CUSIPs, Trades and Par Value by Security Type
December 2002
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	87,852	89.9%	562,691	89.7%	$95,158,483,676	32.3%	$169,113
Long Note	1,521	1.6%	5,054	0.8%	$4,282,043,761	1.5%	$847,258
Short Note	377	0.4%	1,899	0.3%	$4,826,097,678	1.6%	$2,541,389
Long Variable	214	0.2%	3,329	0.5%	$2,419,176,922	0.8%	$726,698
Short Variable	6,342	6.5%	50,224	8.0%	$170,026,450,026	57.6%	$3,385,363
CP	663	0.7%	1,015	0.2%	$8,698,029,000	2.9%	$8,569,487
Other	772	0.8%	2,920	0.5%	$9,593,783,665	3.3%	$3,285,542
Total	97,741	100%	627,132	100%	$295,004,064,728	100%	$470,402
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	38,884	97.2%	119,683	98.0%	$30,276,351,000	93.8%	$252,971
Long Note	486	1.2%	832	0.7%	$457,963,000	1.4%	$550,436
Short Note	90	0.2%	161	0.1%	$403,738,000	1.3%	$2,507,689
Long Variable	68	0.2%	597	0.5%	$436,860,000	1.4%	$731,759
Short Variable	391	1.0%	743	0.6%	$528,146,000	1.6%	$710,829
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	80	0.2%	143	0.1%	$172,099,000	0.5%	$1,203,490
Total	39,999	100%	122,159	100%	$32,275,157,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	86,780	89.8%	443,008	87.7%	$64,882,132,676	24.7%	$146,458
Long Note	1,502	1.6%	4,222	0.8%	$3,824,080,761	1.5%	$905,751
Short Note	370	0.4%	1,738	0.3%	$4,422,359,678	1.7%	$2,544,511
Long Variable	213	0.2%	2,732	0.5%	$1,982,316,922	0.8%	$725,592
Short Variable	6,338	6.6%	49,481	9.8%	$169,498,304,026	64.5%	$3,425,523
CP	663	0.7%	1,015	0.2%	$8,698,029,000	3.3%	$8,569,487
Other	737	0.8%	2,777	0.5%	$9,421,684,665	3.6%	$3,392,756
Total	96,603	100%	504,973	100%	$262,728,907,728	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	79,291	90.1%	333,250	90.2%	$40,903,249,334	26.7%	$122,740
Long Note	1,438	1.6%	3,522	1.0%	$3,182,711,739	2.1%	$903,666
Short Note	352	0.4%	1,492	0.4%	$3,339,081,982	2.2%	$2,237,991
Long Variable	193	0.2%	2,355	0.6%	$1,523,894,831	1.0%	$647,089
Short Variable	5,573	6.3%	26,343	7.1%	$91,642,981,933	59.9%	$3,478,836
CP	661	0.8%	898	0.2%	$7,669,970,000	5.0%	$8,541,169
Other	521	0.6%	1,591	0.4%	$4,784,333,241	3.1%	$3,007,123
Total	88,029	100%	369,451	100%	153,046,223,060	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	62,851	90.6%	109,758	81.0%	$23,978,883,342	21.9%	$218,470
Long Note	519	0.7%	700	0.5%	$641,369,022	0.6%	$916,241
Short Note	99	0.1%	246	0.2%	$1,083,277,696	1.0%	$4,403,568
Long Variable	144	0.2%	377	0.3%	$458,422,091	0.4%	$1,215,974
Short Variable	5,198	7.5%	23,138	17.1%	$77,855,322,093	71.0%	$3,364,825
CP	78	0.1%	117	0.1%	$1,028,059,000	0.9%	$8,786,829
Other	466	0.7%	1,186	0.9%	$4,637,351,424	4.2%	$3,910,077
Total	69,355	100%	135,522	100%	109,682,684,668	100%