CUSIPs, Trades and Par Value by Security Type
July 2017
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	106,599	95.7%	734,854	96.3%	$125,878,886,568	58.4%	$171,298
Long Note	1,477	1.3%	6,841	0.9%	$5,088,515,695	2.4%	$743,826
Short Note	200	0.2%	743	0.1%	$812,709,412	0.4%	$1,093,822
Long Variable	221	0.2%	1,586	0.2%	$1,845,357,174	0.9%	$1,163,529
Short Variable	2,254	2.0%	17,470	2.3%	$67,484,419,800	31.3%	$3,862,875
CP	592	0.5%	1,258	0.2%	$13,537,680,000	6.3%	$10,761,272
Other	66	0.1%	214	0.0%	$741,578,091	0.3%	$3,465,318
Total	111,409	100%	762,966	100%	$215,389,146,740	100%	$282,305
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	76,989	98.2%	303,366	98.8%	$38,580,322,455	94.2%	$127,174
Long Note	680	0.9%	1,687	0.5%	$798,899,434	1.9%	$473,562
Short Note	87	0.1%	161	0.1%	$120,860,000	0.3%	$750,683
Long Variable	127	0.2%	342	0.1%	$136,949,000	0.3%	$400,436
Short Variable	433	0.6%	1,522	0.5%	$1,019,388,000	2.5%	$669,769
CP	35	0.0%	66	0.0%	$317,272,000	0.8%	$4,807,152
Other	16	0.0%	31	0.0%	$3,690,000	0.0%	$119,032
Total	78,367	100%	307,175	100%	$40,977,380,889	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	105,784	95.7%	431,488	94.7%	$87,298,564,113	50.1%	$202,320
Long Note	1,475	1.3%	5,154	1.1%	$4,289,616,261	2.5%	$832,289
Short Note	200	0.2%	582	0.1%	$691,849,412	0.4%	$1,188,745
Long Variable	220	0.2%	1,244	0.3%	$1,708,408,174	1.0%	$1,373,318
Short Variable	2,252	2.0%	15,948	3.5%	$66,465,031,800	38.1%	$4,167,609
CP	592	0.5%	1,192	0.3%	$13,220,408,000	7.6%	$11,090,946
Other	66	0.1%	183	0.0%	$737,888,091	0.4%	$4,032,175
Total	110,589	100%	455,791	100%	$174,411,765,851	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	94,778	95.4%	290,945	94.8%	$56,439,472,748	51.3%	$193,987
Long Note	1,404	1.4%	4,352	1.4%	$4,023,279,713	3.7%	$924,467
Short Note	192	0.2%	539	0.2%	$668,934,412	0.6%	$1,241,066
Long Variable	205	0.2%	899	0.3%	$1,375,692,000	1.3%	$1,530,247
Short Variable	2,117	2.1%	8,880	2.9%	$34,946,838,400	31.8%	$3,935,455
CP	591	0.6%	1,091	0.4%	$12,109,867,000	11.0%	$11,099,786
Other	54	0.1%	136	0.0%	$485,163,879	0.4%	$3,567,381
Total	99,341	100%	306,842	100%	110,049,248,152	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	79,147	96.6%	140,543	94.4%	$30,859,091,365	47.9%	$219,570
Long Note	578	0.7%	802	0.5%	$266,336,548	0.4%	$332,090
Short Note	34	0.0%	43	0.0%	$22,915,000	0.0%	$532,907
Long Variable	174	0.2%	345	0.2%	$332,716,174	0.5%	$964,395
Short Variable	1,924	2.3%	7,068	4.7%	$31,518,193,400	49.0%	$4,459,280
CP	81	0.1%	101	0.1%	$1,110,541,000	1.7%	$10,995,455
Other	37	0.0%	47	0.0%	$252,724,212	0.4%	$5,377,111
Total	81,975	100%	148,949	100%	64,362,517,699	100%