CUSIPs, Trades and Par Value by Security Type
June 2016
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	119,246	95.2%	770,432	96.4%	$173,426,219,264	57.5%	$225,103
Long Note	2,240	1.8%	8,531	1.1%	$14,803,380,068	4.9%	$1,735,246
Short Note	447	0.4%	1,856	0.2%	$3,016,475,566	1.0%	$1,625,256
Long Variable	208	0.2%	2,787	0.3%	$2,714,525,561	0.9%	$973,996
Short Variable	2,248	1.8%	13,842	1.7%	$85,176,768,092	28.3%	$6,153,502
CP	764	0.6%	1,255	0.2%	$21,152,680,000	7.0%	$16,854,725
Other	92	0.1%	314	0.0%	$1,212,270,733	0.4%	$3,860,735
Total	125,245	100%	799,017	100%	$301,502,319,284	100%	$377,342
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	82,353	98.1%	312,439	98.4%	$53,281,308,477	85.9%	$170,533
Long Note	905	1.1%	2,174	0.7%	$1,653,400,215	2.7%	$760,534
Short Note	152	0.2%	483	0.2%	$374,975,000	0.6%	$776,346
Long Variable	107	0.1%	553	0.2%	$348,428,200	0.6%	$630,069
Short Variable	401	0.5%	1,665	0.5%	$6,085,390,036	9.8%	$3,654,889
CP	25	0.0%	39	0.0%	$280,080,000	0.5%	$7,181,538
Other	17	0.0%	33	0.0%	$9,405,000	0.0%	$285,000
Total	83,960	100%	317,386	100%	$62,032,986,928	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	117,839	95.2%	457,993	95.1%	$120,144,910,787	50.2%	$262,329
Long Note	2,229	1.8%	6,357	1.3%	$13,149,979,853	5.5%	$2,068,583
Short Note	447	0.4%	1,373	0.3%	$2,641,500,566	1.1%	$1,923,890
Long Variable	208	0.2%	2,234	0.5%	$2,366,097,361	1.0%	$1,059,130
Short Variable	2,246	1.8%	12,177	2.5%	$79,091,378,056	33.0%	$6,495,145
CP	763	0.6%	1,216	0.3%	$20,872,600,000	8.7%	$17,164,967
Other	92	0.1%	281	0.1%	$1,202,865,733	0.5%	$4,280,661
Total	123,824	100%	481,631	100%	$239,469,332,356	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	104,054	94.9%	299,984	94.9%	$80,057,170,794	52.0%	$266,871
Long Note	2,138	1.9%	5,459	1.7%	$9,940,675,311	6.5%	$1,820,970
Short Note	439	0.4%	1,307	0.4%	$2,255,831,936	1.5%	$1,725,962
Long Variable	195	0.2%	1,808	0.6%	$1,874,786,600	1.2%	$1,036,939
Short Variable	1,992	1.8%	6,415	2.0%	$41,426,939,296	26.9%	$6,457,824
CP	762	0.7%	1,019	0.3%	$17,583,311,000	11.4%	$17,255,457
Other	81	0.1%	220	0.1%	$793,320,978	0.5%	$3,606,004
Total	109,661	100%	316,212	100%	153,932,035,915	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	86,618	96.7%	158,009	95.5%	$40,087,739,993	46.9%	$253,705
Long Note	694	0.8%	898	0.5%	$3,209,304,542	3.8%	$3,573,836
Short Note	57	0.1%	66	0.0%	$385,668,630	0.5%	$5,843,464
Long Variable	169	0.2%	426	0.3%	$491,310,761	0.6%	$1,153,312
Short Variable	1,886	2.1%	5,762	3.5%	$37,664,438,760	44.0%	$6,536,695
CP	122	0.1%	197	0.1%	$3,289,289,000	3.8%	$16,696,898
Other	40	0.0%	61	0.0%	$409,544,755	0.5%	$6,713,848
Total	89,586	100%	165,419	100%	85,537,296,441	100%