CUSIPs, Trades and Par Value by Security Type
January 2003
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	89,091	91.1%	631,497	91.4%	$107,645,264,754	35.9%	$170,460
Long Note	1,362	1.4%	4,923	0.7%	$5,464,201,316	1.8%	$1,109,933
Short Note	310	0.3%	1,779	0.3%	$2,476,055,579	0.8%	$1,391,824
Long Variable	179	0.2%	2,561	0.4%	$1,298,731,000	0.4%	$507,119
Short Variable	5,601	5.7%	46,778	6.8%	$166,370,097,013	55.5%	$3,556,589
CP	588	0.6%	890	0.1%	$7,245,375,000	2.4%	$8,140,871
Other	635	0.6%	2,676	0.4%	$9,389,777,230	3.1%	$3,508,885
Total	97,766	100%	691,104	100%	$299,889,501,892	100%	$433,928
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	40,430	97.7%	136,395	98.5%	$35,923,668,000	95.8%	$263,380
Long Note	475	1.1%	932	0.7%	$663,787,000	1.8%	$712,218
Short Note	78	0.2%	133	0.1%	$169,774,000	0.5%	$1,276,496
Long Variable	64	0.2%	312	0.2%	$193,295,000	0.5%	$619,535
Short Variable	233	0.6%	494	0.4%	$299,364,000	0.8%	$606,000
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	88	0.2%	161	0.1%	$250,419,000	0.7%	$1,555,398
Total	41,368	100%	138,427	100%	$37,500,307,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	87,951	91.1%	495,102	89.6%	$71,721,596,754	27.3%	$144,862
Long Note	1,338	1.4%	3,991	0.7%	$4,800,414,316	1.8%	$1,202,810
Short Note	305	0.3%	1,646	0.3%	$2,306,281,579	0.9%	$1,401,143
Long Variable	177	0.2%	2,249	0.4%	$1,105,436,000	0.4%	$491,523
Short Variable	5,595	5.8%	46,284	8.4%	$166,070,733,013	63.3%	$3,588,081
CP	588	0.6%	890	0.2%	$7,245,375,000	2.8%	$8,140,871
Other	606	0.6%	2,515	0.5%	$9,139,358,230	3.5%	$3,633,940
Total	96,560	100%	552,677	100%	$262,389,194,892	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	80,818	90.9%	376,850	91.5%	$46,115,586,054	29.7%	$122,371
Long Note	1,302	1.5%	3,236	0.8%	$3,945,152,485	2.5%	$1,219,145
Short Note	298	0.3%	1,472	0.4%	$1,677,935,183	1.1%	$1,139,902
Long Variable	170	0.2%	1,907	0.5%	$808,062,000	0.5%	$423,735
Short Variable	5,180	5.8%	25,745	6.3%	$91,071,990,654	58.6%	$3,537,463
CP	583	0.7%	805	0.2%	$6,468,744,000	4.2%	$8,035,707
Other	536	0.6%	1,751	0.4%	$5,200,697,348	3.3%	$2,970,130
Total	88,887	100%	411,766	100%	155,288,167,724	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	65,626	92.3%	118,252	83.9%	$25,606,010,700	23.9%	$216,538
Long Note	439	0.6%	755	0.5%	$855,261,831	0.8%	$1,132,797
Short Note	61	0.1%	174	0.1%	$628,346,396	0.6%	$3,611,186
Long Variable	135	0.2%	342	0.2%	$297,374,000	0.3%	$869,515
Short Variable	4,453	6.3%	20,539	14.6%	$74,998,742,359	70.0%	$3,651,528
CP	64	0.1%	85	0.1%	$776,631,000	0.7%	$9,136,835
Other	309	0.4%	764	0.5%	$3,938,660,882	3.7%	$5,155,315
Total	71,087	100%	140,911	100%	107,101,027,168	100%