CUSIPs, Trades and Par Value by Security Type
June 2017
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	121,794	95.3%	850,119	95.8%	$142,046,883,498	56.3%	$167,091
Long Note	2,144	1.7%	9,946	1.1%	$9,731,577,818	3.9%	$978,441
Short Note	372	0.3%	1,891	0.2%	$1,731,591,278	0.7%	$915,701
Long Variable	254	0.2%	2,064	0.2%	$2,041,222,527	0.8%	$988,964
Short Variable	2,410	1.9%	21,651	2.4%	$80,163,215,460	31.8%	$3,702,518
CP	729	0.6%	1,391	0.2%	$15,826,823,000	6.3%	$11,378,018
Other	75	0.1%	282	0.0%	$671,697,879	0.3%	$2,381,907
Total	127,778	100%	887,344	100%	$252,213,011,460	100%	$284,234
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	86,331	97.9%	338,765	98.4%	$39,605,798,601	91.9%	$116,912
Long Note	1,022	1.2%	2,297	0.7%	$1,392,884,917	3.2%	$606,393
Short Note	134	0.2%	488	0.1%	$319,934,967	0.7%	$655,604
Long Variable	140	0.2%	487	0.1%	$245,522,263	0.6%	$504,152
Short Variable	496	0.6%	2,092	0.6%	$1,212,979,080	2.8%	$579,818
CP	41	0.0%	84	0.0%	$315,429,000	0.7%	$3,755,107
Other	26	0.0%	72	0.0%	$13,815,569	0.0%	$191,883
Total	88,190	100%	344,285	100%	$43,106,364,397	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	120,956	95.3%	511,354	94.2%	$102,441,084,897	49.0%	$200,333
Long Note	2,138	1.7%	7,649	1.4%	$8,338,692,901	4.0%	$1,090,168
Short Note	369	0.3%	1,403	0.3%	$1,411,656,311	0.7%	$1,006,170
Long Variable	254	0.2%	1,577	0.3%	$1,795,700,264	0.9%	$1,138,681
Short Variable	2,409	1.9%	19,559	3.6%	$78,950,236,380	37.8%	$4,036,517
CP	729	0.6%	1,307	0.2%	$15,511,394,000	7.4%	$11,867,937
Other	74	0.1%	210	0.0%	$657,882,310	0.3%	$3,132,773
Total	126,929	100%	543,059	100%	$209,106,647,063	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	108,265	95.0%	333,382	94.2%	$67,556,824,305	50.4%	$202,641
Long Note	2,048	1.8%	6,478	1.8%	$7,415,602,678	5.5%	$1,144,736
Short Note	360	0.3%	1,312	0.4%	$1,286,086,311	1.0%	$980,249
Long Variable	236	0.2%	1,058	0.3%	$1,473,414,218	1.1%	$1,392,641
Short Variable	2,262	2.0%	10,375	2.9%	$41,673,827,190	31.1%	$4,016,754
CP	727	0.6%	1,189	0.3%	$14,223,707,000	10.6%	$11,962,748
Other	60	0.1%	131	0.0%	$524,366,977	0.4%	$4,002,801
Total	113,958	100%	353,925	100%	134,153,828,679	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	93,348	96.5%	177,972	94.1%	$34,884,260,592	46.5%	$196,010
Long Note	814	0.8%	1,171	0.6%	$923,090,223	1.2%	$788,292
Short Note	68	0.1%	91	0.0%	$125,570,000	0.2%	$1,379,890
Long Variable	220	0.2%	519	0.3%	$322,286,046	0.4%	$620,975
Short Variable	2,130	2.2%	9,184	4.9%	$37,276,409,190	49.7%	$4,058,842
CP	93	0.1%	118	0.1%	$1,287,687,000	1.7%	$10,912,602
Other	47	0.0%	79	0.0%	$133,515,333	0.2%	$1,690,068
Total	96,720	100%	189,134	100%	74,952,818,384	100%