CUSIPs, Trades and Par Value by Security Type
(November 2000)
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	86,908	92.6%	482,710	92.6%	$89,188,183,000	44.6%	$172,744
Long Note	1,017	1.1%	3,541	0.7%	$2,883,702,469	1.4%	$1,796,139
Short Note	205	0.2%	687	0.1%	$1,243,683,070	0.6%	$1,346,815
Long Variable	160	0.2%	1,237	0.2%	$846,149,000	0.4%	$933,188
Short Variable	4,333	4.6%	30,182	5.8%	$92,392,952,978	46.2%	$3,185,860
CP	740	0.8%	1,155	0.2%	$8,995,152,000	4.5%	$8,355,374
Other	524	0.6%	1,836	0.4%	$4,341,651,088	2.2%	$2,359,505
Total	93,887	100%	521,348	100%	$199,891,473,605	100%	$383,413
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	35,036	98.0%	100,420	98.7%	$25,816,444,000	97.6%	$252,817
Long Note	332	0.9%	641	0.6%	$320,403,000	1.2%	$834,741
Short Note	59	0.2%	97	0.1%	$55,487,000	0.2%	$465,536
Long Variable	50	0.1%	132	0.1%	$29,932,000	0.1%	$503,801
Short Variable	238	0.7%	398	0.4%	$204,572,000	0.8%	$876,309
CP	0	0.0%	0	0.0%	$0	0.0%	$0
Other	35	0.1%	65	0.1%	$14,260,000	0.1%	$632,277
Total	35,750	100%	101,753	100%	$26,441,098,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	85,917	92.5%	382,290	91.1%	$63,371,739,000	36.5%	$150,354
Long Note	1,002	1.1%	2,900	0.7%	$2,563,299,469	1.5%	$1,984,395
Short Note	203	0.2%	590	0.1%	$1,188,196,070	0.7%	$1,507,259
Long Variable	160	0.2%	1,105	0.3%	$816,217,000	0.5%	$1,003,906
Short Variable	4,331	4.7%	29,784	7.1%	$92,188,380,978	53.1%	$3,219,869
CP	740	0.8%	1,155	0.3%	$8,995,152,000	5.2%	$8,355,374
Other	522	0.6%	1,771	0.4%	$4,327,391,088	2.5%	$2,452,355
Total	92,875	100%	419,595	100%	$173,450,375,605	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	78,386	92.4%	274,106	92.5%	$37,888,618,234	36.9%	$120,175
Long Note	964	1.1%	2,479	0.8%	$1,877,765,597	1.8%	$1,828,097
Short Note	198	0.2%	498	0.2%	$1,041,044,110	1.0%	$1,409,985
Long Variable	149	0.2%	866	0.3%	$571,877,000	0.6%	$1,065,696
Short Variable	3,964	4.7%	16,109	5.4%	$51,201,878,589	49.9%	$3,309,658
CP	721	0.8%	957	0.3%	$7,573,473,000	7.4%	$8,536,446
Other	460	0.5%	1,175	0.4%	$2,547,173,271	2.5%	$2,412,461
Total	84,842	100%	296,190	100%	102,701,829,801	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	63,267	93.7%	108,184	87.7%	$25,483,120,766	36.0%	$225,388
Long Note	304	0.5%	421	0.3%	$685,533,872	1.0%	$2,914,326
Short Note	51	0.1%	92	0.1%	$147,151,960	0.2%	$1,865,129
Long Variable	110	0.2%	239	0.2%	$244,340,000	0.3%	$688,435
Short Variable	3,333	4.9%	13,675	11.1%	$40,986,502,389	57.9%	$3,116,337
CP	149	0.2%	198	0.2%	$1,421,679,000	2.0%	$7,653,301
Other	300	0.4%	596	0.5%	$1,780,217,817	2.5%	$2,523,846
Total	67,514	100%	123,405	100%	70,748,545,804	100%