CUSIPs, Trades and Par Value by Security Type
(September 2000)
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	84,955	92.4%	453,266	92.0%	$76,000,525,710	36.9%	$167,673
Long Note	1,011	1.1%	4,001	0.8%	$4,913,081,691	2.4%	$1,227,963
Short Note	140	0.2%	450	0.1%	$821,974,365	0.4%	$1,826,610
Long Variable	151	0.2%	887	0.2%	$639,176,090	0.3%	$720,604
Short Variable	4,318	4.7%	31,404	6.4%	$109,620,643,017	53.2%	$3,490,659
CP	799	0.9%	1,181	0.2%	$10,040,361,667	4.9%	$8,501,576
Other	564	0.6%	1,487	0.3%	$4,194,696,027	2.0%	$2,820,912
Total	91,938	100%	492,676	100%	$206,230,458,567	100%	$418,592
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	33,748	97.9%	96,347	98.6%	$22,409,663,000	96.1%	$232,593
Long Note	333	1.0%	663	0.7%	$429,524,000	1.8%	$647,849
Short Note	43	0.1%	58	0.1%	$26,807,000	0.1%	$462,190
Long Variable	49	0.1%	145	0.1%	$34,834,000	0.1%	$240,234
Short Variable	279	0.8%	478	0.5%	$413,049,000	1.8%	$864,119
CP	0	0.0%	0	0.0%	$0	0.0%	$0
Other	26	0.1%	49	0.1%	$12,216,000	0.1%	$249,306
Total	34,478	100%	97,740	100%	$23,326,093,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	84,171	92.4%	356,919	90.4%	$53,590,862,710	29.3%	$150,149
Long Note	995	1.1%	3,338	0.8%	$4,483,557,691	2.5%	$1,343,187
Short Note	137	0.2%	392	0.1%	$795,167,365	0.4%	$2,028,488
Long Variable	150	0.2%	742	0.2%	$604,342,090	0.3%	$814,477
Short Variable	4,315	4.7%	30,926	7.8%	$109,207,594,017	59.7%	$3,531,255
CP	799	0.9%	1,181	0.3%	$10,040,361,667	5.5%	$8,501,576
Other	563	0.6%	1,438	0.4%	$4,182,480,027	2.3%	$2,908,540
Total	91,130	100%	394,936	100%	$182,904,365,567	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	75,913	92.3%	251,840	92.0%	$31,981,346,684	30.0%	$126,991
Long Note	952	1.2%	2,729	1.0%	$3,254,771,291	3.1%	$1,192,661
Short Note	132	0.2%	325	0.1%	$627,264,365	0.6%	$1,930,044
Long Variable	139	0.2%	564	0.2%	$367,761,545	0.3%	$652,059
Short Variable	3,876	4.7%	16,359	6.0%	$59,208,461,200	55.5%	$3,619,320
CP	778	0.9%	1,018	0.4%	$8,600,397,667	8.1%	$8,448,328
Other	460	0.6%	877	0.3%	$2,564,369,173	2.4%	$2,924,024
Total	82,250	100%	273,712	100%	106,604,371,925	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	64,224	93.6%	105,079	86.7%	$21,609,516,026	28.3%	$205,650
Long Note	341	0.5%	609	0.5%	$1,228,786,400	1.6%	$2,017,712
Short Note	46	0.1%	67	0.1%	$167,903,000	0.2%	$2,506,015
Long Variable	112	0.2%	178	0.1%	$236,580,545	0.3%	$1,329,104
Short Variable	3,450	5.0%	14,567	12.0%	$49,999,132,817	65.5%	$3,432,356
CP	131	0.2%	163	0.1%	$1,439,964,000	1.9%	$8,834,135
Other	307	0.4%	561	0.5%	$1,618,110,854	2.1%	$2,884,333
Total	68,611	100%	121,224	100%	76,299,993,642	100%