CUSIPs, Trades and Par Value by Security Type
(July 2000)
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	80,761	92.2%	458,874	92.4%	$79,249,095,905	37.9%	$172,703
Long Note	1,050	1.2%	4,655	0.9%	$6,206,053,116	3.0%	$1,333,202
Short Note	137	0.2%	373	0.1%	$727,544,136	0.3%	$1,950,520
Long Variable	130	0.1%	819	0.2%	$349,510,454	0.2%	$426,753
Short Variable	4,326	4.9%	29,223	5.9%	$110,157,930,646	52.6%	$3,769,563
CP	657	0.8%	975	0.2%	$8,344,779,000	4.0%	$8,558,748
Other	514	0.6%	1,538	0.3%	$4,200,161,668	2.0%	$2,730,924
Total	87,575	100%	496,457	100%	$209,235,074,925	100%	$421,457
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	34,110	98.1%	99,593	98.7%	$24,888,545,000	96.0%	$249,903
Long Note	333	1.0%	717	0.7%	$601,333,000	2.3%	$838,679
Short Note	35	0.1%	52	0.1%	$16,140,000	0.1%	$310,385
Long Variable	50	0.1%	131	0.1%	$62,045,000	0.2%	$473,626
Short Variable	197	0.6%	321	0.3%	$321,241,000	1.2%	$1,000,751
CP	0	0.0%	0	0.0%	$0	0.0%	$0
Other	34	0.1%	81	0.1%	$39,417,000	0.2%	$486,630
Total	34,759	100%	100,895	100%	$25,928,721,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	80,055	92.2%	359,281	90.8%	$54,360,550,905	29.7%	$151,304
Long Note	1,031	1.2%	3,938	1.0%	$5,604,720,116	3.1%	$1,423,240
Short Note	135	0.2%	321	0.1%	$711,404,136	0.4%	$2,216,212
Long Variable	129	0.1%	688	0.2%	$287,465,454	0.2%	$417,828
Short Variable	4,322	5.0%	28,902	7.3%	$109,836,689,646	59.9%	$3,800,314
CP	657	0.8%	975	0.2%	$8,344,779,000	4.6%	$8,558,748
Other	512	0.6%	1,457	0.4%	$4,160,744,668	2.3%	$2,855,693
Total	86,841	100%	395,562	100%	$183,306,353,925	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	73,149	92.3%	262,302	92.6%	$31,755,285,738	30.1%	$121,064
Long Note	978	1.2%	3,403	1.2%	$4,201,702,474	4.0%	$1,234,705
Short Note	129	0.2%	258	0.1%	$412,906,136	0.4%	$1,600,411
Long Variable	119	0.2%	527	0.2%	$218,707,727	0.2%	$415,005
Short Variable	3,779	4.8%	15,150	5.3%	$59,446,554,605	56.4%	$3,923,865
CP	643	0.8%	802	0.3%	$6,877,253,000	6.5%	$8,575,128
Other	438	0.6%	941	0.3%	$2,567,893,976	2.4%	$2,728,899
Total	79,235	100%	283,383	100%	105,480,303,656	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	60,593	93.4%	96,979	86.5%	$22,605,265,167	29.0%	$233,094
Long Note	390	0.6%	535	0.5%	$1,403,017,642	1.8%	$2,622,463
Short Note	40	0.1%	63	0.1%	$298,498,000	0.4%	$4,738,063
Long Variable	82	0.1%	161	0.1%	$68,757,727	0.1%	$427,067
Short Variable	3,398	5.2%	13,752	12.3%	$50,390,135,041	64.7%	$3,664,204
CP	137	0.2%	173	0.2%	$1,467,526,000	1.9%	$8,482,809
Other	266	0.4%	516	0.5%	$1,592,850,692	2.0%	$3,086,920
Total	64,906	100%	112,179	100%	77,826,050,269	100%