CUSIPs, Trades and Par Value by Security Type
May 2001
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	93,077	92.4%	591,416	93.0%	$104,196,495,853	42.3%	$176,181
Long Note	1,312	1.3%	3,627	0.6%	$3,890,230,454	1.6%	$1,072,575
Short Note	265	0.3%	572	0.1%	$957,940,818	0.4%	$1,674,722
Long Variable	179	0.2%	1,873	0.3%	$1,579,782,092	0.6%	$843,450
Short Variable	4,887	4.9%	36,099	5.7%	$124,262,432,588	50.5%	$3,442,268
CP	474	0.5%	655	0.1%	$6,226,079,000	2.5%	$9,505,464
Other	513	0.5%	1,724	0.3%	$5,042,062,103	2.0%	$2,924,630
Total	100,707	100%	635,966	100%	$246,155,022,908	100%	$387,057
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	40,043	98.2%	123,032	98.9%	$34,372,705,000	98.0%	$279,380
Long Note	444	1.1%	746	0.6%	$298,946,000	0.9%	$400,732
Short Note	58	0.1%	82	0.1%	$50,580,000	0.1%	$616,829
Long Variable	60	0.1%	187	0.2%	$112,985,000	0.3%	$604,198
Short Variable	149	0.4%	291	0.2%	$168,767,000	0.5%	$579,955
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	35	0.1%	74	0.1%	$58,867,000	0.2%	$795,500
Total	40,789	100%	124,412	100%	$35,062,850,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	91,811	92.4%	468,384	91.6%	$69,823,790,853	33.1%	$149,074
Long Note	1,275	1.3%	2,881	0.6%	$3,591,284,454	1.7%	$1,246,541
Short Note	259	0.3%	490	0.1%	$907,360,818	0.4%	$1,851,757
Long Variable	179	0.2%	1,686	0.3%	$1,466,797,092	0.7%	$869,986
Short Variable	4,886	4.9%	35,808	7.0%	$124,093,665,588	58.8%	$3,465,529
CP	474	0.5%	655	0.1%	$6,226,079,000	2.9%	$9,505,464
Other	503	0.5%	1,650	0.3%	$4,983,195,103	2.4%	$3,020,118
Total	99,387	100%	511,554	100%	$211,092,172,908	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	84,434	92.4%	357,874	93.4%	$43,855,479,481	35.1%	$122,544
Long Note	1,213	1.3%	2,361	0.6%	$2,635,287,742	2.1%	$1,116,174
Short Note	245	0.3%	417	0.1%	$647,264,818	0.5%	$1,552,194
Long Variable	166	0.2%	1,465	0.4%	$1,232,024,364	1.0%	$840,972
Short Variable	4,392	4.8%	19,286	5.0%	$67,857,330,521	54.3%	$3,518,476
CP	469	0.5%	590	0.2%	$5,793,865,000	4.6%	$9,820,110
Other	438	0.5%	1,044	0.3%	$2,951,341,274	2.4%	$2,826,955
Total	91,357	100%	383,037	100%	124,972,593,200	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	65,563	93.2%	110,510	86.0%	$25,968,311,372	30.2%	$234,986
Long Note	395	0.6%	520	0.4%	$955,996,712	1.1%	$1,838,455
Short Note	63	0.1%	73	0.1%	$260,096,000	0.3%	$3,562,959
Long Variable	113	0.2%	221	0.2%	$234,772,728	0.3%	$1,062,320
Short Variable	3,911	5.6%	16,522	12.9%	$56,236,335,067	65.3%	$3,403,724
CP	51	0.1%	65	0.1%	$432,214,000	0.5%	$6,649,446
Other	284	0.4%	606	0.5%	$2,031,853,829	2.4%	$3,352,894
Total	70,380	100%	128,517	100%	86,119,579,708	100%