CUSIPs, Trades and Par Value by Security Type
July 2003
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	96,564	91.6%	666,716	91.2%	$121,760,701,947	39.8%	$182,628
Long Note	1,959	1.9%	8,014	1.1%	$9,742,412,624	3.2%	$1,215,674
Short Note	386	0.4%	797	0.1%	$1,054,715,409	0.3%	$1,323,357
Long Variable	188	0.2%	1,643	0.2%	$982,419,000	0.3%	$597,942
Short Variable	5,546	5.3%	51,151	7.0%	$160,912,905,358	52.6%	$3,145,841
CP	414	0.4%	540	0.1%	$4,432,238,000	1.4%	$8,207,848
Other	419	0.4%	2,205	0.3%	$7,097,551,810	2.3%	$3,218,844
Total	105,476	100%	731,066	100%	$305,982,944,148	100%	$418,544
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	44,054	97.6%	149,384	98.6%	$41,690,766,000	96.1%	$279,085
Long Note	624	1.4%	1,108	0.7%	$1,062,546,000	2.4%	$958,977
Short Note	81	0.2%	100	0.1%	$104,741,000	0.2%	$1,047,410
Long Variable	76	0.2%	306	0.2%	$64,027,000	0.1%	$209,239
Short Variable	282	0.6%	600	0.4%	$431,990,000	1.0%	$719,983
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	28	0.1%	55	0.0%	$38,552,000	0.1%	$700,945
Total	45,145	100%	151,553	100%	$43,392,622,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	95,556	91.5%	517,332	89.3%	$80,069,935,947	30.5%	$154,775
Long Note	1,920	1.8%	6,906	1.2%	$8,679,866,624	3.3%	$1,256,859
Short Note	379	0.4%	697	0.1%	$949,974,409	0.4%	$1,362,948
Long Variable	187	0.2%	1,337	0.2%	$918,392,000	0.3%	$686,905
Short Variable	5,544	5.3%	50,551	8.7%	$160,480,915,358	61.1%	$3,174,634
CP	414	0.4%	540	0.1%	$4,432,238,000	1.7%	$8,207,848
Other	410	0.4%	2,150	0.4%	$7,058,999,810	2.7%	$3,283,256
Total	104,410	100%	579,513	100%	$262,590,322,148	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	89,370	91.5%	395,955	91.6%	$53,337,651,530	34.5%	$134,706
Long Note	1,868	1.9%	5,858	1.4%	$7,345,034,066	4.7%	$1,253,847
Short Note	367	0.4%	628	0.1%	$876,367,920	0.6%	$1,395,490
Long Variable	176	0.2%	925	0.2%	$664,485,000	0.4%	$718,362
Short Variable	5,071	5.2%	26,755	6.2%	$84,331,237,742	54.5%	$3,151,980
CP	414	0.4%	527	0.1%	$4,351,048,000	2.8%	$8,256,258
Other	366	0.4%	1,550	0.4%	$3,796,797,369	2.5%	$2,449,547
Total	97,632	100%	432,198	100%	154,702,621,627	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	67,114	92.1%	121,377	82.4%	$26,732,284,417	24.8%	$220,242
Long Note	578	0.8%	1,048	0.7%	$1,334,832,558	1.2%	$1,273,695
Short Note	58	0.1%	69	0.0%	$73,606,489	0.1%	$1,066,761
Long Variable	136	0.2%	412	0.3%	$253,907,000	0.2%	$616,279
Short Variable	4,712	6.5%	23,796	16.2%	$76,149,677,616	70.6%	$3,200,104
CP	13	0.0%	13	0.0%	$81,190,000	0.1%	$6,245,385
Other	251	0.3%	600	0.4%	$3,262,202,441	3.0%	$5,437,004
Total	72,862	100%	147,315	100%	107,887,700,521	100%