CUSIPs, Trades and Par Value by Security Type
January 2001
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	86,644	92.1%	502,110	92.2%	$105,654,787,361	46.4%	$210,422
Long Note	938	1.0%	3,150	0.6%	$6,018,135,626	2.6%	$1,910,519
Short Note	200	0.2%	528	0.1%	$1,248,066,242	0.5%	$2,363,762
Long Variable	123	0.1%	852	0.2%	$791,071,091	0.3%	$928,487
Short Variable	5,055	5.4%	35,532	6.5%	$102,502,768,897	45.0%	$2,884,802
CP	619	0.7%	882	0.2%	$6,628,597,000	2.9%	$7,515,416
Other	478	0.5%	1,628	0.3%	$4,733,277,887	2.1%	$2,907,419
Total	94,057	100%	544,682	100%	$227,576,704,104	100%	$417,816
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	35,908	98.1%	109,152	98.8%	$34,814,377,000	97.0%	$318,953
Long Note	309	0.8%	624	0.6%	$604,697,000	1.7%	$969,066
Short Note	44	0.1%	59	0.1%	$39,318,000	0.1%	$666,407
Long Variable	39	0.1%	94	0.1%	$81,350,000	0.2%	$865,426
Short Variable	284	0.8%	476	0.4%	$304,082,000	0.8%	$638,828
CP	0	0.0%	0	0.0%	$0	0.0%	$0
Other	23	0.1%	51	0.0%	$62,735,000	0.2%	$1,230,098
Total	36,607	100%	110,456	100%	$35,906,559,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	85,833	92.1%	392,958	90.5%	$70,840,410,361	37.0%	$180,275
Long Note	920	1.0%	2,526	0.6%	$5,413,438,626	2.8%	$2,143,087
Short Note	194	0.2%	469	0.1%	$1,208,748,242	0.6%	$2,577,288
Long Variable	123	0.1%	758	0.2%	$709,721,091	0.4%	$936,308
Short Variable	5,053	5.4%	35,056	8.1%	$102,198,686,897	53.3%	$2,915,298
CP	619	0.7%	882	0.2%	$6,628,597,000	3.5%	$7,515,416
Other	478	0.5%	1,577	0.4%	$4,670,542,887	2.4%	$2,961,663
Total	93,220	100%	434,226	100%	$191,670,145,104	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	78,407	92.3%	281,224	92.7%	$38,848,359,370	36.3%	$138,140
Long Note	864	1.0%	1,765	0.6%	$4,108,033,446	3.8%	$2,327,498
Short Note	184	0.2%	380	0.1%	$908,829,955	0.9%	$2,391,658
Long Variable	116	0.1%	458	0.2%	$561,229,182	0.5%	$1,225,391
Short Variable	4,402	5.2%	17,777	5.9%	$53,853,232,701	50.4%	$3,029,377
CP	599	0.7%	769	0.3%	$6,030,100,000	5.6%	$7,841,482
Other	415	0.5%	982	0.3%	$2,587,821,677	2.4%	$2,635,256
Total	84,987	100%	303,355	100%	106,897,606,331	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	65,478	92.7%	111,734	85.4%	$31,992,050,991	37.7%	$286,323
Long Note	408	0.6%	761	0.6%	$1,305,405,180	1.5%	$1,715,381
Short Note	68	0.1%	89	0.1%	$299,918,287	0.4%	$3,369,868
Long Variable	85	0.1%	300	0.2%	$148,491,909	0.2%	$494,973
Short Variable	4,247	6.0%	17,279	13.2%	$48,345,454,196	57.0%	$2,797,931
CP	101	0.1%	113	0.1%	$598,497,000	0.7%	$5,296,434
Other	263	0.4%	595	0.5%	$2,082,721,210	2.5%	$3,500,372
Total	70,650	100%	130,871	100%	84,772,538,773	100%