CUSIPs, Trades and Par Value by Security Type
December 2015
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	103,508	96.1%	688,777	97.9%	$120,963,841,053	73.6%	$175,621
Long Note	1,595	1.5%	5,300	0.8%	$4,325,725,563	2.6%	$816,175
Short Note	316	0.3%	693	0.1%	$1,675,917,249	1.0%	$2,418,351
Long Variable	217	0.2%	1,303	0.2%	$1,272,455,350	0.8%	$976,558
Short Variable	1,320	1.2%	6,085	0.9%	$17,340,839,906	10.6%	$2,849,768
CP	643	0.6%	1,004	0.1%	$18,238,201,000	11.1%	$18,165,539
Other	116	0.1%	348	0.0%	$529,233,736	0.3%	$1,520,787
Total	107,715	100%	703,510	100%	$164,346,213,857	100%	$233,609
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	71,730	98.4%	270,682	99.0%	$40,766,014,253	94.7%	$150,605
Long Note	658	0.9%	1,237	0.5%	$517,186,775	1.2%	$418,098
Short Note	72	0.1%	99	0.0%	$55,055,000	0.1%	$556,111
Long Variable	110	0.2%	348	0.1%	$255,860,722	0.6%	$735,232
Short Variable	287	0.4%	994	0.4%	$1,391,812,074	3.2%	$1,400,213
CP	6	0.0%	9	0.0%	$39,230,000	0.1%	$4,358,889
Other	25	0.0%	67	0.0%	$33,805,296	0.1%	$504,557
Total	72,888	100%	273,436	100%	$43,058,964,120	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	102,722	96.1%	418,095	97.2%	$80,197,826,800	66.1%	$191,817
Long Note	1,583	1.5%	4,063	0.9%	$3,808,538,788	3.1%	$937,371
Short Note	316	0.3%	594	0.1%	$1,620,862,249	1.3%	$2,728,724
Long Variable	216	0.2%	955	0.2%	$1,016,594,628	0.8%	$1,064,497
Short Variable	1,320	1.2%	5,091	1.2%	$15,949,027,832	13.1%	$3,132,789
CP	642	0.6%	995	0.2%	$18,198,971,000	15.0%	$18,290,423
Other	115	0.1%	281	0.1%	$495,428,440	0.4%	$1,763,091
Total	106,914	100%	430,074	100%	$121,287,249,737	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	92,296	95.9%	277,572	97.1%	$50,722,417,938	62.2%	$182,736
Long Note	1,536	1.6%	3,289	1.2%	$3,099,276,788	3.8%	$942,316
Short Note	315	0.3%	559	0.2%	$1,583,912,249	1.9%	$2,833,475
Long Variable	202	0.2%	569	0.2%	$746,443,074	0.9%	$1,311,851
Short Variable	1,190	1.2%	2,759	1.0%	$9,438,402,916	11.6%	$3,420,951
CP	641	0.7%	874	0.3%	$15,658,087,000	19.2%	$17,915,431
Other	92	0.1%	158	0.1%	$353,910,744	0.4%	$2,239,941
Total	96,272	100%	285,780	100%	81,602,450,709	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	78,912	97.4%	140,523	97.4%	$29,475,408,862	74.3%	$209,755
Long Note	649	0.8%	774	0.5%	$709,262,000	1.8%	$916,359
Short Note	33	0.0%	35	0.0%	$36,950,000	0.1%	$1,055,714
Long Variable	185	0.2%	386	0.3%	$270,151,554	0.7%	$699,874
Short Variable	1,055	1.3%	2,332	1.6%	$6,510,624,916	16.4%	$2,791,863
CP	102	0.1%	121	0.1%	$2,540,884,000	6.4%	$20,999,041
Other	74	0.1%	123	0.1%	$141,517,696	0.4%	$1,150,550
Total	81,010	100%	144,294	100%	39,684,799,028	100%