CUSIPs, Trades and Par Value by Security Type
March 2016
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	114,436	95.4%	847,822	97.6%	$161,546,123,783	59.4%	$190,543
Long Note	1,789	1.5%	5,727	0.7%	$4,841,952,893	1.8%	$845,461
Short Note	370	0.3%	860	0.1%	$2,197,459,500	0.8%	$2,555,185
Long Variable	210	0.2%	2,168	0.2%	$2,492,665,230	0.9%	$1,149,753
Short Variable	2,294	1.9%	10,753	1.2%	$79,017,974,869	29.0%	$7,348,459
CP	738	0.6%	1,219	0.1%	$21,224,535,000	7.8%	$17,411,432
Other	101	0.1%	310	0.0%	$835,881,961	0.3%	$2,696,393
Total	119,938	100%	868,859	100%	$272,156,593,236	100%	$313,234
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	79,747	98.4%	337,103	98.9%	$53,497,093,845	83.5%	$158,697
Long Note	700	0.9%	1,369	0.4%	$831,472,200	1.3%	$607,357
Short Note	97	0.1%	182	0.1%	$300,815,000	0.5%	$1,652,830
Long Variable	115	0.1%	447	0.1%	$281,166,209	0.4%	$629,007
Short Variable	382	0.5%	1,528	0.4%	$8,946,947,000	14.0%	$5,855,332
CP	17	0.0%	25	0.0%	$225,310,000	0.4%	$9,012,400
Other	24	0.0%	72	0.0%	$9,684,689	0.0%	$134,510
Total	81,082	100%	340,726	100%	$64,092,488,943	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	113,357	95.4%	510,719	96.7%	$108,049,029,938	51.9%	$211,563
Long Note	1,779	1.5%	4,358	0.8%	$4,010,480,693	1.9%	$920,257
Short Note	366	0.3%	678	0.1%	$1,896,644,500	0.9%	$2,797,411
Long Variable	209	0.2%	1,721	0.3%	$2,211,499,021	1.1%	$1,285,008
Short Variable	2,285	1.9%	9,225	1.7%	$70,071,027,869	33.7%	$7,595,775
CP	733	0.6%	1,194	0.2%	$20,999,225,000	10.1%	$17,587,291
Other	97	0.1%	238	0.0%	$826,197,272	0.4%	$3,471,417
Total	118,826	100%	528,133	100%	$208,064,104,293	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	102,100	95.4%	349,893	96.9%	$73,679,050,901	55.0%	$210,576
Long Note	1,687	1.6%	3,479	1.0%	$3,012,143,334	2.3%	$865,807
Short Note	360	0.3%	610	0.2%	$1,390,229,500	1.0%	$2,279,065
Long Variable	196	0.2%	1,328	0.4%	$1,898,979,680	1.4%	$1,429,955
Short Variable	1,909	1.8%	4,511	1.2%	$35,452,348,369	26.5%	$7,859,089
CP	730	0.7%	1,018	0.3%	$17,831,097,000	13.3%	$17,515,812
Other	83	0.1%	145	0.0%	$587,075,136	0.4%	$4,048,794
Total	107,065	100%	360,984	100%	133,850,923,920	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	84,986	96.4%	160,826	96.2%	$34,369,979,037	46.3%	$213,709
Long Note	721	0.8%	879	0.5%	$998,337,359	1.3%	$1,135,765
Short Note	44	0.0%	68	0.0%	$506,415,000	0.7%	$7,447,279
Long Variable	165	0.2%	393	0.2%	$312,519,341	0.4%	$795,215
Short Variable	2,033	2.3%	4,714	2.8%	$34,618,679,500	46.6%	$7,343,801
CP	119	0.1%	176	0.1%	$3,168,128,000	4.3%	$18,000,727
Other	55	0.1%	93	0.1%	$239,122,136	0.3%	$2,571,206
Total	88,123	100%	167,149	100%	74,213,180,373	100%