CUSIPs, Trades and Par Value by Security Type
November 2002
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	82,295	90.3%	534,586	89.9%	$108,594,724,887	37.8%	$203,138
Long Note	1,456	1.6%	5,966	1.0%	$4,803,533,431	1.7%	$805,151
Short Note	382	0.4%	1,622	0.3%	$4,625,888,187	1.6%	$2,851,966
Long Variable	157	0.2%	3,425	0.6%	$2,101,414,000	0.7%	$613,552
Short Variable	5,381	5.9%	45,374	7.6%	$147,678,140,344	51.4%	$3,254,686
CP	862	0.9%	1,359	0.2%	$10,868,021,000	3.8%	$7,997,072
Other	601	0.7%	2,542	0.4%	$8,743,987,618	3.0%	$3,439,806
Total	91,134	100%	594,874	100%	$287,415,709,467	100%	$483,154
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	36,120	97.6%	112,022	98.2%	$34,756,105,000	95.5%	$310,261
Long Note	479	1.3%	982	0.9%	$528,304,000	1.5%	$537,988
Short Note	101	0.3%	177	0.2%	$252,364,000	0.7%	$1,425,785
Long Variable	66	0.2%	508	0.4%	$452,792,000	1.2%	$891,323
Short Variable	176	0.5%	334	0.3%	$358,070,000	1.0%	$1,072,066
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	52	0.1%	87	0.1%	$43,855,000	0.1%	$504,080
Total	36,994	100%	114,110	100%	$36,391,490,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	81,188	90.2%	422,564	87.9%	$73,838,619,887	29.4%	$174,739
Long Note	1,434	1.6%	4,984	1.0%	$4,275,229,431	1.7%	$857,791
Short Note	376	0.4%	1,445	0.3%	$4,373,524,187	1.7%	$3,026,660
Long Variable	157	0.2%	2,917	0.6%	$1,648,622,000	0.7%	$565,177
Short Variable	5,379	6.0%	45,040	9.4%	$147,320,070,344	58.7%	$3,270,872
CP	862	1.0%	1,359	0.3%	$10,868,021,000	4.3%	$7,997,072
Other	588	0.7%	2,455	0.5%	$8,700,132,618	3.5%	$3,543,842
Total	89,984	100%	480,764	100%	$251,024,219,467	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	75,044	90.2%	320,968	89.8%	$49,944,391,305	32.2%	$155,606
Long Note	1,401	1.7%	4,145	1.2%	$2,986,397,831	1.9%	$720,482
Short Note	368	0.4%	1,212	0.3%	$2,790,214,187	1.8%	$2,302,157
Long Variable	148	0.2%	2,548	0.7%	$1,384,387,000	0.9%	$543,323
Short Variable	4,990	6.0%	26,152	7.3%	$85,107,463,475	54.8%	$3,254,339
CP	785	0.9%	1,044	0.3%	$8,284,924,000	5.3%	$7,935,751
Other	488	0.6%	1,498	0.4%	$4,751,181,985	3.1%	$3,171,684
Total	83,224	100%	357,567	100%	155,248,959,783	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	58,025	91.5%	101,596	82.5%	$23,894,228,582	24.9%	$235,189
Long Note	448	0.7%	839	0.7%	$1,288,831,600	1.3%	$1,536,152
Short Note	77	0.1%	233	0.2%	$1,583,310,000	1.7%	$6,795,322
Long Variable	113	0.2%	369	0.3%	$264,235,000	0.3%	$716,084
Short Variable	4,141	6.5%	18,888	15.3%	$62,212,606,869	65.0%	$3,293,764
CP	248	0.4%	315	0.3%	$2,583,097,000	2.7%	$8,200,308
Other	343	0.5%	957	0.8%	$3,948,950,633	4.1%	$4,126,385
Total	63,395	100%	123,197	100%	95,775,259,684	100%