CUSIPs, Trades and Par Value by Security Type
November 2001
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	85,083	91.9%	508,137	92.7%	$99,331,854,506	45.0%	$195,482
Long Note	1,383	1.5%	4,330	0.8%	$4,141,261,755	1.9%	$956,411
Short Note	331	0.4%	1,391	0.3%	$3,449,501,076	1.6%	$2,479,871
Long Variable	195	0.2%	2,437	0.4%	$2,480,209,000	1.1%	$1,017,730
Short Variable	4,423	4.8%	29,411	5.4%	$96,284,950,752	43.6%	$3,273,773
CP	570	0.6%	922	0.2%	$10,934,001,000	5.0%	$11,859,003
Other	602	0.7%	1,725	0.3%	$4,261,122,687	1.9%	$2,470,216
Total	92,587	100%	548,353	100%	$220,882,900,776	100%	$402,812
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	36,269	97.7%	107,184	98.5%	$33,687,503,000	95.6%	$314,296
Long Note	497	1.3%	887	0.8%	$493,118,000	1.4%	$555,939
Short Note	87	0.2%	195	0.2%	$589,688,000	1.7%	$3,024,041
Long Variable	56	0.2%	219	0.2%	$238,280,000	0.7%	$1,088,037
Short Variable	168	0.5%	282	0.3%	$169,392,000	0.5%	$600,681
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	47	0.1%	97	0.1%	$57,192,000	0.2%	$589,608
Total	37,124	100%	108,864	100%	$35,235,173,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	83,739	91.8%	400,953	91.2%	$65,644,351,506	35.4%	$163,721
Long Note	1,343	1.5%	3,443	0.8%	$3,648,143,755	2.0%	$1,059,583
Short Note	323	0.4%	1,196	0.3%	$2,859,813,076	1.5%	$2,391,148
Long Variable	194	0.2%	2,218	0.5%	$2,241,929,000	1.2%	$1,010,789
Short Variable	4,420	4.8%	29,129	6.6%	$96,115,558,752	51.8%	$3,299,652
CP	570	0.6%	922	0.2%	$10,934,001,000	5.9%	$11,859,003
Other	587	0.6%	1,628	0.4%	$4,203,930,687	2.3%	$2,582,267
Total	91,176	100%	439,489	100%	$185,647,727,776	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	76,514	91.8%	304,387	92.7%	$42,864,463,370	36.2%	$140,822
Long Note	1,319	1.6%	3,024	0.9%	$2,914,786,855	2.5%	$963,885
Short Note	318	0.4%	1,053	0.3%	$2,104,376,179	1.8%	$1,998,458
Long Variable	171	0.2%	1,969	0.6%	$2,041,882,000	1.7%	$1,037,015
Short Variable	3,998	4.8%	15,850	4.8%	$55,132,287,256	46.6%	$3,478,378
CP	562	0.7%	832	0.3%	$10,118,535,000	8.6%	$12,161,701
Other	483	0.6%	1,144	0.3%	$3,155,091,048	2.7%	$2,757,947
Total	83,365	100%	328,259	100%	118,331,421,708	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	57,877	93.1%	96,566	86.8%	$22,779,888,136	33.8%	$235,900
Long Note	348	0.6%	419	0.4%	$733,356,900	1.1%	$1,750,255
Short Note	63	0.1%	143	0.1%	$755,436,897	1.1%	$5,282,776
Long Variable	114	0.2%	249	0.2%	$200,047,000	0.3%	$803,402
Short Variable	3,389	5.5%	13,279	11.9%	$40,983,271,496	60.9%	$3,086,322
CP	75	0.1%	90	0.1%	$815,466,000	1.2%	$9,060,733
Other	276	0.4%	484	0.4%	$1,048,839,639	1.6%	$2,167,024
Total	62,142	100%	111,230	100%	67,316,306,068	100%