CUSIPs, Trades and Par Value by Security Type
May 2016
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	112,241	95.4%	747,407	96.9%	$150,936,629,251	57.0%	$201,947
Long Note	1,889	1.6%	6,379	0.8%	$5,329,213,978	2.0%	$835,431
Short Note	408	0.3%	1,001	0.1%	$1,436,971,974	0.5%	$1,435,536
Long Variable	226	0.2%	2,246	0.3%	$2,532,188,515	1.0%	$1,127,421
Short Variable	2,076	1.8%	12,442	1.6%	$82,777,066,047	31.3%	$6,653,035
CP	706	0.6%	1,176	0.2%	$20,386,825,000	7.7%	$17,335,736
Other	80	0.1%	294	0.0%	$1,474,035,679	0.6%	$5,013,727
Total	117,626	100%	770,945	100%	$264,872,930,444	100%	$343,569
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	77,959	98.2%	305,747	98.7%	$44,500,464,114	87.4%	$145,547
Long Note	767	1.0%	1,687	0.5%	$663,443,430	1.3%	$393,268
Short Note	130	0.2%	210	0.1%	$58,918,900	0.1%	$280,566
Long Variable	108	0.1%	415	0.1%	$309,136,200	0.6%	$744,907
Short Variable	361	0.5%	1,614	0.5%	$5,276,786,395	10.4%	$3,269,384
CP	10	0.0%	24	0.0%	$108,755,000	0.2%	$4,531,458
Other	18	0.0%	59	0.0%	$3,924,248	0.0%	$66,513
Total	79,353	100%	309,756	100%	$50,921,428,287	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	111,134	95.4%	441,660	95.8%	$106,436,165,137	49.7%	$240,991
Long Note	1,884	1.6%	4,692	1.0%	$4,665,770,548	2.2%	$994,410
Short Note	407	0.3%	791	0.2%	$1,378,053,074	0.6%	$1,742,166
Long Variable	226	0.2%	1,831	0.4%	$2,223,052,315	1.0%	$1,214,119
Short Variable	2,071	1.8%	10,828	2.3%	$77,500,279,652	36.2%	$7,157,396
CP	706	0.6%	1,152	0.2%	$20,278,070,000	9.5%	$17,602,491
Other	79	0.1%	235	0.1%	$1,470,111,431	0.7%	$6,255,793
Total	116,507	100%	461,189	100%	$213,951,502,157	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	98,818	95.2%	292,759	95.8%	$70,307,890,965	51.9%	$240,156
Long Note	1,827	1.8%	3,885	1.3%	$3,383,173,548	2.5%	$870,830
Short Note	397	0.4%	713	0.2%	$1,082,918,074	0.8%	$1,518,819
Long Variable	216	0.2%	1,406	0.5%	$1,786,387,319	1.3%	$1,270,546
Short Variable	1,784	1.7%	5,644	1.8%	$41,335,664,237	30.5%	$7,323,824
CP	702	0.7%	964	0.3%	$16,817,984,000	12.4%	$17,446,041
Other	65	0.1%	154	0.1%	$883,262,928	0.7%	$5,735,474
Total	103,809	100%	305,525	100%	135,597,281,071	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	81,204	96.7%	148,901	95.7%	$36,128,274,172	46.1%	$242,633
Long Note	659	0.8%	807	0.5%	$1,282,597,000	1.6%	$1,589,340
Short Note	63	0.1%	78	0.1%	$295,135,000	0.4%	$3,783,782
Long Variable	186	0.2%	425	0.3%	$436,664,996	0.6%	$1,027,447
Short Variable	1,718	2.0%	5,184	3.3%	$36,164,615,415	46.2%	$6,976,199
CP	120	0.1%	188	0.1%	$3,460,086,000	4.4%	$18,404,713
Other	48	0.1%	81	0.1%	$586,848,503	0.7%	$7,245,043
Total	83,998	100%	155,664	100%	78,354,221,086	100%