CUSIPs, Trades and Par Value by Security Type
December 2001
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	81,109	91.1%	545,757	92.9%	$94,076,382,338	39.6%	$172,378
Long Note	1,292	1.5%	4,006	0.7%	$3,024,736,865	1.3%	$755,052
Short Note	295	0.3%	910	0.2%	$2,185,526,199	0.9%	$2,401,677
Long Variable	201	0.2%	1,860	0.3%	$912,747,091	0.4%	$490,724
Short Variable	5,005	5.6%	32,819	5.6%	$125,515,436,839	52.8%	$3,824,475
CP	568	0.6%	874	0.1%	$7,841,839,000	3.3%	$8,972,356
Other	569	0.6%	1,508	0.3%	$4,112,976,191	1.7%	$2,727,438
Total	89,039	100%	587,734	100%	$237,669,644,523	100%	$404,383
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	33,520	97.3%	103,301	98.4%	$28,079,370,000	96.6%	$271,821
Long Note	438	1.3%	797	0.8%	$425,098,000	1.5%	$533,373
Short Note	68	0.2%	111	0.1%	$41,087,000	0.1%	$370,153
Long Variable	56	0.2%	173	0.2%	$70,150,000	0.2%	$405,491
Short Variable	313	0.9%	547	0.5%	$380,624,000	1.3%	$695,839
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	41	0.1%	66	0.1%	$63,641,000	0.2%	$964,258
Total	34,436	100%	104,995	100%	$29,059,970,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	80,371	91.1%	442,456	91.7%	$65,997,012,338	31.6%	$149,161
Long Note	1,245	1.4%	3,209	0.7%	$2,599,638,865	1.2%	$810,109
Short Note	291	0.3%	799	0.2%	$2,144,439,199	1.0%	$2,683,904
Long Variable	200	0.2%	1,687	0.3%	$842,597,091	0.4%	$499,465
Short Variable	5,005	5.7%	32,272	6.7%	$125,134,812,839	60.0%	$3,877,504
CP	568	0.6%	874	0.2%	$7,841,839,000	3.8%	$8,972,356
Other	568	0.6%	1,442	0.3%	$4,049,335,191	1.9%	$2,808,138
Total	88,248	100%	482,739	100%	$208,609,674,523	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	74,374	91.6%	345,517	93.7%	$41,974,719,217	33.3%	$121,484
Long Note	1,195	1.5%	2,721	0.7%	$1,957,212,437	1.6%	$719,299
Short Note	282	0.3%	653	0.2%	$1,845,366,199	1.5%	$2,825,982
Long Variable	180	0.2%	1,503	0.4%	$676,052,000	0.5%	$449,802
Short Variable	4,148	5.1%	16,798	4.6%	$70,308,547,839	55.8%	$4,185,531
CP	563	0.7%	752	0.2%	$6,740,878,000	5.4%	$8,963,934
Other	471	0.6%	860	0.2%	$2,452,680,742	1.9%	$2,851,954
Total	81,213	100%	368,804	100%	125,955,456,434	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	57,047	91.7%	96,939	85.1%	$24,022,293,121	29.1%	$247,808
Long Note	389	0.6%	488	0.4%	$642,426,428	0.8%	$1,316,448
Short Note	77	0.1%	146	0.1%	$299,073,000	0.4%	$2,048,445
Long Variable	108	0.2%	184	0.2%	$166,545,091	0.2%	$905,136
Short Variable	4,190	6.7%	15,474	13.6%	$54,826,265,000	66.3%	$3,543,122
CP	97	0.2%	122	0.1%	$1,100,961,000	1.3%	$9,024,270
Other	322	0.5%	582	0.5%	$1,596,654,449	1.9%	$2,743,393
Total	62,230	100%	113,935	100%	82,654,218,089	100%