CUSIPs, Trades and Par Value by Security Type
December 2000
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	86,649	91.7%	470,168	91.9%	$93,760,373,112	44.4%	$199,419
Long Note	1,124	1.2%	4,025	0.8%	$2,708,137,016	1.3%	$672,829
Short Note	272	0.3%	802	0.2%	$1,822,271,646	0.9%	$2,272,159
Long Variable	162	0.2%	770	0.2%	$507,008,182	0.2%	$658,452
Short Variable	5,029	5.3%	33,013	6.5%	$99,343,623,082	47.0%	$3,009,227
CP	703	0.7%	1,084	0.2%	$8,810,143,000	4.2%	$8,127,438
Other	528	0.6%	1,756	0.3%	$4,388,855,032	2.1%	$2,499,348
Total	94,467	100%	511,618	100%	$211,340,411,070	100%	$413,082
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	34,939	97.9%	101,812	98.6%	$30,943,720,000	97.5%	$303,930
Long Note	356	1.0%	778	0.8%	$359,927,000	1.1%	$462,631
Short Note	59	0.2%	92	0.1%	$49,670,000	0.2%	$539,891
Long Variable	40	0.1%	93	0.1%	$30,140,000	0.1%	$324,086
Short Variable	259	0.7%	473	0.5%	$344,092,000	1.1%	$727,467
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	27	0.1%	52	0.1%	$18,575,000	0.1%	$357,212
Total	35,680	100%	103,300	100%	$31,746,124,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	85,668	91.7%	368,356	90.2%	$62,816,653,112	35.0%	$170,532
Long Note	1,107	1.2%	3,247	0.8%	$2,348,210,016	1.3%	$723,194
Short Note	269	0.3%	710	0.2%	$1,772,601,646	1.0%	$2,496,622
Long Variable	162	0.2%	677	0.2%	$476,868,182	0.3%	$704,384
Short Variable	5,027	5.4%	32,540	8.0%	$98,999,531,082	55.1%	$3,042,395
CP	703	0.8%	1,084	0.3%	$8,810,143,000	4.9%	$8,127,438
Other	527	0.6%	1,704	0.4%	$4,370,280,032	2.4%	$2,564,718
Total	93,463	100%	408,318	100%	$179,594,287,070	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	77,780	91.7%	263,003	92.0%	$37,234,110,470	35.0%	$141,573
Long Note	1,052	1.2%	2,681	0.9%	$1,655,778,794	1.6%	$617,597
Short Note	261	0.3%	616	0.2%	$1,518,228,586	1.4%	$2,464,657
Long Variable	145	0.2%	506	0.2%	$361,425,000	0.3%	$714,279
Short Variable	4,419	5.2%	17,149	6.0%	$55,191,824,791	51.9%	$3,218,370
CP	698	0.8%	910	0.3%	$7,604,509,000	7.2%	$8,356,603
Other	444	0.5%	1,093	0.4%	$2,692,603,056	2.5%	$2,463,498
Total	84,799	100%	285,958	100%	106,258,479,697	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	62,321	92.4%	105,353	86.1%	$25,582,542,642	34.9%	$242,827
Long Note	390	0.6%	566	0.5%	$692,431,222	0.9%	$1,223,377
Short Note	74	0.1%	94	0.1%	$254,373,060	0.3%	$2,706,096
Long Variable	104	0.2%	171	0.1%	$115,443,182	0.2%	$675,106
Short Variable	4,072	6.0%	15,391	12.6%	$43,807,706,291	59.7%	$2,846,320
CP	141	0.2%	174	0.1%	$1,205,634,000	1.6%	$6,928,931
Other	319	0.5%	611	0.5%	$1,677,676,976	2.3%	$2,745,789
Total	67,421	100%	122,360	100%	73,335,807,373	100%