CUSIPs, Trades and Par Value by Security Type
May 2017
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	120,781	95.8%	845,105	96.3%	$157,600,746,401	60.4%	$186,487
Long Note	1,865	1.5%	7,576	0.9%	$4,664,282,161	1.8%	$615,666
Short Note	260	0.2%	1,048	0.1%	$1,470,643,322	0.6%	$1,403,286
Long Variable	262	0.2%	2,014	0.2%	$1,977,204,653	0.8%	$981,730
Short Variable	2,197	1.7%	19,866	2.3%	$80,347,335,500	30.8%	$4,044,465
CP	613	0.5%	1,237	0.1%	$14,200,651,000	5.4%	$11,479,912
Other	103	0.1%	335	0.0%	$620,573,982	0.2%	$1,852,460
Total	126,081	100%	877,181	100%	$260,881,437,019	100%	$297,409
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	86,199	98.1%	337,730	98.6%	$45,259,155,976	94.1%	$134,010
Long Note	879	1.0%	1,999	0.6%	$937,291,848	1.9%	$468,880
Short Note	105	0.1%	212	0.1%	$232,091,246	0.5%	$1,094,770
Long Variable	151	0.2%	520	0.2%	$192,784,000	0.4%	$370,738
Short Variable	496	0.6%	1,903	0.6%	$1,131,631,000	2.4%	$594,656
CP	40	0.0%	80	0.0%	$354,268,000	0.7%	$4,428,350
Other	17	0.0%	38	0.0%	$8,875,000	0.0%	$233,553
Total	87,887	100%	342,482	100%	$48,116,097,070	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	120,021	95.8%	507,375	94.9%	$112,341,590,425	52.8%	$221,417
Long Note	1,856	1.5%	5,577	1.0%	$3,726,990,313	1.8%	$668,279
Short Note	257	0.2%	836	0.2%	$1,238,552,076	0.6%	$1,481,522
Long Variable	261	0.2%	1,494	0.3%	$1,784,420,653	0.8%	$1,194,391
Short Variable	2,192	1.7%	17,963	3.4%	$79,215,704,500	37.2%	$4,409,937
CP	612	0.5%	1,157	0.2%	$13,846,383,000	6.5%	$11,967,487
Other	102	0.1%	297	0.1%	$611,698,982	0.3%	$2,059,593
Total	125,301	100%	534,699	100%	$212,765,339,949	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	106,696	95.5%	326,943	95.0%	$71,000,713,218	54.7%	$217,165
Long Note	1,750	1.6%	4,502	1.3%	$2,893,463,532	2.2%	$642,706
Short Note	250	0.2%	745	0.2%	$1,012,937,076	0.8%	$1,359,647
Long Variable	244	0.2%	1,013	0.3%	$1,522,543,696	1.2%	$1,503,005
Short Variable	2,062	1.8%	9,785	2.8%	$40,550,805,500	31.2%	$4,144,180
CP	607	0.5%	1,050	0.3%	$12,366,080,000	9.5%	$11,777,219
Other	89	0.1%	221	0.1%	$448,547,139	0.3%	$2,029,625
Total	111,698	100%	344,259	100%	129,795,090,161	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	94,290	96.9%	180,432	94.7%	$41,340,877,207	49.8%	$229,122
Long Note	792	0.8%	1,075	0.6%	$833,526,781	1.0%	$775,374
Short Note	64	0.1%	91	0.0%	$225,615,000	0.3%	$2,479,286
Long Variable	208	0.2%	481	0.3%	$261,876,957	0.3%	$544,443
Short Variable	1,858	1.9%	8,178	4.3%	$38,664,899,000	46.6%	$4,727,916
CP	93	0.1%	107	0.1%	$1,480,303,000	1.8%	$13,834,607
Other	41	0.0%	76	0.0%	$163,151,843	0.2%	$2,146,735
Total	97,346	100%	190,440	100%	82,970,249,788	100%