CUSIPs, Trades and Par Value by Security Type
October 2003
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	90,319	90.3%	611,489	89.6%	$113,149,931,724	33.2%	$185,040
Long Note	1,863	1.9%	7,272	1.1%	$8,486,701,511	2.5%	$1,167,038
Short Note	390	0.4%	1,344	0.2%	$4,016,726,824	1.2%	$2,988,636
Long Variable	231	0.2%	2,410	0.4%	$2,480,920,486	0.7%	$1,029,428
Short Variable	6,016	6.0%	56,698	8.3%	$196,208,172,170	57.6%	$3,460,584
CP	646	0.6%	1,087	0.2%	$9,633,323,000	2.8%	$8,862,303
Other	559	0.6%	2,355	0.3%	$6,794,610,336	2.0%	$2,885,185
Total	100,024	100%	682,655	100%	$340,770,386,051	100%	$499,184
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	42,415	97.4%	142,838	98.2%	$38,207,345,000	93.4%	$267,487
Long Note	631	1.4%	1,267	0.9%	$1,353,262,000	3.3%	$1,068,084
Short Note	113	0.3%	193	0.1%	$662,882,000	1.6%	$3,434,622
Long Variable	86	0.2%	435	0.3%	$232,824,000	0.6%	$535,228
Short Variable	282	0.6%	603	0.4%	$355,460,000	0.9%	$589,486
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	28	0.1%	55	0.0%	$81,246,000	0.2%	$1,477,200
Total	43,555	100%	145,391	100%	$40,893,019,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	89,205	90.2%	468,651	87.2%	$74,942,586,724	25.0%	$159,911
Long Note	1,819	1.8%	6,005	1.1%	$7,133,439,511	2.4%	$1,187,917
Short Note	382	0.4%	1,151	0.2%	$3,353,844,824	1.1%	$2,913,853
Long Variable	230	0.2%	1,975	0.4%	$2,248,096,486	0.7%	$1,138,277
Short Variable	6,013	6.1%	56,095	10.4%	$195,852,712,170	65.3%	$3,491,447
CP	646	0.7%	1,087	0.2%	$9,633,323,000	3.2%	$8,862,303
Other	559	0.6%	2,300	0.4%	$6,713,364,336	2.2%	$2,918,854
Total	98,854	100%	537,264	100%	$299,877,367,051	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	82,639	90.4%	351,865	90.0%	$49,482,750,558	28.4%	$140,630
Long Note	1,750	1.9%	5,113	1.3%	$5,288,259,617	3.0%	$1,034,277
Short Note	378	0.4%	1,062	0.3%	$3,053,880,124	1.8%	$2,875,593
Long Variable	216	0.2%	1,493	0.4%	$1,884,243,849	1.1%	$1,262,052
Short Variable	5,411	5.9%	28,909	7.4%	$103,028,876,306	59.1%	$3,563,903
CP	630	0.7%	861	0.2%	$7,716,246,000	4.4%	$8,961,958
Other	441	0.5%	1,474	0.4%	$3,751,451,343	2.2%	$2,545,082
Total	91,465	100%	390,777	100%	174,205,707,797	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	64,541	90.9%	116,786	79.7%	$25,459,836,166	20.3%	$218,004
Long Note	579	0.8%	892	0.6%	$1,845,179,894	1.5%	$2,068,587
Short Note	49	0.1%	89	0.1%	$299,964,700	0.2%	$3,370,390
Long Variable	153	0.2%	482	0.3%	$363,852,637	0.3%	$754,881
Short Variable	5,121	7.2%	27,186	18.6%	$92,823,835,864	73.9%	$3,414,398
CP	174	0.2%	226	0.2%	$1,917,077,000	1.5%	$8,482,642
Other	374	0.5%	826	0.6%	$2,961,912,993	2.4%	$3,585,851
Total	70,991	100%	146,487	100%	125,671,659,254	100%