CUSIPs, Trades and Par Value by Security Type
July 2001
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	81,452	92.2%	524,459	93.3%	$83,084,164,376	40.4%	$158,419
Long Note	1,316	1.5%	3,981	0.7%	$6,158,639,396	3.0%	$1,547,008
Short Note	220	0.2%	481	0.1%	$758,697,030	0.4%	$1,577,333
Long Variable	163	0.2%	1,021	0.2%	$693,313,000	0.3%	$679,053
Short Variable	4,336	4.9%	30,093	5.4%	$106,600,626,473	51.8%	$3,542,373
CP	397	0.4%	520	0.1%	$4,164,135,000	2.0%	$8,007,952
Other	476	0.5%	1,817	0.3%	$4,357,244,948	2.1%	$2,398,043
Total	88,360	100%	562,372	100%	$205,816,820,223	100%	$365,980
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	34,774	97.9%	110,103	98.9%	$29,965,893,000	97.6%	$272,162
Long Note	445	1.3%	731	0.7%	$379,388,000	1.2%	$518,999
Short Note	66	0.2%	84	0.1%	$34,581,000	0.1%	$411,679
Long Variable	49	0.1%	129	0.1%	$113,471,000	0.4%	$879,620
Short Variable	139	0.4%	237	0.2%	$133,528,000	0.4%	$563,409
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	32	0.1%	66	0.1%	$84,208,000	0.3%	$1,275,879
Total	35,505	100%	111,350	100%	$30,711,069,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	80,569	92.1%	414,356	91.9%	$53,118,271,376	30.3%	$128,195
Long Note	1,298	1.5%	3,250	0.7%	$5,779,251,396	3.3%	$1,778,231
Short Note	219	0.3%	397	0.1%	$724,116,030	0.4%	$1,823,970
Long Variable	159	0.2%	892	0.2%	$579,842,000	0.3%	$650,047
Short Variable	4,332	5.0%	29,856	6.6%	$106,467,098,473	60.8%	$3,566,020
CP	397	0.5%	520	0.1%	$4,164,135,000	2.4%	$8,007,952
Other	471	0.5%	1,751	0.4%	$4,273,036,948	2.4%	$2,440,341
Total	87,445	100%	451,022	100%	$175,105,751,223	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	74,639	92.1%	322,746	93.8%	$34,973,419,523	33.4%	$108,362
Long Note	1,264	1.6%	2,732	0.8%	$4,684,554,810	4.5%	$1,714,698
Short Note	215	0.3%	355	0.1%	$597,695,430	0.6%	$1,683,649
Long Variable	150	0.2%	711	0.2%	$464,799,000	0.4%	$653,726
Short Variable	3,913	4.8%	15,996	4.6%	$57,372,260,973	54.8%	$3,586,663
CP	394	0.5%	484	0.1%	$3,872,114,000	3.7%	$8,000,236
Other	426	0.5%	1,147	0.3%	$2,660,902,217	2.5%	$2,319,880
Total	81,001	100%	344,171	100%	104,625,745,953	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	55,867	92.9%	91,610	85.7%	$18,144,851,853	25.7%	$198,066
Long Note	343	0.6%	518	0.5%	$1,094,696,586	1.6%	$2,113,314
Short Note	38	0.1%	42	0.0%	$126,420,600	0.2%	$3,010,014
Long Variable	99	0.2%	181	0.2%	$115,043,000	0.2%	$635,597
Short Variable	3,494	5.8%	13,860	13.0%	$49,094,837,500	69.7%	$3,542,196
CP	32	0.1%	36	0.0%	$292,021,000	0.4%	$8,111,694
Other	249	0.4%	604	0.6%	$1,612,134,731	2.3%	$2,669,097
Total	60,122	100%	106,851	100%	70,480,005,270	100%