CUSIPs, Trades and Par Value by Security Type
February 2016
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	105,090	96.0%	672,937	98.0%	$120,339,074,358	67.2%	$178,827
Long Note	1,546	1.4%	4,387	0.6%	$3,801,936,801	2.1%	$866,637
Short Note	241	0.2%	531	0.1%	$843,333,417	0.5%	$1,588,199
Long Variable	194	0.2%	1,266	0.2%	$876,030,295	0.5%	$691,967
Short Variable	1,574	1.4%	6,396	0.9%	$33,313,714,312	18.6%	$5,208,523
CP	704	0.6%	1,066	0.2%	$19,257,898,000	10.8%	$18,065,570
Other	91	0.1%	261	0.0%	$585,969,277	0.3%	$2,245,093
Total	109,440	100%	686,844	100%	$179,017,956,460	100%	$260,638
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	71,529	98.5%	263,951	99.1%	$38,606,248,954	91.7%	$146,263
Long Note	574	0.8%	936	0.4%	$460,004,354	1.1%	$491,458
Short Note	81	0.1%	113	0.0%	$57,885,000	0.1%	$512,257
Long Variable	104	0.1%	296	0.1%	$104,533,000	0.2%	$353,152
Short Variable	263	0.4%	1,057	0.4%	$2,860,667,316	6.8%	$2,706,402
CP	5	0.0%	10	0.0%	$17,445,000	0.0%	$1,744,500
Other	27	0.0%	47	0.0%	$6,905,000	0.0%	$146,915
Total	72,583	100%	266,410	100%	$42,113,688,624	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	104,057	96.0%	408,986	97.3%	$81,732,825,404	59.7%	$199,843
Long Note	1,532	1.4%	3,451	0.8%	$3,341,932,447	2.4%	$968,395
Short Note	235	0.2%	418	0.1%	$785,448,417	0.6%	$1,879,063
Long Variable	194	0.2%	970	0.2%	$771,497,295	0.6%	$795,358
Short Variable	1,569	1.4%	5,339	1.3%	$30,453,046,996	22.2%	$5,703,886
CP	704	0.6%	1,056	0.3%	$19,240,453,000	14.1%	$18,220,126
Other	81	0.1%	214	0.1%	$579,064,277	0.4%	$2,705,908
Total	108,372	100%	420,434	100%	$136,904,267,836	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	92,388	95.9%	273,601	97.3%	$54,469,154,541	60.1%	$199,082
Long Note	1,457	1.5%	2,770	1.0%	$2,454,359,503	2.7%	$886,050
Short Note	229	0.2%	377	0.1%	$555,119,787	0.6%	$1,472,466
Long Variable	179	0.2%	610	0.2%	$537,426,116	0.6%	$881,026
Short Variable	1,326	1.4%	2,623	0.9%	$15,596,690,444	17.2%	$5,946,127
CP	698	0.7%	909	0.3%	$16,618,789,000	18.3%	$18,282,496
Other	71	0.1%	172	0.1%	$454,319,462	0.5%	$2,641,392
Total	96,348	100%	281,062	100%	90,685,858,853	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	77,627	97.2%	135,385	97.1%	$27,263,670,863	59.0%	$201,379
Long Note	566	0.7%	681	0.5%	$887,572,944	1.9%	$1,303,338
Short Note	32	0.0%	41	0.0%	$230,328,630	0.5%	$5,617,771
Long Variable	166	0.2%	360	0.3%	$234,071,179	0.5%	$650,198
Short Variable	1,339	1.7%	2,716	1.9%	$14,856,356,552	32.1%	$5,469,940
CP	116	0.1%	147	0.1%	$2,621,664,000	5.7%	$17,834,449
Other	31	0.0%	42	0.0%	$124,744,815	0.3%	$2,970,115
Total	79,877	100%	139,372	100%	46,218,408,983	100%