CUSIPs, Trades and Par Value by Security Type
February 2004
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	91,129	91.0%	503,996	88.5%	$98,602,118,765	35.4%	$195,641
Long Note	1,631	1.6%	5,773	1.0%	$4,618,081,619	1.7%	$799,945
Short Note	258	0.3%	594	0.1%	$1,112,831,031	0.4%	$1,873,453
Long Variable	239	0.2%	1,885	0.3%	$1,643,078,321	0.6%	$871,660
Short Variable	5,821	5.8%	54,254	9.5%	$153,445,384,577	55.2%	$2,828,278
CP	614	0.6%	1,067	0.2%	$9,109,420,000	3.3%	$8,537,413
Other	490	0.5%	1,991	0.3%	$9,690,372,492	3.5%	$4,867,088
Total	100,182	100%	569,560	100%	$278,221,286,805	100%	$488,485
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	42,111	97.7%	125,803	98.5%	$33,993,412,000	97.4%	$270,211
Long Note	499	1.2%	933	0.7%	$384,215,000	1.1%	$411,806
Short Note	63	0.1%	75	0.1%	$59,090,000	0.2%	$787,867
Long Variable	98	0.2%	333	0.3%	$158,195,000	0.5%	$475,060
Short Variable	283	0.7%	549	0.4%	$294,210,000	0.8%	$535,902
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	33	0.1%	62	0.0%	$5,510,000	0.0%	$88,871
Total	43,087	100%	127,755	100%	$34,894,632,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	89,615	90.9%	378,193	85.6%	$64,608,706,765	26.6%	$170,835
Long Note	1,594	1.6%	4,840	1.1%	$4,233,866,619	1.7%	$874,766
Short Note	250	0.3%	519	0.1%	$1,053,741,031	0.4%	$2,030,330
Long Variable	237	0.2%	1,552	0.4%	$1,484,883,321	0.6%	$956,755
Short Variable	5,819	5.9%	53,705	12.2%	$153,151,174,577	62.9%	$2,851,712
CP	614	0.6%	1,067	0.2%	$9,109,420,000	3.7%	$8,537,413
Other	487	0.5%	1,929	0.4%	$9,684,862,492	4.0%	$5,020,665
Total	98,616	100%	441,805	100%	$243,326,654,805	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	81,528	90.7%	269,089	88.0%	$42,510,765,272	30.1%	$157,980
Long Note	1,540	1.7%	4,040	1.3%	$2,855,844,875	2.0%	$706,892
Short Note	246	0.3%	471	0.2%	$688,028,531	0.5%	$1,460,782
Long Variable	225	0.3%	1,084	0.4%	$1,241,394,321	0.9%	$1,145,198
Short Variable	5,301	5.9%	28,953	9.5%	$81,530,992,575	57.7%	$2,815,977
CP	599	0.7%	799	0.3%	$7,126,686,000	5.0%	$8,919,507
Other	419	0.5%	1,204	0.4%	$5,440,979,446	3.8%	$4,519,086
Total	89,858	100%	305,640	100%	141,394,691,020	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	61,451	91.0%	109,104	80.1%	$22,097,941,493	21.7%	$202,540
Long Note	534	0.8%	800	0.6%	$1,378,021,744	1.4%	$1,722,527
Short Note	37	0.1%	48	0.0%	$365,712,500	0.4%	$7,619,010
Long Variable	158	0.2%	468	0.3%	$243,489,000	0.2%	$520,276
Short Variable	4,855	7.2%	24,752	18.2%	$71,620,182,002	70.3%	$2,893,511
CP	209	0.3%	268	0.2%	$1,982,734,000	1.9%	$7,398,261
Other	316	0.5%	725	0.5%	$4,243,883,046	4.2%	$5,853,632
Total	67,560	100%	136,165	100%	101,931,963,785	100%