CUSIPs, Trades and Par Value by Security Type
April 2017
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	112,294	95.7%	731,279	95.8%	$137,321,295,920	60.6%	$187,782
Long Note	1,752	1.5%	7,310	1.0%	$4,369,025,508	1.9%	$597,678
Short Note	256	0.2%	1,356	0.2%	$1,303,583,940	0.6%	$961,345
Long Variable	254	0.2%	2,219	0.3%	$1,953,866,828	0.9%	$880,517
Short Variable	2,188	1.9%	19,983	2.6%	$68,961,104,923	30.4%	$3,450,989
CP	536	0.5%	1,072	0.1%	$12,330,440,000	5.4%	$11,502,276
Other	68	0.1%	201	0.0%	$491,034,808	0.2%	$2,442,959
Total	117,348	100%	763,420	100%	$226,730,351,927	100%	$296,993
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	78,806	97.9%	288,797	98.3%	$36,413,680,857	93.0%	$126,087
Long Note	892	1.1%	1,950	0.7%	$839,496,440	2.1%	$430,511
Short Note	112	0.1%	322	0.1%	$248,073,000	0.6%	$770,413
Long Variable	158	0.2%	593	0.2%	$180,791,740	0.5%	$304,876
Short Variable	505	0.6%	2,032	0.7%	$1,269,958,288	3.2%	$624,979
CP	32	0.0%	83	0.0%	$197,808,000	0.5%	$2,383,229
Other	18	0.0%	51	0.0%	$6,702,704	0.0%	$131,426
Total	80,523	100%	293,828	100%	$39,156,511,029	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	111,525	95.7%	442,482	94.2%	$100,907,615,063	53.8%	$228,049
Long Note	1,741	1.5%	5,360	1.1%	$3,529,529,068	1.9%	$658,494
Short Note	254	0.2%	1,034	0.2%	$1,055,510,940	0.6%	$1,020,804
Long Variable	254	0.2%	1,626	0.3%	$1,773,075,088	0.9%	$1,090,452
Short Variable	2,179	1.9%	17,951	3.8%	$67,691,146,635	36.1%	$3,770,884
CP	536	0.5%	989	0.2%	$12,132,632,000	6.5%	$12,267,575
Other	67	0.1%	150	0.0%	$484,332,104	0.3%	$3,228,881
Total	116,556	100%	469,592	100%	$187,573,840,898	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	99,213	95.5%	286,532	94.4%	$63,276,226,411	54.7%	$220,835
Long Note	1,624	1.6%	4,214	1.4%	$2,593,558,716	2.2%	$615,462
Short Note	241	0.2%	931	0.3%	$768,640,940	0.7%	$825,608
Long Variable	236	0.2%	1,122	0.4%	$1,420,045,044	1.2%	$1,265,637
Short Variable	2,012	1.9%	9,625	3.2%	$35,927,578,220	31.1%	$3,732,735
CP	535	0.5%	920	0.3%	$11,346,857,000	9.8%	$12,333,540
Other	53	0.1%	106	0.0%	$266,150,303	0.2%	$2,510,852
Total	103,914	100%	303,450	100%	115,599,056,634	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	88,186	96.6%	155,950	93.9%	$37,631,388,652	52.3%	$241,304
Long Note	855	0.9%	1,146	0.7%	$935,970,352	1.3%	$816,728
Short Note	67	0.1%	103	0.1%	$286,870,000	0.4%	$2,785,146
Long Variable	203	0.2%	504	0.3%	$353,030,044	0.5%	$700,456
Short Variable	1,906	2.1%	8,326	5.0%	$31,763,568,415	44.1%	$3,814,985
CP	62	0.1%	69	0.0%	$785,775,000	1.1%	$11,388,043
Other	35	0.0%	44	0.0%	$218,181,801	0.3%	$4,958,677
Total	91,314	100%	166,142	100%	71,974,784,264	100%