CUSIPs, Trades and Par Value by Security Type
August 2015
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	106,533	96.3%	752,147	98.1%	$134,019,795,993	75.4%	$178,183
Long Note	1,571	1.4%	4,971	0.6%	$4,967,514,901	2.8%	$999,299
Short Note	301	0.3%	587	0.1%	$966,910,515	0.5%	$1,647,207
Long Variable	205	0.2%	1,691	0.2%	$1,868,930,375	1.1%	$1,105,222
Short Variable	1,365	1.2%	6,589	0.9%	$20,529,360,000	11.5%	$3,115,702
CP	577	0.5%	847	0.1%	$15,130,688,000	8.5%	$17,863,858
Other	65	0.1%	177	0.0%	$278,897,227	0.2%	$1,575,691
Total	110,617	100%	767,009	100%	$177,762,097,011	100%	$231,760
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	73,130	98.6%	288,312	99.1%	$43,496,495,864	95.9%	$150,866
Long Note	607	0.8%	1,133	0.4%	$748,618,421	1.7%	$660,740
Short Note	75	0.1%	95	0.0%	$41,010,000	0.1%	$431,684
Long Variable	103	0.1%	426	0.1%	$266,028,774	0.6%	$624,481
Short Variable	244	0.3%	1,013	0.3%	$762,621,000	1.7%	$752,834
CP	4	0.0%	4	0.0%	$42,930,000	0.1%	$10,732,500
Other	10	0.0%	25	0.0%	$5,385,000	0.0%	$215,400
Total	74,173	100%	291,008	100%	$45,363,089,059	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	105,948	96.3%	463,835	97.4%	$90,523,300,129	68.4%	$195,163
Long Note	1,566	1.4%	3,838	0.8%	$4,218,896,480	3.2%	$1,099,243
Short Note	300	0.3%	492	0.1%	$925,900,515	0.7%	$1,881,912
Long Variable	204	0.2%	1,265	0.3%	$1,602,901,601	1.2%	$1,267,116
Short Variable	1,360	1.2%	5,576	1.2%	$19,766,739,000	14.9%	$3,544,968
CP	577	0.5%	843	0.2%	$15,087,758,000	11.4%	$17,897,696
Other	65	0.1%	152	0.0%	$273,512,227	0.2%	$1,799,423
Total	110,020	100%	476,001	100%	$132,399,007,952	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	94,842	96.1%	310,777	97.3%	$59,524,418,500	65.8%	$191,534
Long Note	1,508	1.5%	3,213	1.0%	$3,474,566,480	3.8%	$1,081,409
Short Note	292	0.3%	455	0.1%	$860,520,515	1.0%	$1,891,254
Long Variable	182	0.2%	923	0.3%	$1,360,202,127	1.5%	$1,473,675
Short Variable	1,224	1.2%	3,101	1.0%	$11,908,143,000	13.2%	$3,840,098
CP	575	0.6%	741	0.2%	$13,141,406,000	14.5%	$17,734,691
Other	56	0.1%	104	0.0%	$201,188,183	0.2%	$1,934,502
Total	98,679	100%	319,314	100%	90,470,444,805	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	82,646	97.8%	153,058	97.7%	$30,998,881,629	73.9%	$202,530
Long Note	520	0.6%	625	0.4%	$744,330,000	1.8%	$1,190,928
Short Note	36	0.0%	37	0.0%	$65,380,000	0.2%	$1,767,027
Long Variable	155	0.2%	342	0.2%	$242,699,474	0.6%	$709,648
Short Variable	1,033	1.2%	2,475	1.6%	$7,858,596,000	18.7%	$3,175,190
CP	87	0.1%	102	0.1%	$1,946,352,000	4.6%	$19,081,882
Other	28	0.0%	48	0.0%	$72,324,044	0.2%	$1,506,751
Total	84,505	100%	156,687	100%	41,928,563,147	100%