CUSIPs, Trades and Par Value by Security Type
January 2002
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	82,056	91.4%	595,459	93.1%	$108,566,605,199	40.6%	$182,324
Long Note	1,194	1.3%	3,990	0.6%	$4,185,722,721	1.6%	$1,049,053
Short Note	245	0.3%	869	0.1%	$1,883,352,355	0.7%	$2,167,264
Long Variable	178	0.2%	1,949	0.3%	$965,625,000	0.4%	$495,446
Short Variable	4,830	5.4%	33,552	5.2%	$139,651,044,740	52.2%	$4,162,227
CP	600	0.7%	871	0.1%	$7,036,711,200	2.6%	$8,078,888
Other	643	0.7%	2,659	0.4%	$5,001,580,825	1.9%	$1,881,001
Total	89,746	100%	639,349	100%	$267,290,642,040	100%	$418,067
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	37,350	97.8%	127,477	98.7%	$37,607,881,000	97.3%	$295,017
Long Note	459	1.2%	868	0.7%	$516,069,000	1.3%	$594,550
Short Note	54	0.1%	84	0.1%	$86,852,000	0.2%	$1,033,952
Long Variable	55	0.1%	197	0.2%	$104,500,000	0.3%	$530,457
Short Variable	201	0.5%	377	0.3%	$201,593,000	0.5%	$534,729
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	75	0.2%	106	0.1%	$146,054,000	0.4%	$1,377,868
Total	38,194	100%	129,109	100%	$38,662,949,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	81,230	91.4%	467,982	91.7%	$70,958,724,199	31.0%	$151,627
Long Note	1,147	1.3%	3,122	0.6%	$3,669,653,721	1.6%	$1,175,418
Short Note	241	0.3%	785	0.2%	$1,796,500,355	0.8%	$2,288,535
Long Variable	178	0.2%	1,752	0.3%	$861,125,000	0.4%	$491,510
Short Variable	4,822	5.4%	33,175	6.5%	$139,449,451,740	61.0%	$4,203,450
CP	600	0.7%	871	0.2%	$7,036,711,200	3.1%	$8,078,888
Other	630	0.7%	2,553	0.5%	$4,855,526,825	2.1%	$1,901,891
Total	88,848	100%	510,240	100%	$228,627,693,040	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	75,795	91.6%	366,940	93.6%	$44,176,294,695	32.6%	$120,391
Long Note	1,100	1.3%	2,657	0.7%	$2,860,014,401	2.1%	$1,076,407
Short Note	234	0.3%	632	0.2%	$1,222,345,541	0.9%	$1,934,091
Long Variable	166	0.2%	1,547	0.4%	$696,818,000	0.5%	$450,432
Short Variable	4,313	5.2%	17,562	4.5%	$77,157,229,340	56.9%	$4,393,419
CP	597	0.7%	771	0.2%	$6,395,332,200	4.7%	$8,294,854
Other	565	0.7%	2,034	0.5%	$3,154,214,523	2.3%	$1,550,745
Total	82,770	100%	392,143	100%	135,662,248,700	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	59,581	92.7%	101,042	85.6%	$26,782,429,504	28.8%	$265,062
Long Note	354	0.6%	465	0.4%	$809,639,320	0.9%	$1,741,160
Short Note	71	0.1%	153	0.1%	$574,154,814	0.6%	$3,752,646
Long Variable	115	0.2%	205	0.2%	$164,307,000	0.2%	$801,498
Short Variable	3,763	5.9%	15,613	13.2%	$62,292,222,400	67.0%	$3,989,766
CP	85	0.1%	100	0.1%	$641,379,000	0.7%	$6,413,790
Other	270	0.4%	519	0.4%	$1,701,312,302	1.8%	$3,278,058
Total	64,239	100%	118,097	100%	92,965,444,340	100%