CUSIPs, Trades and Par Value by Security Type
June 2003
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	98,028	91.3%	587,914	90.0%	$127,311,133,029	37.2%	$216,547
Long Note	2,166	2.0%	8,485	1.3%	$23,696,353,127	6.9%	$2,792,735
Short Note	474	0.4%	1,120	0.2%	$3,296,799,158	1.0%	$2,943,571
Long Variable	219	0.2%	2,413	0.4%	$1,551,303,000	0.5%	$642,894
Short Variable	5,501	5.1%	50,498	7.7%	$170,909,607,811	50.0%	$3,384,483
CP	410	0.4%	542	0.1%	$4,903,150,000	1.4%	$9,046,402
Other	555	0.5%	2,534	0.4%	$10,223,611,902	3.0%	$4,034,575
Total	107,353	100%	653,506	100%	$341,891,958,027	100%	$523,166
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	45,528	97.4%	139,042	98.3%	$45,176,302,000	90.1%	$324,911
Long Note	739	1.6%	1,350	1.0%	$4,150,490,000	8.3%	$3,074,437
Short Note	115	0.2%	129	0.1%	$90,463,000	0.2%	$701,264
Long Variable	74	0.2%	298	0.2%	$105,170,000	0.2%	$352,919
Short Variable	248	0.5%	490	0.3%	$331,062,000	0.7%	$675,637
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	60	0.1%	113	0.1%	$267,745,000	0.5%	$2,369,425
Total	46,764	100%	141,422	100%	$50,121,232,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	96,800	91.3%	448,872	87.7%	$82,134,831,029	28.2%	$182,981
Long Note	2,122	2.0%	7,135	1.4%	$19,545,863,127	6.7%	$2,739,434
Short Note	462	0.4%	991	0.2%	$3,206,336,158	1.1%	$3,235,455
Long Variable	217	0.2%	2,115	0.4%	$1,446,133,000	0.5%	$683,751
Short Variable	5,500	5.2%	50,008	9.8%	$170,578,545,811	58.5%	$3,411,025
CP	410	0.4%	542	0.1%	$4,903,150,000	1.7%	$9,046,402
Other	536	0.5%	2,421	0.5%	$9,955,866,902	3.4%	$4,112,295
Total	106,047	100%	512,084	100%	$291,770,726,027	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	88,937	91.0%	328,682	89.6%	$57,487,806,212	31.4%	$174,904
Long Note	2,053	2.1%	6,214	1.7%	$17,592,808,646	9.6%	$2,831,157
Short Note	446	0.5%	825	0.2%	$2,343,908,669	1.3%	$2,841,101
Long Variable	204	0.2%	1,591	0.4%	$1,039,657,000	0.6%	$653,461
Short Variable	5,187	5.3%	27,499	7.5%	$94,482,391,585	51.6%	$3,435,848
CP	409	0.4%	526	0.1%	$4,761,031,000	2.6%	$9,051,390
Other	463	0.5%	1,595	0.4%	$5,356,175,402	2.9%	$3,358,104
Total	97,699	100%	366,932	100%	183,063,778,514	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	67,579	92.1%	120,190	82.8%	$24,647,024,817	22.7%	$205,067
Long Note	621	0.8%	921	0.6%	$1,953,054,481	1.8%	$2,120,580
Short Note	89	0.1%	166	0.1%	$862,427,489	0.8%	$5,195,346
Long Variable	162	0.2%	524	0.4%	$406,476,000	0.4%	$775,718
Short Variable	4,571	6.2%	22,509	15.5%	$76,096,154,226	70.0%	$3,380,699
CP	15	0.0%	16	0.0%	$142,119,000	0.1%	$8,882,438
Other	314	0.4%	826	0.6%	$4,599,691,500	4.2%	$5,568,634
Total	73,351	100%	145,152	100%	108,706,947,513	100%