CUSIPs, Trades and Par Value by Security Type
February 2001
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	78,230	91.6%	444,887	92.7%	$83,905,566,561	46.1%	$188,600
Long Note	1,111	1.3%	3,552	0.7%	$3,882,189,382	2.1%	$1,092,959
Short Note	221	0.3%	536	0.1%	$1,204,687,685	0.7%	$2,247,552
Long Variable	126	0.1%	698	0.1%	$911,731,727	0.5%	$1,306,206
Short Variable	4,439	5.2%	27,215	5.7%	$78,972,977,673	43.4%	$2,901,818
CP	849	1.0%	1,261	0.3%	$10,153,645,000	5.6%	$8,052,058
Other	426	0.5%	1,632	0.3%	$3,108,470,413	1.7%	$1,904,700
Total	85,402	100%	479,781	100%	$182,139,268,441	100%	$379,630
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	32,258	97.7%	96,165	98.6%	$27,544,024,000	96.6%	$286,425
Long Note	408	1.2%	803	0.8%	$630,442,000	2.2%	$785,108
Short Note	62	0.2%	79	0.1%	$42,185,000	0.1%	$533,987
Long Variable	33	0.1%	95	0.1%	$56,888,000	0.2%	$598,821
Short Variable	188	0.6%	312	0.3%	$223,476,000	0.8%	$716,269
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	56	0.2%	124	0.1%	$24,559,000	0.1%	$198,056
Total	33,005	100%	97,578	100%	$28,521,574,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	77,047	91.5%	348,722	91.2%	$56,361,542,561	36.7%	$161,623
Long Note	1,077	1.3%	2,749	0.7%	$3,251,747,382	2.1%	$1,182,884
Short Note	216	0.3%	457	0.1%	$1,162,502,685	0.8%	$2,543,770
Long Variable	125	0.1%	603	0.2%	$854,843,727	0.6%	$1,417,651
Short Variable	4,438	5.3%	26,903	7.0%	$78,749,501,673	51.3%	$2,927,164
CP	849	1.0%	1,261	0.3%	$10,153,645,000	6.6%	$8,052,058
Other	426	0.5%	1,508	0.4%	$3,083,911,413	2.0%	$2,045,034
Total	84,178	100%	382,203	100%	$153,617,694,441	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	69,230	91.3%	257,378	92.8%	$35,011,828,683	37.2%	$136,033
Long Note	1,024	1.4%	2,299	0.8%	$2,398,858,254	2.6%	$1,043,436
Short Note	200	0.3%	365	0.1%	$1,004,043,585	1.1%	$2,750,804
Long Variable	119	0.2%	441	0.2%	$758,919,727	0.8%	$1,720,906
Short Variable	4,035	5.3%	14,809	5.3%	$44,263,223,450	47.1%	$2,988,941
CP	843	1.1%	1,084	0.4%	$8,783,635,000	9.3%	$8,102,984
Other	368	0.5%	999	0.4%	$1,777,814,849	1.9%	$1,779,594
Total	75,819	100%	277,375	100%	93,998,323,548	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	56,816	93.1%	91,344	87.1%	$21,349,713,878	35.8%	$233,729
Long Note	347	0.6%	450	0.4%	$852,889,128	1.4%	$1,895,309
Short Note	68	0.1%	92	0.1%	$158,459,100	0.3%	$1,722,382
Long Variable	86	0.1%	162	0.2%	$95,924,000	0.2%	$592,123
Short Variable	3,338	5.5%	12,094	11.5%	$34,486,278,223	57.8%	$2,851,520
CP	120	0.2%	177	0.2%	$1,370,010,000	2.3%	$7,740,169
Other	248	0.4%	509	0.5%	$1,306,096,564	2.2%	$2,566,005
Total	61,023	100%	104,828	100%	59,619,370,893	100%