CUSIPs, Trades and Par Value by Security Type
October 2001
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	91,401	91.7%	563,178	92.3%	$106,401,399,253	43.0%	$188,930
Long Note	1,586	1.6%	8,055	1.3%	$6,423,954,482	2.6%	$797,511
Short Note	353	0.4%	2,051	0.3%	$6,222,247,388	2.5%	$3,033,763
Long Variable	193	0.2%	1,478	0.2%	$1,740,914,627	0.7%	$1,177,885
Short Variable	4,725	4.7%	32,246	5.3%	$107,748,797,396	43.6%	$3,341,462
CP	734	0.7%	1,176	0.2%	$13,138,597,000	5.3%	$11,172,276
Other	636	0.6%	1,923	0.3%	$5,510,981,632	2.2%	$2,865,825
Total	99,628	100%	610,107	100%	$247,186,891,778	100%	$405,153
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	39,866	97.6%	122,379	98.5%	$36,303,611,000	95.3%	$296,649
Long Note	549	1.3%	1,030	0.8%	$878,228,000	2.3%	$852,649
Short Note	118	0.3%	258	0.2%	$429,760,000	1.1%	$1,665,736
Long Variable	52	0.1%	150	0.1%	$71,965,000	0.2%	$479,767
Short Variable	196	0.5%	350	0.3%	$174,131,000	0.5%	$497,517
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	68	0.2%	114	0.1%	$230,344,000	0.6%	$2,020,561
Total	40,849	100%	124,281	100%	$38,088,039,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	90,010	91.7%	440,799	90.7%	$70,097,788,253	33.5%	$159,024
Long Note	1,558	1.6%	7,025	1.4%	$5,545,726,482	2.7%	$789,427
Short Note	341	0.3%	1,793	0.4%	$5,792,487,388	2.8%	$3,230,612
Long Variable	192	0.2%	1,328	0.3%	$1,668,949,627	0.8%	$1,256,739
Short Variable	4,724	4.8%	31,896	6.6%	$107,574,666,396	51.4%	$3,372,670
CP	734	0.7%	1,176	0.2%	$13,138,597,000	6.3%	$11,172,276
Other	618	0.6%	1,809	0.4%	$5,280,637,632	2.5%	$2,919,092
Total	98,177	100%	485,826	100%	$209,098,852,778	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	82,640	91.6%	329,995	92.1%	$44,991,049,394	33.8%	$136,339
Long Note	1,525	1.7%	6,378	1.8%	$4,670,466,732	3.5%	$732,278
Short Note	335	0.4%	1,602	0.4%	$4,755,046,488	3.6%	$2,968,194
Long Variable	177	0.2%	926	0.3%	$1,291,653,450	1.0%	$1,394,874
Short Variable	4,241	4.7%	17,008	4.7%	$61,717,988,094	46.4%	$3,628,762
CP	723	0.8%	1,070	0.3%	$12,188,055,000	9.2%	$11,390,706
Other	539	0.6%	1,173	0.3%	$3,441,753,551	2.6%	$2,934,146
Total	90,180	100%	358,152	100%	133,056,012,709	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	63,110	93.0%	110,804	86.8%	$25,106,738,859	33.0%	$226,587
Long Note	386	0.6%	647	0.5%	$875,259,750	1.2%	$1,352,797
Short Note	56	0.1%	191	0.1%	$1,037,440,900	1.4%	$5,431,628
Long Variable	109	0.2%	402	0.3%	$377,296,177	0.5%	$938,548
Short Variable	3,802	5.6%	14,888	11.7%	$45,856,678,302	60.3%	$3,080,110
CP	88	0.1%	106	0.1%	$950,542,000	1.3%	$8,967,377
Other	320	0.5%	636	0.5%	$1,838,884,081	2.4%	$2,891,327
Total	67,871	100%	127,674	100%	76,042,840,069	100%