CUSIPs, Trades and Par Value by Security Type
(October 2000)
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	87,481	92.4%	486,222	92.5%	$82,008,206,461	40.3%	$168,664
Long Note	1,056	1.1%	3,994	0.8%	$2,886,820,871	1.4%	$722,789
Short Note	175	0.2%	555	0.1%	$712,837,903	0.4%	$1,284,393
Long Variable	171	0.2%	1,071	0.2%	$932,288,546	0.5%	$870,484
Short Variable	4,356	4.6%	30,852	5.9%	$101,089,222,233	49.7%	$3,276,586
CP	954	1.0%	1,561	0.3%	$12,048,441,000	5.9%	$7,718,412
Other	504	0.5%	1,492	0.3%	$3,643,060,715	1.8%	$2,441,730
Total	94,697	100%	525,747	100%	$203,320,877,729	100%	$386,728
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	35,711	98.0%	105,118	98.7%	$24,668,501,000	97.0%	$234,674
Long Note	370	1.0%	762	0.7%	$328,102,000	1.3%	$430,580
Short Note	47	0.1%	69	0.1%	$39,510,000	0.2%	$572,609
Long Variable	50	0.1%	126	0.1%	$43,125,000	0.2%	$342,262
Short Variable	232	0.6%	375	0.4%	$354,865,000	1.4%	$946,307
CP	0	0.0%	0	0.0%	$0	0.0%	$0
Other	35	0.1%	62	0.1%	$8,817,000	0.0%	$142,210
Total	36,445	100%	106,512	100%	$25,442,920,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	86,579	92.3%	381,104	90.9%	$57,339,705,461	32.2%	$150,457
Long Note	1,048	1.1%	3,232	0.8%	$2,558,718,871	1.4%	$791,683
Short Note	175	0.2%	486	0.1%	$673,327,903	0.4%	$1,385,448
Long Variable	171	0.2%	945	0.2%	$889,163,546	0.5%	$940,914
Short Variable	4,353	4.6%	30,477	7.3%	$100,734,357,233	56.6%	$3,305,258
CP	954	1.0%	1,561	0.4%	$12,048,441,000	6.8%	$7,718,412
Other	504	0.5%	1,430	0.3%	$3,634,243,715	2.0%	$2,541,429
Total	93,784	100%	419,235	100%	$177,877,957,729	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	78,447	92.2%	274,569	92.5%	$35,350,471,524	34.0%	$128,749
Long Note	1,002	1.2%	2,729	0.9%	$1,936,731,097	1.9%	$709,685
Short Note	171	0.2%	430	0.1%	$561,632,758	0.5%	$1,306,123
Long Variable	157	0.2%	753	0.3%	$577,175,273	0.6%	$766,501
Short Variable	3,918	4.6%	16,046	5.4%	$53,820,169,233	51.7%	$3,354,117
CP	932	1.1%	1,237	0.4%	$9,665,456,000	9.3%	$7,813,627
Other	441	0.5%	914	0.3%	$2,208,704,466	2.1%	$2,416,526
Total	85,068	100%	296,678	100%	104,120,340,351	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	64,242	93.6%	106,535	86.9%	$21,989,233,937	29.8%	$206,404
Long Note	352	0.5%	503	0.4%	$621,987,774	0.8%	$1,236,556
Short Note	42	0.1%	56	0.0%	$111,695,145	0.2%	$1,994,556
Long Variable	120	0.2%	192	0.2%	$311,988,273	0.4%	$1,624,939
Short Variable	3,401	5.0%	14,431	11.8%	$46,914,188,000	63.6%	$3,250,931
CP	237	0.3%	324	0.3%	$2,382,985,000	3.2%	$7,354,892
Other	271	0.4%	516	0.4%	$1,425,539,249	1.9%	$2,762,673
Total	68,665	100%	122,557	100%	73,757,617,378	100%