CUSIPs, Trades and Par Value by Security Type
September 2001
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	75,399	92.1%	384,554	92.1%	$68,526,143,349	37.7%	$178,196
Long Note	1,128	1.4%	3,185	0.8%	$5,137,420,004	2.8%	$1,613,005
Short Note	257	0.3%	2,355	0.6%	$7,748,692,162	4.3%	$3,290,315
Long Variable	124	0.2%	1,290	0.3%	$687,936,170	0.4%	$533,284
Short Variable	4,064	5.0%	24,044	5.8%	$87,933,232,934	48.4%	$3,657,180
CP	504	0.6%	807	0.2%	$8,688,552,000	4.8%	$10,766,483
Other	389	0.5%	1,493	0.4%	$3,066,211,281	1.7%	$2,053,725
Total	81,865	100%	417,728	100%	$181,788,187,900	100%	$435,183
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	29,438	98.0%	76,739	98.5%	$19,904,825,000	88.9%	$259,383
Long Note	312	1.0%	512	0.7%	$305,039,000	1.4%	$595,779
Short Note	56	0.2%	228	0.3%	$1,978,283,000	8.8%	$8,676,680
Long Variable	38	0.1%	111	0.1%	$30,425,000	0.1%	$274,099
Short Variable	169	0.6%	273	0.4%	$122,381,000	0.5%	$448,282
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	23	0.1%	52	0.1%	$48,242,000	0.2%	$927,731
Total	30,036	100%	77,915	100%	$22,389,195,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	74,189	92.0%	307,815	90.6%	$48,621,318,349	30.5%	$157,956
Long Note	1,104	1.4%	2,673	0.8%	$4,832,381,004	3.0%	$1,807,849
Short Note	251	0.3%	2,127	0.6%	$5,770,409,162	3.6%	$2,712,933
Long Variable	124	0.2%	1,179	0.3%	$657,511,170	0.4%	$557,685
Short Variable	4,063	5.0%	23,771	7.0%	$87,810,851,934	55.1%	$3,694,033
CP	504	0.6%	807	0.2%	$8,688,552,000	5.5%	$10,766,483
Other	389	0.5%	1,441	0.4%	$3,017,969,281	1.9%	$2,094,358
Total	80,624	100%	339,813	100%	$159,398,992,900	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	65,045	92.1%	218,228	92.1%	$28,505,524,599	30.1%	$130,623
Long Note	1,061	1.5%	2,179	0.9%	$4,006,145,104	4.2%	$1,838,525
Short Note	244	0.3%	1,870	0.8%	$5,038,122,462	5.3%	$2,694,183
Long Variable	113	0.2%	1,020	0.4%	$481,063,085	0.5%	$471,630
Short Variable	3,338	4.7%	12,096	5.1%	$47,032,976,934	49.7%	$3,888,308
CP	484	0.7%	713	0.3%	$7,749,551,000	8.2%	$10,868,935
Other	334	0.5%	855	0.4%	$1,884,568,568	2.0%	$2,204,174
Total	70,619	100%	236,961	100%	94,697,951,752	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	55,120	93.1%	89,587	87.1%	$20,115,793,750	31.1%	$224,539
Long Note	319	0.5%	494	0.5%	$826,235,900	1.3%	$1,672,542
Short Note	54	0.1%	257	0.2%	$732,286,700	1.1%	$2,849,365
Long Variable	98	0.2%	159	0.2%	$176,448,085	0.3%	$1,109,736
Short Variable	3,322	5.6%	11,675	11.4%	$40,777,875,000	63.0%	$3,492,752
CP	77	0.1%	94	0.1%	$939,001,000	1.5%	$9,989,372
Other	236	0.4%	586	0.6%	$1,133,400,713	1.8%	$1,934,131
Total	59,226	100%	102,852	100%	64,701,041,148	100%