CUSIPs, Trades and Par Value by Security Type
May 2002
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	87,151	91.7%	666,171	93.3%	$107,748,665,499	41.8%	$161,743
Long Note	1,496	1.6%	5,332	0.7%	$4,472,516,000	1.7%	$838,806
Short Note	290	0.3%	1,067	0.1%	$1,276,383,532	0.5%	$1,196,236
Long Variable	202	0.2%	2,458	0.3%	$1,195,781,546	0.5%	$486,486
Short Variable	4,768	5.0%	36,510	5.1%	$129,799,983,380	50.4%	$3,555,190
CP	631	0.7%	1,045	0.1%	$8,464,451,000	3.3%	$8,099,953
Other	511	0.5%	1,655	0.2%	$4,643,824,912	1.8%	$2,805,937
Total	95,049	100%	714,238	100%	$257,601,605,869	100%	$360,666
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	39,602	97.5%	139,794	98.5%	$37,555,276,000	96.7%	$268,647
Long Note	570	1.4%	1,126	0.8%	$572,339,000	1.5%	$508,294
Short Note	71	0.2%	107	0.1%	$90,185,000	0.2%	$842,850
Long Variable	84	0.2%	263	0.2%	$311,053,000	0.8%	$1,182,711
Short Variable	242	0.6%	499	0.4%	$284,314,000	0.7%	$569,768
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	49	0.1%	75	0.1%	$38,040,000	0.1%	$507,200
Total	40,618	100%	141,864	100%	$38,851,207,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	86,178	91.7%	526,377	92.0%	$70,193,389,499	32.1%	$133,352
Long Note	1,471	1.6%	4,206	0.7%	$3,900,177,000	1.8%	$927,289
Short Note	286	0.3%	960	0.2%	$1,186,198,532	0.5%	$1,235,623
Long Variable	194	0.2%	2,195	0.4%	$884,728,546	0.4%	$403,065
Short Variable	4,764	5.1%	36,011	6.3%	$129,515,669,380	59.2%	$3,596,559
CP	631	0.7%	1,045	0.2%	$8,464,451,000	3.9%	$8,099,953
Other	500	0.5%	1,580	0.3%	$4,605,784,912	2.1%	$2,915,054
Total	94,024	100%	572,374	100%	$218,750,398,869	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	80,394	91.7%	414,923	93.6%	$47,109,175,441	34.8%	$113,537
Long Note	1,434	1.6%	3,707	0.8%	$3,087,269,743	2.3%	$832,822
Short Note	282	0.3%	845	0.2%	$858,126,024	0.6%	$1,015,534
Long Variable	176	0.2%	1,966	0.4%	$685,611,273	0.5%	$348,734
Short Variable	4,362	5.0%	19,915	4.5%	$73,819,051,405	54.6%	$3,706,706
CP	618	0.7%	847	0.2%	$6,997,582,000	5.2%	$8,261,608
Other	440	0.5%	1,040	0.2%	$2,753,482,469	2.0%	$2,647,579
Total	87,706	100%	443,243	100%	135,310,298,355	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	62,336	92.9%	111,454	86.3%	$23,084,214,058	27.7%	$207,119
Long Note	390	0.6%	499	0.4%	$812,907,257	1.0%	$1,629,073
Short Note	52	0.1%	115	0.1%	$328,072,508	0.4%	$2,852,804
Long Variable	142	0.2%	229	0.2%	$199,117,273	0.2%	$869,508
Short Variable	3,751	5.6%	16,096	12.5%	$55,696,617,975	66.8%	$3,460,277
CP	152	0.2%	198	0.2%	$1,466,869,000	1.8%	$7,408,429
Other	260	0.4%	540	0.4%	$1,852,302,443	2.2%	$3,430,190
Total	67,083	100%	129,131	100%	83,440,100,514	100%