CUSIPs, Trades and Par Value by Security Type
March 2003
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	91,218	91.5%	589,399	90.2%	$107,366,789,173	36.7%	$182,163
Long Note	1,680	1.7%	5,819	0.9%	$4,276,029,551	1.5%	$734,839
Short Note	325	0.3%	1,112	0.2%	$1,312,894,067	0.4%	$1,180,660
Long Variable	201	0.2%	6,245	1.0%	$2,827,263,708	1.0%	$452,724
Short Variable	5,260	5.3%	47,085	7.2%	$161,340,186,124	55.1%	$3,426,573
CP	510	0.5%	711	0.1%	$6,274,224,000	2.1%	$8,824,506
Other	524	0.5%	2,729	0.4%	$9,442,473,659	3.2%	$3,460,049
Total	99,718	100%	653,100	100%	$292,839,860,282	100%	$448,384
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	41,337	97.4%	133,365	97.5%	$36,840,646,000	93.5%	$276,239
Long Note	624	1.5%	1,177	0.9%	$842,768,000	2.1%	$716,031
Short Note	90	0.2%	125	0.1%	$104,713,000	0.3%	$837,704
Long Variable	80	0.2%	1,108	0.8%	$641,828,000	1.6%	$579,267
Short Variable	253	0.6%	455	0.3%	$289,756,000	0.7%	$636,826
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	54	0.1%	524	0.4%	$691,957,000	1.8%	$1,320,529
Total	42,438	100%	136,754	100%	$39,411,668,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	90,027	91.4%	456,034	88.3%	$70,526,143,173	27.8%	$154,651
Long Note	1,641	1.7%	4,642	0.9%	$3,433,261,551	1.4%	$739,608
Short Note	319	0.3%	987	0.2%	$1,208,181,067	0.5%	$1,224,094
Long Variable	200	0.2%	5,137	1.0%	$2,185,435,708	0.9%	$425,430
Short Variable	5,257	5.3%	46,630	9.0%	$161,050,430,124	63.5%	$3,453,794
CP	510	0.5%	711	0.1%	$6,274,224,000	2.5%	$8,824,506
Other	510	0.5%	2,205	0.4%	$8,750,516,659	3.5%	$3,968,488
Total	98,464	100%	516,346	100%	$253,428,192,282	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	82,907	91.4%	335,641	90.2%	$46,178,536,942	30.6%	$137,583
Long Note	1,597	1.8%	3,814	1.0%	$2,719,307,148	1.8%	$712,980
Short Note	313	0.3%	839	0.2%	$895,222,067	0.6%	$1,067,011
Long Variable	184	0.2%	4,530	1.2%	$1,733,730,954	1.1%	$382,722
Short Variable	4,771	5.3%	25,299	6.8%	$88,646,448,065	58.7%	$3,503,951
CP	509	0.6%	701	0.2%	$6,143,659,000	4.1%	$8,764,136
Other	434	0.5%	1,374	0.4%	$4,730,225,400	3.1%	$3,442,668
Total	90,715	100%	372,198	100%	151,047,129,576	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	66,181	92.3%	120,393	83.5%	$24,347,606,231	23.8%	$202,234
Long Note	561	0.8%	828	0.6%	$713,954,403	0.7%	$862,264
Short Note	62	0.1%	148	0.1%	$312,959,000	0.3%	$2,114,588
Long Variable	154	0.2%	607	0.4%	$451,704,754	0.4%	$744,159
Short Variable	4,396	6.1%	21,331	14.8%	$72,403,982,059	70.7%	$3,394,308
CP	10	0.0%	10	0.0%	$130,565,000	0.1%	$13,056,500
Other	352	0.5%	831	0.6%	$4,020,291,259	3.9%	$4,837,896
Total	71,716	100%	144,148	100%	102,381,062,706	100%