CUSIPs, Trades and Par Value by Security Type
January 2017
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	118,718	96.0%	839,824	96.5%	$159,117,420,045	62.5%	$189,465
Long Note	1,464	1.2%	6,746	0.8%	$4,075,396,392	1.6%	$604,120
Short Note	268	0.2%	1,005	0.1%	$1,432,398,569	0.6%	$1,425,272
Long Variable	243	0.2%	3,539	0.4%	$1,447,598,349	0.6%	$409,042
Short Variable	2,270	1.8%	17,600	2.0%	$72,360,824,226	28.4%	$4,111,410
CP	642	0.5%	1,188	0.1%	$15,879,695,000	6.2%	$13,366,747
Other	71	0.1%	245	0.0%	$438,717,723	0.2%	$1,790,685
Total	123,676	100%	870,147	100%	$254,752,050,304	100%	$292,769
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	85,102	98.3%	334,193	98.7%	$44,278,931,009	91.8%	$132,495
Long Note	732	0.8%	1,649	0.5%	$673,901,741	1.4%	$408,673
Short Note	95	0.1%	209	0.1%	$157,340,000	0.3%	$752,823
Long Variable	144	0.2%	589	0.2%	$181,192,522	0.4%	$307,627
Short Variable	475	0.5%	1,865	0.6%	$2,658,152,276	5.5%	$1,425,283
CP	34	0.0%	65	0.0%	$271,074,000	0.6%	$4,170,369
Other	21	0.0%	41	0.0%	$1,647,834	0.0%	$40,191
Total	86,603	100%	338,611	100%	$48,222,239,382	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	118,033	96.0%	505,631	95.1%	$114,838,489,036	55.6%	$227,119
Long Note	1,464	1.2%	5,097	1.0%	$3,401,494,651	1.6%	$667,352
Short Note	266	0.2%	796	0.1%	$1,275,058,569	0.6%	$1,601,832
Long Variable	243	0.2%	2,950	0.6%	$1,266,405,827	0.6%	$429,290
Short Variable	2,268	1.8%	15,735	3.0%	$69,702,671,950	33.7%	$4,429,785
CP	641	0.5%	1,123	0.2%	$15,608,621,000	7.6%	$13,899,039
Other	71	0.1%	204	0.0%	$437,069,889	0.2%	$2,142,499
Total	122,986	100%	531,536	100%	$206,529,810,922	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	107,882	95.9%	337,066	95.3%	$72,695,920,715	56.6%	$215,673
Long Note	1,372	1.2%	4,005	1.1%	$2,526,369,010	2.0%	$630,804
Short Note	255	0.2%	688	0.2%	$1,100,943,569	0.9%	$1,600,209
Long Variable	225	0.2%	2,433	0.7%	$898,820,870	0.7%	$369,429
Short Variable	2,095	1.9%	8,400	2.4%	$36,924,446,975	28.7%	$4,395,767
CP	640	0.6%	1,016	0.3%	$14,121,108,000	11.0%	$13,898,728
Other	53	0.0%	136	0.0%	$231,962,546	0.2%	$1,705,607
Total	112,522	100%	353,744	100%	128,499,571,685	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	92,889	96.9%	168,565	94.8%	$42,142,568,321	54.0%	$250,008
Long Note	788	0.8%	1,092	0.6%	$875,125,641	1.1%	$801,397
Short Note	70	0.1%	108	0.1%	$174,115,000	0.2%	$1,612,176
Long Variable	212	0.2%	517	0.3%	$367,584,957	0.5%	$710,996
Short Variable	1,802	1.9%	7,335	4.1%	$32,778,224,975	42.0%	$4,468,742
CP	74	0.1%	107	0.1%	$1,487,513,000	1.9%	$13,901,991
Other	42	0.0%	68	0.0%	$205,107,343	0.3%	$3,016,284
Total	95,877	100%	177,792	100%	78,030,239,237	100%