CUSIPs, Trades and Par Value by Security Type
May 2003
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	94,527	91.4%	589,010	90.2%	$116,135,646,318	37.9%	$197,171
Long Note	1,860	1.8%	6,257	1.0%	$5,458,648,190	1.8%	$872,407
Short Note	369	0.4%	1,147	0.2%	$2,941,466,669	1.0%	$2,564,487
Long Variable	218	0.2%	2,866	0.4%	$2,076,223,156	0.7%	$724,432
Short Variable	5,588	5.4%	51,057	7.8%	$167,183,987,932	54.6%	$3,274,458
CP	406	0.4%	567	0.1%	$5,018,374,000	1.6%	$8,850,748
Other	419	0.4%	1,741	0.3%	$7,372,136,028	2.4%	$4,234,426
Total	103,387	100%	652,645	100%	$306,186,482,293	100%	$469,147
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	44,023	97.3%	140,250	98.4%	$44,113,274,000	96.3%	$314,533
Long Note	684	1.5%	1,261	0.9%	$727,754,000	1.6%	$577,125
Short Note	103	0.2%	149	0.1%	$227,245,000	0.5%	$1,525,134
Long Variable	87	0.2%	316	0.2%	$206,176,000	0.4%	$652,456
Short Variable	291	0.6%	547	0.4%	$403,690,000	0.9%	$738,007
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	40	0.1%	63	0.0%	$147,112,000	0.3%	$2,335,111
Total	45,228	100%	142,586	100%	$45,825,251,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	93,114	91.4%	448,760	88.0%	$72,022,372,318	27.7%	$160,492
Long Note	1,799	1.8%	4,996	1.0%	$4,730,894,190	1.8%	$946,936
Short Note	359	0.4%	998	0.2%	$2,714,221,669	1.0%	$2,719,661
Long Variable	218	0.2%	2,550	0.5%	$1,870,047,156	0.7%	$733,352
Short Variable	5,585	5.5%	50,510	9.9%	$166,780,297,932	64.1%	$3,301,926
CP	406	0.4%	567	0.1%	$5,018,374,000	1.9%	$8,850,748
Other	404	0.4%	1,678	0.3%	$7,225,024,028	2.8%	$4,305,735
Total	101,885	100%	510,059	100%	$260,361,231,293	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	84,651	91.1%	323,592	89.8%	$47,680,301,097	30.7%	$147,347
Long Note	1,739	1.9%	4,198	1.2%	$3,879,661,288	2.5%	$924,169
Short Note	348	0.4%	840	0.2%	$2,494,756,768	1.6%	$2,969,949
Long Variable	200	0.2%	2,041	0.6%	$1,317,581,000	0.8%	$645,557
Short Variable	5,194	5.6%	28,218	7.8%	$90,896,166,334	58.6%	$3,221,212
CP	405	0.4%	561	0.2%	$4,977,774,000	3.2%	$8,873,037
Other	352	0.4%	1,028	0.3%	$3,926,250,157	2.5%	$3,819,309
Total	92,889	100%	360,478	100%	155,172,490,644	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	67,542	92.6%	125,168	83.7%	$24,342,071,221	23.1%	$194,475
Long Note	525	0.7%	798	0.5%	$851,232,902	0.8%	$1,066,708
Short Note	75	0.1%	158	0.1%	$219,464,901	0.2%	$1,389,018
Long Variable	166	0.2%	509	0.3%	$552,466,156	0.5%	$1,085,395
Short Variable	4,388	6.0%	22,292	14.9%	$75,884,131,598	72.1%	$3,404,097
CP	6	0.0%	6	0.0%	$40,600,000	0.0%	$6,766,667
Other	274	0.4%	650	0.4%	$3,298,773,871	3.1%	$5,075,037
Total	72,976	100%	149,581	100%	105,188,740,649	100%