CUSIPs, Trades and Par Value by Security Type
October 2002
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	93,844	90.7%	616,188	89.8%	$118,227,425,978	33.2%	$191,869
Long Note	1,686	1.6%	7,050	1.0%	$7,515,650,648	2.1%	$1,066,050
Short Note	359	0.3%	5,045	0.7%	$15,514,948,310	4.4%	$3,075,312
Long Variable	210	0.2%	2,782	0.4%	$2,536,459,334	0.7%	$911,740
Short Variable	5,919	5.7%	51,528	7.5%	$192,461,247,395	54.0%	$3,735,081
CP	866	0.8%	1,331	0.2%	$11,664,019,000	3.3%	$8,763,350
Other	613	0.6%	2,283	0.3%	$8,277,701,191	2.3%	$3,625,800
Total	103,497	100%	686,207	100%	$356,197,451,856	100%	$519,082
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	41,760	97.6%	130,828	98.0%	$37,454,873,000	89.6%	$286,291
Long Note	618	1.4%	1,277	1.0%	$710,697,000	1.7%	$556,536
Short Note	105	0.2%	422	0.3%	$2,555,310,000	6.1%	$6,055,237
Long Variable	66	0.2%	345	0.3%	$425,418,000	1.0%	$1,233,096
Short Variable	220	0.5%	490	0.4%	$466,551,000	1.1%	$952,145
CP	0	0.0%	0	0.0%	$0	0.0%	-
Other	38	0.1%	69	0.1%	$166,335,000	0.4%	$2,410,652
Total	42,807	100%	133,431	100%	$41,779,184,000	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	92,599	90.6%	485,360	87.8%	$80,772,552,978	25.7%	$166,418
Long Note	1,660	1.6%	5,773	1.0%	$6,804,953,648	2.2%	$1,178,755
Short Note	352	0.3%	4,623	0.8%	$12,959,638,310	4.1%	$2,803,296
Long Variable	207	0.2%	2,437	0.4%	$2,111,041,334	0.7%	$866,246
Short Variable	5,919	5.8%	51,038	9.2%	$191,994,696,395	61.1%	$3,761,799
CP	866	0.8%	1,331	0.2%	$11,664,019,000	3.7%	$8,763,350
Other	605	0.6%	2,214	0.4%	$8,111,366,191	2.6%	$3,663,670
Total	102,208	100%	552,776	100%	$314,418,267,856	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	86,543	90.7%	363,269	89.6%	$52,396,441,841	27.2%	$144,236
Long Note	1,621	1.7%	4,856	1.2%	$4,670,683,133	2.4%	$961,838
Short Note	348	0.4%	4,179	1.0%	$9,635,468,895	5.0%	$2,305,688
Long Variable	195	0.2%	1,942	0.5%	$1,421,212,667	0.7%	$731,829
Short Variable	5,364	5.6%	28,935	7.1%	$110,325,451,027	57.4%	$3,812,872
CP	820	0.9%	1,087	0.3%	$9,484,650,000	4.9%	$8,725,529
Other	532	0.6%	1,351	0.3%	$4,424,240,354	2.3%	$3,274,789
Total	95,423	100%	405,619	100%	192,358,147,917	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	66,494	91.8%	122,091	83.0%	$28,376,111,137	23.2%	$232,418
Long Note	479	0.7%	917	0.6%	$2,134,270,515	1.7%	$2,327,449
Short Note	79	0.1%	444	0.3%	$3,324,169,415	2.7%	$7,486,868
Long Variable	148	0.2%	495	0.3%	$689,828,667	0.6%	$1,393,593
Short Variable	4,729	6.5%	22,103	15.0%	$81,669,245,368	66.9%	$3,694,939
CP	194	0.3%	244	0.2%	$2,179,369,000	1.8%	$8,931,840
Other	327	0.5%	863	0.6%	$3,687,125,837	3.0%	$4,272,452
Total	72,450	100%	147,157	100%	122,060,119,939	100%