CUSIPs, Trades and Par Value by Security Type
April 2016
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	112,157	95.3%	750,456	97.2%	$145,518,040,498	57.8%	$193,906
Long Note	1,917	1.6%	5,943	0.8%	$4,690,828,091	1.9%	$789,303
Short Note	430	0.4%	1,161	0.2%	$2,732,927,055	1.1%	$2,353,942
Long Variable	208	0.2%	1,423	0.2%	$1,163,876,205	0.5%	$817,903
Short Variable	2,123	1.8%	11,728	1.5%	$73,767,521,778	29.3%	$6,289,864
CP	758	0.6%	1,366	0.2%	$23,441,631,000	9.3%	$17,160,784
Other	80	0.1%	234	0.0%	$544,413,587	0.2%	$2,326,554
Total	117,673	100%	772,311	100%	$251,859,238,214	100%	$326,111
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	77,332	98.2%	302,886	98.7%	$46,911,711,790	83.0%	$154,882
Long Note	770	1.0%	1,455	0.5%	$786,480,908	1.4%	$540,537
Short Note	115	0.1%	264	0.1%	$126,810,000	0.2%	$480,341
Long Variable	111	0.1%	362	0.1%	$170,580,174	0.3%	$471,216
Short Variable	402	0.5%	1,733	0.6%	$8,370,897,444	14.8%	$4,830,293
CP	12	0.0%	37	0.0%	$52,632,000	0.1%	$1,422,486
Other	33	0.0%	107	0.0%	$76,545,224	0.1%	$715,376
Total	78,775	100%	306,844	100%	$56,495,657,540	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	111,024	95.3%	447,570	96.2%	$98,606,328,708	50.5%	$220,315
Long Note	1,904	1.6%	4,488	1.0%	$3,904,347,183	2.0%	$869,953
Short Note	428	0.4%	897	0.2%	$2,606,117,055	1.3%	$2,905,370
Long Variable	208	0.2%	1,061	0.2%	$993,296,031	0.5%	$936,189
Short Variable	2,118	1.8%	9,995	2.1%	$65,396,624,334	33.5%	$6,542,934
CP	758	0.7%	1,329	0.3%	$23,388,999,000	12.0%	$17,598,946
Other	66	0.1%	127	0.0%	$467,868,363	0.2%	$3,684,003
Total	116,506	100%	465,467	100%	$195,363,580,674	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	98,160	95.1%	293,598	96.2%	$64,365,990,868	52.6%	$219,232
Long Note	1,796	1.7%	3,545	1.2%	$2,823,271,402	2.3%	$796,409
Short Note	412	0.4%	799	0.3%	$1,596,042,055	1.3%	$1,997,550
Long Variable	197	0.2%	707	0.2%	$740,299,774	0.6%	$1,047,100
Short Variable	1,822	1.8%	5,476	1.8%	$34,355,350,296	28.1%	$6,273,804
CP	753	0.7%	1,042	0.3%	$18,167,258,000	14.8%	$17,434,988
Other	59	0.1%	85	0.0%	$348,180,498	0.3%	$4,096,241
Total	103,199	100%	305,252	100%	122,396,392,893	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	84,177	96.6%	153,972	96.1%	$34,240,337,840	46.9%	$222,380
Long Note	761	0.9%	943	0.6%	$1,081,075,781	1.5%	$1,146,422
Short Note	81	0.1%	98	0.1%	$1,010,075,000	1.4%	$10,306,888
Long Variable	175	0.2%	354	0.2%	$252,996,257	0.3%	$714,679
Short Variable	1,721	2.0%	4,519	2.8%	$31,041,274,038	42.5%	$6,869,058
CP	198	0.2%	287	0.2%	$5,221,741,000	7.2%	$18,194,220
Other	28	0.0%	42	0.0%	$119,687,865	0.2%	$2,849,711
Total	87,141	100%	160,215	100%	72,967,187,781	100%