CUSIPs, Trades and Par Value by Security Type
February 2017
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	110,084	96.0%	797,651	96.6%	$143,596,336,600	63.2%	$180,024
Long Note	1,452	1.3%	6,560	0.8%	$2,855,030,730	1.3%	$435,218
Short Note	219	0.2%	1,903	0.2%	$2,099,226,377	0.9%	$1,103,114
Long Variable	242	0.2%	1,989	0.2%	$2,363,952,131	1.0%	$1,188,513
Short Variable	2,064	1.8%	16,088	1.9%	$63,320,285,388	27.9%	$3,935,871
CP	549	0.5%	981	0.1%	$12,790,464,000	5.6%	$13,038,190
Other	85	0.1%	337	0.0%	$297,338,820	0.1%	$882,311
Total	114,695	100%	825,509	100%	$227,322,634,046	100%	$275,373
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	79,202	98.1%	317,659	98.6%	$39,120,733,254	93.6%	$123,153
Long Note	790	1.0%	1,755	0.5%	$558,771,896	1.3%	$318,389
Short Note	87	0.1%	594	0.2%	$537,738,340	1.3%	$905,283
Long Variable	151	0.2%	510	0.2%	$238,070,000	0.6%	$466,804
Short Variable	446	0.6%	1,558	0.5%	$1,125,097,296	2.7%	$722,142
CP	29	0.0%	51	0.0%	$205,148,000	0.5%	$4,022,510
Other	47	0.1%	186	0.1%	$25,902,072	0.1%	$139,258
Total	80,752	100%	322,313	100%	$41,811,460,858	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	109,587	96.0%	479,992	95.4%	$104,475,603,346	56.3%	$217,661
Long Note	1,448	1.3%	4,805	1.0%	$2,296,258,834	1.2%	$477,889
Short Note	215	0.2%	1,309	0.3%	$1,561,488,037	0.8%	$1,192,886
Long Variable	242	0.2%	1,479	0.3%	$2,125,882,131	1.1%	$1,437,378
Short Variable	2,061	1.8%	14,530	2.9%	$62,195,188,092	33.5%	$4,280,467
CP	549	0.5%	930	0.2%	$12,585,316,000	6.8%	$13,532,598
Other	60	0.1%	151	0.0%	$271,436,748	0.1%	$1,797,594
Total	114,162	100%	503,196	100%	$185,511,173,188	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	99,274	95.8%	321,304	95.5%	$62,405,122,782	55.6%	$194,225
Long Note	1,366	1.3%	3,907	1.2%	$1,844,260,391	1.6%	$472,040
Short Note	204	0.2%	1,226	0.4%	$1,398,583,037	1.2%	$1,140,769
Long Variable	229	0.2%	971	0.3%	$1,646,779,609	1.5%	$1,695,963
Short Variable	1,918	1.9%	7,926	2.4%	$32,991,053,296	29.4%	$4,162,384
CP	549	0.5%	861	0.3%	$11,717,831,000	10.4%	$13,609,560
Other	53	0.1%	105	0.0%	$242,851,536	0.2%	$2,312,872
Total	103,593	100%	336,300	100%	112,246,481,651	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	87,875	97.0%	158,688	95.1%	$42,070,480,564	57.4%	$265,114
Long Note	667	0.7%	898	0.5%	$451,998,443	0.6%	$503,339
Short Note	49	0.1%	83	0.0%	$162,905,000	0.2%	$1,962,711
Long Variable	202	0.2%	508	0.3%	$479,102,522	0.7%	$943,115
Short Variable	1,748	1.9%	6,604	4.0%	$29,204,134,796	39.9%	$4,422,189
CP	60	0.1%	69	0.0%	$867,485,000	1.2%	$12,572,246
Other	33	0.0%	46	0.0%	$28,585,212	0.0%	$621,418
Total	90,634	100%	166,896	100%	73,264,691,537	100%