CUSIPs, Trades and Par Value by Security Type
June 2015
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	118,172	95.6%	876,591	97.6%	$153,458,635,082	61.6%	$175,063
Long Note	2,044	1.7%	6,006	0.7%	$10,158,736,636	4.1%	$1,691,431
Short Note	384	0.3%	775	0.1%	$2,038,877,563	0.8%	$2,630,810
Long Variable	223	0.2%	1,354	0.2%	$1,610,250,264	0.6%	$1,189,254
Short Variable	2,041	1.7%	11,896	1.3%	$65,695,867,023	26.4%	$5,522,517
CP	596	0.5%	855	0.1%	$15,272,505,000	6.1%	$17,862,579
Other	97	0.1%	387	0.0%	$691,974,375	0.3%	$1,788,047
Total	123,557	100%	897,864	100%	$248,926,845,943	100%	$277,243
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	81,522	98.3%	332,635	99.1%	$47,376,271,986	92.2%	$142,427
Long Note	773	0.9%	1,387	0.4%	$714,553,415	1.4%	$515,179
Short Note	100	0.1%	130	0.0%	$97,735,000	0.2%	$751,808
Long Variable	114	0.1%	336	0.1%	$88,635,740	0.2%	$263,797
Short Variable	355	0.4%	1,210	0.4%	$3,092,752,000	6.0%	$2,555,993
CP	6	0.0%	6	0.0%	$23,235,000	0.0%	$3,872,500
Other	23	0.0%	57	0.0%	$17,575,440	0.0%	$308,341
Total	82,893	100%	335,761	100%	$51,410,758,581	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	117,521	95.6%	543,956	96.8%	$106,082,363,096	53.7%	$195,020
Long Note	2,022	1.6%	4,619	0.8%	$9,444,183,221	4.8%	$2,044,638
Short Note	380	0.3%	645	0.1%	$1,941,142,563	1.0%	$3,009,523
Long Variable	223	0.2%	1,018	0.2%	$1,521,614,524	0.8%	$1,494,710
Short Variable	2,037	1.7%	10,686	1.9%	$62,603,115,023	31.7%	$5,858,424
CP	596	0.5%	849	0.2%	$15,249,270,000	7.7%	$17,961,449
Other	96	0.1%	330	0.1%	$674,398,935	0.3%	$2,043,633
Total	122,875	100%	562,103	100%	$197,516,087,362	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	107,216	95.5%	371,996	96.9%	$69,130,444,425	54.2%	$185,837
Long Note	1,964	1.7%	3,985	1.0%	$8,434,733,134	6.6%	$2,116,621
Short Note	376	0.3%	606	0.2%	$1,688,532,563	1.3%	$2,786,357
Long Variable	202	0.2%	615	0.2%	$1,276,692,660	1.0%	$2,075,923
Short Variable	1,831	1.6%	5,793	1.5%	$33,870,752,623	26.6%	$5,846,841
CP	592	0.5%	724	0.2%	$12,716,912,000	10.0%	$17,564,796
Other	86	0.1%	245	0.1%	$418,018,253	0.3%	$1,706,197
Total	112,267	100%	383,964	100%	127,536,085,658	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	88,794	97.3%	171,960	96.5%	$36,951,918,671	52.8%	$214,887
Long Note	518	0.6%	634	0.4%	$1,009,450,087	1.4%	$1,592,193
Short Note	28	0.0%	39	0.0%	$252,610,000	0.4%	$6,477,179
Long Variable	190	0.2%	403	0.2%	$244,921,864	0.3%	$607,747
Short Variable	1,544	1.7%	4,893	2.7%	$28,732,362,400	41.1%	$5,872,136
CP	112	0.1%	125	0.1%	$2,532,358,000	3.6%	$20,258,864
Other	57	0.1%	85	0.0%	$256,380,682	0.4%	$3,016,243
Total	91,243	100%	178,139	100%	69,980,001,704	100%