CUSIPs, Trades and Par Value by Security Type
April 2002
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	89,046	91.6%	630,882	92.7%	$105,350,675,720	40.4%	$166,990
Long Note	1,425	1.5%	5,269	0.8%	$4,829,839,489	1.9%	$916,652
Short Note	251	0.3%	891	0.1%	$1,328,446,676	0.5%	$1,490,961
Long Variable	191	0.2%	1,824	0.3%	$797,504,866	0.3%	$437,229
Short Variable	5,013	5.2%	38,471	5.7%	$133,380,963,013	51.1%	$3,467,052
CP	709	0.7%	1,151	0.2%	$9,526,172,000	3.7%	$8,276,431
Other	552	0.6%	2,172	0.3%	$5,696,227,148	2.2%	$2,622,572
Total	97,187	100%	680,660	100%	$260,909,828,912	100%	$383,319
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	41,143	97.5%	138,917	98.6%	$36,564,617,000	97.0%	$263,212
Long Note	555	1.3%	1,098	0.8%	$507,314,000	1.3%	$462,035
Short Note	54	0.1%	84	0.1%	$94,124,000	0.2%	$1,120,524
Long Variable	70	0.2%	169	0.1%	$121,538,000	0.3%	$719,160
Short Variable	289	0.7%	527	0.4%	$334,230,000	0.9%	$634,213
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	69	0.2%	119	0.1%	$66,500,000	0.2%	$558,824
Total	42,180	100%	140,914	100%	$37,688,323,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	88,075	91.6%	491,965	91.1%	$68,786,058,720	30.8%	$139,819
Long Note	1,404	1.5%	4,171	0.8%	$4,322,525,489	1.9%	$1,036,328
Short Note	249	0.3%	807	0.1%	$1,234,322,676	0.6%	$1,529,520
Long Variable	187	0.2%	1,655	0.3%	$675,966,866	0.3%	$408,439
Short Variable	5,012	5.2%	37,944	7.0%	$133,046,733,013	59.6%	$3,506,397
CP	709	0.7%	1,151	0.2%	$9,526,172,000	4.3%	$8,276,431
Other	539	0.6%	2,053	0.4%	$5,629,727,148	2.5%	$2,742,195
Total	96,175	100%	539,746	100%	$223,221,505,912	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	82,601	91.8%	381,227	93.2%	$43,043,840,283	32.7%	$112,909
Long Note	1,360	1.5%	3,592	0.9%	$3,254,589,141	2.5%	$906,066
Short Note	239	0.3%	613	0.1%	$833,504,836	0.6%	$1,359,714
Long Variable	176	0.2%	1,426	0.3%	$458,976,091	0.3%	$321,863
Short Variable	4,456	5.0%	19,728	4.8%	$73,332,542,264	55.8%	$3,717,181
CP	691	0.8%	873	0.2%	$7,234,457,000	5.5%	$8,286,892
Other	469	0.5%	1,406	0.3%	$3,315,194,862	2.5%	$2,357,891
Total	89,992	100%	408,865	100%	131,473,104,477	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	64,477	92.5%	110,738	84.6%	$25,742,218,437	28.1%	$232,461
Long Note	408	0.6%	579	0.4%	$1,067,936,348	1.2%	$1,844,450
Short Note	58	0.1%	194	0.1%	$400,817,840	0.4%	$2,066,071
Long Variable	137	0.2%	229	0.2%	$216,990,775	0.2%	$947,558
Short Variable	4,140	5.9%	18,216	13.9%	$59,714,190,749	65.1%	$3,278,118
CP	221	0.3%	278	0.2%	$2,291,715,000	2.5%	$8,243,579
Other	287	0.4%	647	0.5%	$2,314,532,286	2.5%	$3,577,330
Total	69,728	100%	130,881	100%	91,748,401,435	100%