CUSIPs, Trades and Par Value by Security Type
March 2001
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	92,531	92.4%	530,180	93.1%	$105,163,015,413	50.6%	$198,353
Long Note	1,373	1.4%	4,201	0.7%	$4,019,060,343	1.9%	$956,691
Short Note	232	0.2%	485	0.1%	$668,155,239	0.3%	$1,377,640
Long Variable	134	0.1%	907	0.2%	$893,154,000	0.4%	$984,734
Short Variable	4,488	4.5%	30,834	5.4%	$84,434,405,985	40.6%	$2,738,354
CP	791	0.8%	1,121	0.2%	$9,757,625,000	4.7%	$8,704,393
Other	555	0.6%	1,766	0.3%	$2,994,612,070	1.4%	$1,695,703
Total	100,104	100%	569,494	100%	$207,930,028,050	100%	$365,114
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	38,917	98.0%	116,762	98.7%	$33,982,575,000	97.8%	$291,041
Long Note	486	1.2%	879	0.7%	$478,952,000	1.4%	$544,883
Short Note	50	0.1%	68	0.1%	$28,000,000	0.1%	$411,765
Long Variable	38	0.1%	89	0.1%	$45,339,000	0.1%	$509,427
Short Variable	187	0.5%	436	0.4%	$172,615,000	0.5%	$395,906
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	38	0.1%	72	0.1%	$24,542,000	0.1%	$340,861
Total	39,716	100%	118,306	100%	$34,732,023,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	91,149	92.4%	413,418	91.6%	$71,180,440,413	41.1%	$172,175
Long Note	1,343	1.4%	3,322	0.7%	$3,540,108,343	2.0%	$1,065,656
Short Note	227	0.2%	417	0.1%	$640,155,239	0.4%	$1,535,144
Long Variable	134	0.1%	818	0.2%	$847,815,000	0.5%	$1,036,449
Short Variable	4,486	4.5%	30,398	6.7%	$84,261,790,985	48.7%	$2,771,952
CP	791	0.8%	1,121	0.2%	$9,757,625,000	5.6%	$8,704,393
Other	549	0.6%	1,694	0.4%	$2,970,070,070	1.7%	$1,753,288
Total	98,679	100%	451,188	100%	$173,198,005,050	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	81,922	92.3%	298,799	93.2%	$44,569,959,615	42.4%	$149,164
Long Note	1,295	1.5%	2,747	0.9%	$2,701,120,628	2.6%	$983,298
Short Note	222	0.3%	360	0.1%	$487,352,239	0.5%	$1,353,756
Long Variable	126	0.1%	650	0.2%	$705,239,000	0.7%	$1,084,983
Short Variable	3,901	4.4%	15,998	5.0%	$46,173,206,128	44.0%	$2,886,186
CP	787	0.9%	961	0.3%	$8,450,655,000	8.0%	$8,793,606
Other	458	0.5%	1,171	0.4%	$1,961,124,334	1.9%	$1,674,743
Total	88,711	100%	320,686	100%	105,048,656,944	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	67,588	93.6%	114,619	87.8%	$26,610,480,798	39.0%	$232,165
Long Note	380	0.5%	575	0.4%	$838,987,715	1.2%	$1,459,109
Short Note	46	0.1%	57	0.0%	$152,803,000	0.2%	$2,680,754
Long Variable	90	0.1%	168	0.1%	$142,576,000	0.2%	$848,667
Short Variable	3,675	5.1%	14,400	11.0%	$38,088,584,857	55.9%	$2,645,041
CP	133	0.2%	160	0.1%	$1,306,970,000	1.9%	$8,168,563
Other	306	0.4%	523	0.4%	$1,008,945,736	1.5%	$1,929,151
Total	72,218	100%	130,502	100%	68,149,348,106	100%