CUSIPs, Trades and Par Value by Security Type
July 2002
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	85,584	91.6%	615,144	92.6%	$109,387,164,115	39.6%	$177,824
Long Note	1,599	1.7%	5,639	0.8%	$8,837,682,587	3.2%	$1,567,243
Short Note	273	0.3%	1,178	0.2%	$2,061,812,064	0.7%	$1,750,265
Long Variable	165	0.2%	1,381	0.2%	$1,460,888,185	0.5%	$1,057,848
Short Variable	4,797	5.1%	38,542	5.8%	$142,391,136,954	51.6%	$3,694,441
CP	509	0.5%	802	0.1%	$5,986,600,000	2.2%	$7,464,589
Other	506	0.5%	1,660	0.2%	$6,043,710,605	2.2%	$3,640,790
Total	93,433	100%	664,346	100%	$276,168,994,510	100%	$415,701
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	38,812	97.6%	132,105	98.7%	$37,323,152,000	96.2%	$282,526
Long Note	591	1.5%	1,079	0.8%	$862,030,000	2.2%	$798,916
Short Note	82	0.2%	130	0.1%	$118,839,000	0.3%	$914,146
Long Variable	60	0.2%	167	0.1%	$244,287,000	0.6%	$1,462,796
Short Variable	177	0.4%	341	0.3%	$141,587,000	0.4%	$415,211
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	27	0.1%	58	0.0%	$95,743,000	0.2%	$1,650,741
Total	39,749	100%	133,880	100%	$38,785,638,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	84,498	91.5%	483,039	91.1%	$72,064,012,115	30.4%	$149,189
Long Note	1,580	1.7%	4,560	0.9%	$7,975,652,587	3.4%	$1,749,047
Short Note	269	0.3%	1,048	0.2%	$1,942,973,064	0.8%	$1,853,982
Long Variable	162	0.2%	1,214	0.2%	$1,216,601,185	0.5%	$1,002,143
Short Variable	4,795	5.2%	38,201	7.2%	$142,249,549,954	59.9%	$3,723,713
CP	509	0.6%	802	0.2%	$5,986,600,000	2.5%	$7,464,589
Other	506	0.5%	1,602	0.3%	$5,947,967,605	2.5%	$3,712,839
Total	92,319	100%	530,466	100%	$237,383,356,510	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	77,712	91.6%	379,494	93.0%	$47,168,548,803	32.7%	$124,293
Long Note	1,537	1.8%	4,005	1.0%	$6,814,025,038	4.7%	$1,701,380
Short Note	263	0.3%	929	0.2%	$1,662,366,975	1.2%	$1,789,415
Long Variable	151	0.2%	991	0.2%	$917,504,547	0.6%	$925,837
Short Variable	4,228	5.0%	20,871	5.1%	$78,895,080,019	54.7%	$3,780,129
CP	498	0.6%	659	0.2%	$5,147,793,000	3.6%	$7,811,522
Other	425	0.5%	989	0.2%	$3,700,351,823	2.6%	$3,741,508
Total	84,814	100%	407,938	100%	144,305,670,205	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	60,094	92.3%	103,545	84.5%	$24,895,463,312	26.7%	$240,431
Long Note	447	0.7%	555	0.5%	$1,161,627,549	1.2%	$2,093,023
Short Note	60	0.1%	119	0.1%	$280,606,089	0.3%	$2,358,034
Long Variable	118	0.2%	223	0.2%	$299,096,638	0.3%	$1,341,241
Short Variable	3,935	6.0%	17,330	14.1%	$63,354,469,935	68.1%	$3,655,769
CP	116	0.2%	143	0.1%	$838,807,000	0.9%	$5,865,783
Other	323	0.5%	613	0.5%	$2,247,615,782	2.4%	$3,666,584
Total	65,093	100%	122,528	100%	93,077,686,305	100%