.5%	$3,364,587
CP	639	0.6%	1,145	0.2%	$10,699,608,000	3.0%	$9,344,636
Other	570	0.5%	2,186	0.3%	$8,039,222,813	2.2%	$3,677,595
Total	105,502	100%	636,136	100%	$358,353,848,608	100%	$563,329
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	43,064	97.3%	129,701	98.1%	$33,925,817,000	95.7%	$261,569
Long Note	564	1.3%	1,045	0.8%	$535,208,000	1.5%	$512,161
Short Note	71	0.2%	98	0.1%	$57,550,000	0.2%	$587,245
Long Variable	117	0.3%	501	0.4%	$301,751,000	0.9%	$602,297
Short Variable	402	0.9%	775	0.6%	$632,272,000	1.8%	$815,835
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	35	0.1%	61	0.0%	$10,430,000	0.0%	$170,984
Total	44,253	100%	132,181	100%	$35,463,028,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	93,198	89.6%	424,952	84.3%	$67,063,163,154	20.8%	$157,814
Long Note	1,689	1.6%	5,378	1.1%	$4,504,940,958	1.4%	$837,661
Short Note	283	0.3%	659	0.1%	$2,489,049,421	0.8%	$3,777,010
Long Variable	289	0.3%	2,840	0.6%	$3,187,157,331	1.0%	$1,122,238
Short Variable	7,387	7.1%	66,856	13.3%	$226,918,108,931	70.3%	$3,394,132
CP	639	0.6%	1,145	0.2%	$10,699,608,000	3.3%	$9,344,636
Other	553	0.5%	2,125	0.4%	$8,028,792,813	2.5%	$3,778,255
Total	104,038	100%	503,955	100%	$322,890,820,608	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	83,965	89.8%	304,096	87.7%	$43,454,171,015	23.6%	$142,896
Long Note	1,623	1.7%	4,415	1.3%	$2,882,157,925	1.6%	$652,810
Short Note	272	0.3%	613	0.2%	$2,162,515,913	1.2%	$3,527,758
Long Variable	266	0.3%	2,216	0.6%	$2,738,802,240	1.5%	$1,235,922
Short Variable	6,285	6.7%	33,370	9.6%	$119,628,921,931	64.9%	$3,584,924
CP	607	0.6%	879	0.3%	$8,719,285,000	4.7%	$9,919,551
Other	434	0.5%	1,261	0.4%	$4,617,110,023	2.5%	$3,661,467
Total	93,452	100%	346,850	100%	184,202,964,047	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	67,856	89.7%	120,856	76.9%	$23,608,992,139	17.0%	$195,348
Long Note	590	0.8%	963	0.6%	$1,622,783,033	1.2%	$1,685,133
Short Note	38	0.1%	46	0.0%	$326,533,508	0.2%	$7,098,555
Long Variable	201	0.3%	624	0.4%	$448,355,091	0.3%	$718,518
Short Variable	6,400	8.5%	33,486	21.3%	$107,289,187,000	77.4%	$3,204,001
CP	211	0.3%	266	0.2%	$1,980,323,000	1.4%	$7,444,823
Other	377	0.5%	864	0.5%	$3,411,682,790	2.5%	$3,948,707
Total	75,673	100%	157,105	100%	138,687,856,561	100%