CUSIPs, Trades and Par Value by Security Type
September 2002
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	86,208	91.2%	516,263	90.5%	$104,626,274,595	38.1%	$202,661
Long Note	1,553	1.6%	6,726	1.2%	$7,583,472,144	2.8%	$1,127,486
Short Note	335	0.4%	1,116	0.2%	$1,304,802,762	0.5%	$1,169,178
Long Variable	153	0.2%	1,075	0.2%	$785,941,182	0.3%	$731,108
Short Variable	5,131	5.4%	42,225	7.4%	$144,708,772,977	52.7%	$3,427,088
CP	677	0.7%	1,113	0.2%	$8,714,390,000	3.2%	$7,829,641
Other	509	0.5%	1,829	0.3%	$6,889,716,638	2.5%	$3,766,931
Total	94,566	100%	570,347	100%	$274,613,370,298	100%	$481,485
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	38,415	97.7%	117,529	98.3%	$37,762,852,000	94.0%	$321,307
Long Note	546	1.4%	1,059	0.9%	$1,108,397,000	2.8%	$1,046,645
Short Note	100	0.3%	148	0.1%	$201,875,000	0.5%	$1,364,020
Long Variable	62	0.2%	171	0.1%	$127,760,000	0.3%	$747,135
Short Variable	173	0.4%	579	0.5%	$895,090,000	2.2%	$1,545,924
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	36	0.1%	47	0.0%	$70,074,000	0.2%	$1,490,936
Total	39,332	100%	119,533	100%	$40,166,048,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	84,896	91.1%	398,734	88.4%	$66,863,422,595	28.5%	$167,689
Long Note	1,533	1.6%	5,667	1.3%	$6,475,075,144	2.8%	$1,142,593
Short Note	326	0.3%	968	0.2%	$1,102,927,762	0.5%	$1,139,388
Long Variable	153	0.2%	904	0.2%	$658,181,182	0.3%	$728,077
Short Variable	5,130	5.5%	41,646	9.2%	$143,813,682,977	61.3%	$3,453,241
CP	677	0.7%	1,113	0.2%	$8,714,390,000	3.7%	$7,829,641
Other	503	0.5%	1,782	0.4%	$6,819,642,638	2.9%	$3,826,960
Total	93,218	100%	450,814	100%	$234,447,322,298	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	76,525	91.0%	285,874	90.1%	$41,770,342,075	30.3%	$146,115
Long Note	1,479	1.8%	4,862	1.5%	$4,699,433,285	3.4%	$966,564
Short Note	316	0.4%	795	0.3%	$787,497,181	0.6%	$990,562
Long Variable	143	0.2%	677	0.2%	$436,816,091	0.3%	$645,223
Short Variable	4,577	5.4%	23,024	7.3%	$79,119,403,280	57.4%	$3,436,388
CP	646	0.8%	858	0.3%	$6,884,174,000	5.0%	$8,023,513
Other	429	0.5%	1,051	0.3%	$4,026,641,032	2.9%	$3,831,247
Total	84,115	100%	317,141	100%	137,724,306,944	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	62,707	92.0%	112,860	84.4%	$25,093,080,520	25.9%	$222,338
Long Note	478	0.7%	805	0.6%	$1,775,641,859	1.8%	$2,205,766
Short Note	77	0.1%	173	0.1%	$315,430,581	0.3%	$1,823,298
Long Variable	115	0.2%	227	0.2%	$221,365,091	0.2%	$975,177
Short Variable	4,265	6.3%	18,622	13.9%	$64,694,279,697	66.9%	$3,474,078
CP	184	0.3%	255	0.2%	$1,830,216,000	1.9%	$7,177,318
Other	310	0.5%	731	0.5%	$2,793,001,606	2.9%	$3,820,796
Total	68,136	100%	133,673	100%	96,723,015,354	100%