CUSIPs, Trades and Par Value by Security Type
August 2003
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	88,791	91.0%	673,144	91.7%	$117,956,790,418	39.4%	$175,233
Long Note	1,656	1.7%	6,821	0.9%	$14,780,576,602	4.9%	$2,166,922
Short Note	266	0.3%	553	0.1%	$609,715,876	0.2%	$1,102,560
Long Variable	199	0.2%	2,268	0.3%	$1,348,609,652	0.5%	$594,625
Short Variable	5,721	5.9%	48,977	6.7%	$151,389,415,423	50.6%	$3,091,031
CP	523	0.5%	738	0.1%	$7,127,959,000	2.4%	$9,658,481
Other	435	0.4%	1,743	0.2%	$5,997,713,505	2.0%	$3,441,029
Total	97,591	100%	734,244	100%	$299,210,780,476	100%	$407,509
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	40,833	97.6%	146,069	98.7%	$40,798,959,000	96.7%	$279,313
Long Note	544	1.3%	983	0.7%	$780,591,000	1.9%	$794,091
Short Note	73	0.2%	94	0.1%	$121,463,000	0.3%	$1,292,160
Long Variable	88	0.2%	323	0.2%	$149,794,000	0.4%	$463,759
Short Variable	259	0.6%	527	0.4%	$316,399,000	0.8%	$600,378
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	31	0.1%	58	0.0%	$7,651,000	0.0%	$131,914
Total	41,828	100%	148,054	100%	$42,174,857,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	87,792	90.9%	527,075	89.9%	$77,157,831,418	30.0%	$146,389
Long Note	1,616	1.7%	5,838	1.0%	$13,999,985,602	5.4%	$2,398,079
Short Note	260	0.3%	459	0.1%	$488,252,876	0.2%	$1,063,732
Long Variable	198	0.2%	1,945	0.3%	$1,198,815,652	0.5%	$616,358
Short Variable	5,718	5.9%	48,450	8.3%	$151,073,016,423	58.8%	$3,118,122
CP	523	0.5%	738	0.1%	$7,127,959,000	2.8%	$9,658,481
Other	433	0.4%	1,685	0.3%	$5,990,062,505	2.3%	$3,554,933
Total	96,540	100%	586,190	100%	$257,035,923,476	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	82,643	91.2%	412,617	92.6%	$48,653,532,512	32.2%	$117,915
Long Note	1,561	1.7%	5,009	1.1%	$11,519,791,577	7.6%	$2,299,819
Short Note	255	0.3%	397	0.1%	$410,863,588	0.3%	$1,034,921
Long Variable	183	0.2%	1,546	0.3%	$993,875,652	0.7%	$642,869
Short Variable	5,096	5.6%	24,459	5.5%	$79,969,961,673	52.9%	$3,269,552
CP	520	0.6%	710	0.2%	$6,673,904,000	4.4%	$9,399,865
Other	361	0.4%	972	0.2%	$3,014,974,890	2.0%	$3,101,826
Total	90,619	100%	445,710	100%	151,236,903,892	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	63,432	91.5%	114,458	81.5%	$28,504,298,906	26.9%	$249,037
Long Note	519	0.7%	829	0.6%	$2,480,194,025	2.3%	$2,991,790
Short Note	39	0.1%	62	0.0%	$77,389,288	0.1%	$1,248,214
Long Variable	153	0.2%	399	0.3%	$204,940,000	0.2%	$513,634
Short Variable	4,863	7.0%	23,991	17.1%	$71,103,054,750	67.2%	$2,963,739
CP	22	0.0%	28	0.0%	$454,055,000	0.4%	$16,216,250
Other	297	0.4%	713	0.5%	$2,975,087,615	2.8%	$4,172,633
Total	69,325	100%	140,480	100%	105,799,019,584	100%