CUSIPs, Trades and Par Value by Security Type
August 2002
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	86,740	91.6%	600,435	92.4%	$110,924,077,115	41.4%	$184,740
Long Note	1,590	1.7%	5,763	0.9%	$11,890,477,959	4.4%	$2,063,244
Short Note	343	0.4%	928	0.1%	$977,630,267	0.4%	$1,053,481
Long Variable	170	0.2%	1,711	0.3%	$1,649,674,000	0.6%	$964,158
Short Variable	4,657	4.9%	37,712	5.8%	$127,979,913,750	47.7%	$3,393,612
CP	627	0.7%	1,018	0.2%	$8,782,878,000	3.3%	$8,627,582
Other	536	0.6%	1,903	0.3%	$5,877,709,092	2.2%	$3,088,654
Total	94,663	100%	649,470	100%	$268,082,360,183	100%	$412,771
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	39,413	97.6%	130,976	98.6%	$39,308,825,000	94.5%	$300,122
Long Note	597	1.5%	1,125	0.8%	$1,733,264,000	4.2%	$1,540,679
Short Note	103	0.3%	145	0.1%	$99,028,000	0.2%	$682,952
Long Variable	59	0.1%	208	0.2%	$170,305,000	0.4%	$818,774
Short Variable	186	0.5%	333	0.3%	$220,433,000	0.5%	$661,961
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	31	0.1%	54	0.0%	$81,120,000	0.2%	$1,502,222
Total	40,389	100%	132,841	100%	$41,612,975,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	85,442	91.6%	469,459	90.9%	$71,615,252,115	31.6%	$152,548
Long Note	1,547	1.7%	4,638	0.9%	$10,157,213,959	4.5%	$2,189,999
Short Note	337	0.4%	783	0.2%	$878,602,267	0.4%	$1,122,097
Long Variable	168	0.2%	1,503	0.3%	$1,479,369,000	0.7%	$984,277
Short Variable	4,657	5.0%	37,379	7.2%	$127,759,480,750	56.4%	$3,417,948
CP	627	0.7%	1,018	0.2%	$8,782,878,000	3.9%	$8,627,582
Other	534	0.6%	1,849	0.4%	$5,796,589,092	2.6%	$3,134,986
Total	93,312	100%	516,629	100%	$226,469,385,183	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	79,057	91.6%	362,541	92.7%	$47,919,614,418	34.0%	$132,177
Long Note	1,501	1.7%	3,974	1.0%	$7,981,252,963	5.7%	$2,008,368
Short Note	324	0.4%	672	0.2%	$650,110,967	0.5%	$967,427
Long Variable	147	0.2%	1,223	0.3%	$953,347,000	0.7%	$779,515
Short Variable	4,208	4.9%	20,620	5.3%	$72,105,184,227	51.2%	$3,496,857
CP	623	0.7%	850	0.2%	$7,541,742,000	5.4%	$8,872,638
Other	474	0.5%	1,210	0.3%	$3,628,272,087	2.6%	$2,998,572
Total	86,334	100%	391,090	100%	140,779,523,662	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	60,898	92.8%	106,918	85.2%	$23,695,637,697	27.7%	$221,624
Long Note	410	0.6%	664	0.5%	$2,175,960,996	2.5%	$3,277,050
Short Note	58	0.1%	111	0.1%	$228,491,300	0.3%	$2,058,480
Long Variable	132	0.2%	280	0.2%	$526,022,000	0.6%	$1,878,650
Short Variable	3,692	5.6%	16,759	13.3%	$55,654,296,523	64.9%	$3,320,860
CP	116	0.2%	168	0.1%	$1,241,136,000	1.4%	$7,387,714
Other	308	0.5%	639	0.5%	$2,168,317,005	2.5%	$3,393,297
Total	65,614	100%	125,539	100%	85,689,861,521	100%