CUSIPs, Trades and Par Value by Security Type
December 2016
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	128,784	96.0%	1,005,446	96.8%	$189,334,051,582	60.4%	$188,309
Long Note	1,630	1.2%	7,512	0.7%	$5,442,662,574	1.7%	$724,529
Short Note	304	0.2%	1,252	0.1%	$1,831,115,538	0.6%	$1,462,552
Long Variable	260	0.2%	2,502	0.2%	$1,657,935,004	0.5%	$662,644
Short Variable	2,466	1.8%	21,001	2.0%	$101,880,220,400	32.5%	$4,851,208
CP	554	0.4%	971	0.1%	$13,078,418,000	4.2%	$13,469,020
Other	100	0.1%	265	0.0%	$296,220,841	0.1%	$1,117,814
Total	134,098	100%	1,038,949	100%	$313,520,623,939	100%	$301,767
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	89,874	98.2%	389,728	98.6%	$46,825,901,122	81.9%	$120,150
Long Note	807	0.9%	1,961	0.5%	$797,938,952	1.4%	$406,904
Short Note	116	0.1%	227	0.1%	$127,812,000	0.2%	$563,048
Long Variable	116	0.1%	702	0.2%	$119,824,609	0.2%	$170,690
Short Variable	520	0.6%	2,601	0.7%	$9,046,861,569	15.8%	$3,478,224
CP	36	0.0%	49	0.0%	$251,866,000	0.4%	$5,140,122
Other	33	0.0%	66	0.0%	$4,674,537	0.0%	$70,826
Total	91,502	100%	395,334	100%	$57,174,878,789	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	128,296	96.0%	615,718	95.7%	$142,508,150,460	55.6%	$231,450
Long Note	1,627	1.2%	5,551	0.9%	$4,644,723,622	1.8%	$836,736
Short Note	303	0.2%	1,025	0.2%	$1,703,303,538	0.7%	$1,661,760
Long Variable	259	0.2%	1,800	0.3%	$1,538,110,395	0.6%	$854,506
Short Variable	2,464	1.8%	18,400	2.9%	$92,833,358,831	36.2%	$5,045,291
CP	554	0.4%	922	0.1%	$12,826,552,000	5.0%	$13,911,662
Other	94	0.1%	199	0.0%	$291,546,304	0.1%	$1,465,057
Total	133,597	100%	643,615	100%	$256,345,745,150	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	117,399	96.0%	400,937	96.0%	$81,799,270,442	55.3%	$204,020
Long Note	1,553	1.3%	4,211	1.0%	$3,156,696,402	2.1%	$749,631
Short Note	290	0.2%	886	0.2%	$1,372,143,538	0.9%	$1,548,695
Long Variable	252	0.2%	1,061	0.3%	$1,008,750,481	0.7%	$950,754
Short Variable	2,223	1.8%	9,539	2.3%	$48,888,719,229	33.1%	$5,125,141
CP	550	0.4%	817	0.2%	$11,481,119,000	7.8%	$14,052,777
Other	55	0.0%	117	0.0%	$207,895,936	0.1%	$1,776,888
Total	122,322	100%	417,568	100%	147,914,595,028	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	106,123	96.8%	214,781	95.0%	$60,708,880,018	56.0%	$282,655
Long Note	881	0.8%	1,340	0.6%	$1,488,027,220	1.4%	$1,110,468
Short Note	87	0.1%	139	0.1%	$331,160,000	0.3%	$2,382,446
Long Variable	217	0.2%	739	0.3%	$529,359,914	0.5%	$716,319
Short Variable	2,121	1.9%	8,861	3.9%	$43,944,639,602	40.5%	$4,959,332
CP	91	0.1%	105	0.0%	$1,345,433,000	1.2%	$12,813,648
Other	68	0.1%	82	0.0%	$83,650,368	0.1%	$1,020,126
Total	109,588	100%	226,047	100%	108,431,150,122	100%