CUSIPs, Trades and Par Value by Security Type
September 2003
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	89,631	90.6%	618,598	90.4%	$123,489,588,347	37.3%	$199,628
Long Note	1,705	1.7%	6,853	1.0%	$9,276,446,253	2.8%	$1,353,633
Short Note	300	0.3%	728	0.1%	$1,771,363,234	0.5%	$2,433,191
Long Variable	214	0.2%	2,346	0.3%	$1,602,686,393	0.5%	$683,157
Short Variable	5,902	6.0%	52,896	7.7%	$177,635,121,064	53.7%	$3,358,196
CP	641	0.6%	1,196	0.2%	$10,377,206,000	3.1%	$8,676,594
Other	576	0.6%	2,001	0.3%	$6,617,331,920	2.0%	$3,307,012
Total	98,969	100%	684,618	100%	$330,769,743,211	100%	$483,145
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	42,974	97.6%	148,450	98.5%	$44,556,643,000	96.6%	$300,146
Long Note	564	1.3%	1,134	0.8%	$714,439,000	1.5%	$630,017
Short Note	84	0.2%	122	0.1%	$200,090,000	0.4%	$1,640,082
Long Variable	92	0.2%	384	0.3%	$311,426,000	0.7%	$811,005
Short Variable	267	0.6%	518	0.3%	$269,689,000	0.6%	$520,635
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	55	0.1%	133	0.1%	$60,887,000	0.1%	$457,797
Total	44,036	100%	150,741	100%	$46,113,174,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	88,611	90.5%	470,148	88.1%	$78,932,945,347	27.7%	$167,890
Long Note	1,683	1.7%	5,719	1.1%	$8,562,007,253	3.0%	$1,497,116
Short Note	294	0.3%	606	0.1%	$1,571,273,234	0.6%	$2,592,860
Long Variable	213	0.2%	1,962	0.4%	$1,291,260,393	0.5%	$658,135
Short Variable	5,897	6.0%	52,378	9.8%	$177,365,432,064	62.3%	$3,386,258
CP	641	0.7%	1,196	0.2%	$10,377,206,000	3.6%	$8,676,594
Other	555	0.6%	1,868	0.3%	$6,556,444,920	2.3%	$3,509,874
Total	97,894	100%	533,877	100%	$284,656,569,211	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	81,773	90.7%	349,843	90.9%	$47,931,380,444	30.0%	$137,008
Long Note	1,624	1.8%	4,848	1.3%	$6,962,316,890	4.4%	$1,436,121
Short Note	288	0.3%	533	0.1%	$1,169,988,840	0.7%	$2,195,101
Long Variable	199	0.2%	1,405	0.4%	$857,966,393	0.5%	$610,652
Short Variable	5,203	5.8%	26,385	6.9%	$91,688,344,730	57.4%	$3,475,018
CP	613	0.7%	872	0.2%	$7,593,789,000	4.8%	$8,708,474
Other	470	0.5%	1,107	0.3%	$3,453,913,497	2.2%	$3,120,066
Total	90,170	100%	384,993	100%	159,657,699,794	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	67,241	91.3%	120,305	80.8%	$31,001,564,903	24.8%	$257,691
Long Note	562	0.8%	871	0.6%	$1,599,690,363	1.3%	$1,836,614
Short Note	58	0.1%	73	0.0%	$401,284,394	0.3%	$5,497,046
Long Variable	163	0.2%	557	0.4%	$433,294,000	0.3%	$777,907
Short Variable	5,055	6.9%	25,993	17.5%	$85,677,087,334	68.5%	$3,296,160
CP	238	0.3%	324	0.2%	$2,783,417,000	2.2%	$8,590,793
Other	324	0.4%	761	0.5%	$3,102,531,423	2.5%	$4,076,914
Total	73,641	100%	148,884	100%	124,998,869,417	100%