CUSIPs, Trades and Par Value by Security Type
July 2016
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	102,080	95.4%	625,314	96.6%	$123,723,714,763	52.8%	$197,859
Long Note	1,631	1.5%	5,514	0.9%	$7,089,604,846	3.0%	$1,285,746
Short Note	301	0.3%	981	0.2%	$980,872,260	0.4%	$999,870
Long Variable	178	0.2%	1,454	0.2%	$2,594,885,057	1.1%	$1,784,653
Short Variable	2,026	1.9%	12,435	1.9%	$80,865,528,955	34.5%	$6,503,058
CP	665	0.6%	1,333	0.2%	$18,671,298,000	8.0%	$14,006,975
Other	101	0.1%	272	0.0%	$283,435,031	0.1%	$1,042,041
Total	106,982	100%	647,303	100%	$234,209,338,912	100%	$361,823
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	70,183	98.1%	253,463	98.6%	$38,043,791,777	81.0%	$150,096
Long Note	695	1.0%	1,275	0.5%	$941,460,565	2.0%	$738,400
Short Note	119	0.2%	234	0.1%	$133,937,100	0.3%	$572,381
Long Variable	111	0.2%	366	0.1%	$430,271,200	0.9%	$1,175,604
Short Variable	379	0.5%	1,651	0.6%	$7,098,110,222	15.1%	$4,299,279
CP	28	0.0%	46	0.0%	$279,455,000	0.6%	$6,075,109
Other	40	0.1%	76	0.0%	$14,499,110	0.0%	$190,778
Total	71,555	100%	257,111	100%	$46,941,524,974	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	101,171	95.4%	371,851	95.3%	$85,679,922,986	45.8%	$230,415
Long Note	1,623	1.5%	4,239	1.1%	$6,148,144,281	3.3%	$1,450,376
Short Note	299	0.3%	747	0.2%	$846,935,160	0.5%	$1,133,782
Long Variable	177	0.2%	1,088	0.3%	$2,164,613,857	1.2%	$1,989,535
Short Variable	2,020	1.9%	10,784	2.8%	$73,767,418,733	39.4%	$6,840,451
CP	665	0.6%	1,287	0.3%	$18,391,843,000	9.8%	$14,290,476
Other	84	0.1%	196	0.1%	$268,935,921	0.1%	$1,372,122
Total	106,039	100%	390,192	100%	$187,267,813,938	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	90,285	95.2%	247,341	95.2%	$56,647,409,036	48.9%	$229,026
Long Note	1,571	1.7%	3,669	1.4%	$5,117,971,353	4.4%	$1,394,923
Short Note	294	0.3%	709	0.3%	$731,635,160	0.6%	$1,031,925
Long Variable	169	0.2%	779	0.3%	$1,467,637,600	1.3%	$1,884,002
Short Variable	1,754	1.8%	6,065	2.3%	$36,107,209,222	31.2%	$5,953,373
CP	665	0.7%	1,113	0.4%	$15,513,952,000	13.4%	$13,938,861
Other	75	0.1%	151	0.1%	$226,898,704	0.2%	$1,502,640
Total	94,813	100%	259,827	100%	115,812,713,075	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	72,210	96.7%	124,510	95.5%	$29,032,513,950	40.6%	$233,174
Long Note	471	0.6%	570	0.4%	$1,030,172,928	1.4%	$1,807,321
Short Note	30	0.0%	38	0.0%	$115,300,000	0.2%	$3,034,211
Long Variable	145	0.2%	309	0.2%	$696,976,257	1.0%	$2,255,587
Short Variable	1,643	2.2%	4,719	3.6%	$37,660,209,511	52.7%	$7,980,549
CP	118	0.2%	174	0.1%	$2,877,891,000	4.0%	$16,539,603
Other	33	0.0%	45	0.0%	$42,037,217	0.1%	$934,160
Total	74,650	100%	130,365	100%	71,455,100,863	100%