CUSIPs, Trades and Par Value by Security Type
August 2016
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	111,960	95.1%	751,453	96.0%	$143,649,156,272	47.0%	$191,162
Long Note	1,883	1.6%	8,421	1.1%	$7,807,934,215	2.6%	$927,198
Short Note	353	0.3%	1,023	0.1%	$2,804,419,319	0.9%	$2,741,368
Long Variable	218	0.2%	3,606	0.5%	$4,365,430,828	1.4%	$1,210,602
Short Variable	2,480	2.1%	16,204	2.1%	$125,156,304,075	40.9%	$7,723,791
CP	765	0.6%	1,433	0.2%	$21,178,004,000	6.9%	$14,778,789
Other	115	0.1%	479	0.1%	$981,049,496	0.3%	$2,048,120
Total	117,774	100%	782,619	100%	$305,942,298,205	100%	$390,921
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	78,503	98.0%	298,805	98.5%	$43,503,487,141	86.4%	$145,592
Long Note	829	1.0%	1,922	0.6%	$1,196,072,533	2.4%	$622,306
Short Note	121	0.2%	207	0.1%	$187,271,720	0.4%	$904,694
Long Variable	125	0.2%	870	0.3%	$285,570,092	0.6%	$328,241
Short Variable	427	0.5%	1,551	0.5%	$4,828,048,685	9.6%	$3,112,862
CP	30	0.0%	43	0.0%	$279,070,000	0.6%	$6,490,000
Other	33	0.0%	84	0.0%	$64,857,830	0.1%	$772,117
Total	80,068	100%	303,482	100%	$50,344,378,001	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	110,861	95.0%	452,648	94.5%	$100,145,669,131	39.2%	$221,244
Long Note	1,873	1.6%	6,499	1.4%	$6,611,861,682	2.6%	$1,017,366
Short Note	352	0.3%	816	0.2%	$2,617,147,599	1.0%	$3,207,289
Long Variable	218	0.2%	2,736	0.6%	$4,079,860,736	1.6%	$1,491,177
Short Variable	2,475	2.1%	14,653	3.1%	$120,328,255,390	47.1%	$8,211,851
CP	765	0.7%	1,390	0.3%	$20,898,934,000	8.2%	$15,035,204
Other	109	0.1%	395	0.1%	$916,191,666	0.4%	$2,319,473
Total	116,653	100%	479,137	100%	$255,597,920,204	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	97,921	94.8%	297,359	94.3%	$69,472,793,311	43.4%	$233,633
Long Note	1,808	1.7%	5,706	1.8%	$4,904,701,786	3.1%	$859,569
Short Note	346	0.3%	753	0.2%	$2,127,402,599	1.3%	$2,825,236
Long Variable	197	0.2%	1,797	0.6%	$3,141,104,031	2.0%	$1,747,971
Short Variable	2,181	2.1%	8,327	2.6%	$62,211,329,290	38.9%	$7,471,038
CP	763	0.7%	1,185	0.4%	$17,620,449,000	11.0%	$14,869,577
Other	104	0.1%	302	0.1%	$620,634,009	0.4%	$2,055,080
Total	103,320	100%	315,429	100%	160,098,414,026	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	82,173	96.3%	155,289	94.9%	$30,672,875,820	32.1%	$197,521
Long Note	638	0.7%	793	0.5%	$1,707,159,896	1.8%	$2,152,787
Short Note	55	0.1%	63	0.0%	$489,745,000	0.5%	$7,773,730
Long Variable	178	0.2%	939	0.6%	$938,756,705	1.0%	$999,741
Short Variable	2,111	2.5%	6,326	3.9%	$58,116,926,100	60.9%	$9,186,994
CP	129	0.2%	205	0.1%	$3,278,485,000	3.4%	$15,992,610
Other	53	0.1%	93	0.1%	$295,557,657	0.3%	$3,178,039
Total	85,337	100%	163,708	100%	95,499,506,178	100%