CUSIPs, Trades and Par Value by Security Type
June 2001
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	92,358	92.0%	574,600	92.8%	$106,632,167,988	40.4%	$185,576
Long Note	1,640	1.6%	5,073	0.8%	$12,956,217,453	4.9%	$2,553,956
Short Note	335	0.3%	775	0.1%	$1,758,978,495	0.7%	$2,269,650
Long Variable	166	0.2%	1,591	0.3%	$1,232,132,677	0.5%	$774,439
Short Variable	4,738	4.7%	34,478	5.6%	$128,830,324,263	48.8%	$3,736,595
CP	612	0.6%	837	0.1%	$7,743,374,000	2.9%	$9,251,343
Other	550	0.5%	1,631	0.3%	$4,657,393,290	1.8%	$2,855,545
Total	100,399	100%	618,985	100%	$263,810,588,166	100%	$426,199
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	39,351	97.9%	120,238	98.8%	$34,512,909,000	96.8%	$287,038
Long Note	505	1.3%	918	0.8%	$801,737,000	2.2%	$873,352
Short Note	71	0.2%	107	0.1%	$66,611,000	0.2%	$622,533
Long Variable	59	0.1%	164	0.1%	$71,214,000	0.2%	$434,232
Short Variable	182	0.5%	253	0.2%	$129,566,000	0.4%	$512,119
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	36	0.1%	64	0.1%	$72,947,000	0.2%	$1,139,797
Total	40,204	100%	121,744	100%	$35,654,984,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	91,262	91.9%	454,362	91.4%	$72,119,258,988	31.6%	$158,726
Long Note	1,607	1.6%	4,155	0.8%	$12,154,480,453	5.3%	$2,925,266
Short Note	331	0.3%	668	0.1%	$1,692,367,495	0.7%	$2,533,484
Long Variable	165	0.2%	1,427	0.3%	$1,160,918,677	0.5%	$813,538
Short Variable	4,737	4.8%	34,225	6.9%	$128,700,758,263	56.4%	$3,760,431
CP	612	0.6%	837	0.2%	$7,743,374,000	3.4%	$9,251,343
Other	548	0.6%	1,567	0.3%	$4,584,446,290	2.0%	$2,925,620
Total	99,262	100%	497,241	100%	$228,155,604,166	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	83,269	92.0%	347,276	93.3%	$46,480,328,183	33.6%	$133,843
Long Note	1,543	1.7%	3,580	1.0%	$9,913,617,553	7.2%	$2,769,167
Short Note	323	0.4%	598	0.2%	$1,387,862,821	1.0%	$2,320,841
Long Variable	158	0.2%	1,242	0.3%	$917,194,585	0.7%	$738,482
Short Variable	4,183	4.6%	17,575	4.7%	$69,674,339,634	50.4%	$3,964,401
CP	603	0.7%	760	0.2%	$7,097,520,000	5.1%	$9,338,842
Other	470	0.5%	989	0.3%	$2,671,966,122	1.9%	$2,701,685
Total	90,549	100%	372,020	100%	138,142,828,898	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	64,814	93.1%	107,086	85.5%	$25,638,930,805	28.5%	$239,424
Long Note	408	0.6%	575	0.5%	$2,240,862,900	2.5%	$3,897,153
Short Note	58	0.1%	70	0.1%	$304,504,674	0.3%	$4,350,067
Long Variable	104	0.1%	185	0.1%	$243,724,092	0.3%	$1,317,428
Short Variable	3,839	5.5%	16,650	13.3%	$59,026,418,629	65.6%	$3,545,130
CP	67	0.1%	77	0.1%	$645,854,000	0.7%	$8,387,714
Other	298	0.4%	578	0.5%	$1,912,480,168	2.1%	$3,308,789
Total	69,588	100%	125,221	100%	90,012,775,268	100%