CUSIPs, Trades and Par Value by Security Type
November 2015
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	98,503	96.1%	662,925	98.0%	$113,018,320,175	73.0%	$170,484
Long Note	1,527	1.5%	4,657	0.7%	$3,140,231,678	2.0%	$674,304
Short Note	289	0.3%	601	0.1%	$833,729,657	0.5%	$1,387,237
Long Variable	201	0.2%	1,375	0.2%	$1,935,488,098	1.2%	$1,407,628
Short Variable	1,332	1.3%	5,541	0.8%	$19,990,861,867	12.9%	$3,607,808
CP	579	0.6%	831	0.1%	$15,449,595,000	10.0%	$18,591,570
Other	103	0.1%	290	0.0%	$495,708,818	0.3%	$1,709,341
Total	102,534	100%	676,220	100%	$154,863,935,293	100%	$229,014
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	67,791	98.4%	256,891	99.0%	$38,344,841,050	95.2%	$149,265
Long Note	590	0.9%	1,171	0.5%	$558,764,612	1.4%	$477,169
Short Note	85	0.1%	132	0.1%	$88,134,800	0.2%	$667,688
Long Variable	102	0.1%	287	0.1%	$108,823,444	0.3%	$379,176
Short Variable	271	0.4%	895	0.3%	$1,132,861,095	2.8%	$1,265,767
CP	4	0.0%	5	0.0%	$29,745,000	0.1%	$5,949,000
Other	36	0.1%	88	0.0%	$12,608,752	0.0%	$143,281
Total	68,879	100%	259,469	100%	$40,275,778,753	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	97,787	96.1%	406,034	97.4%	$74,673,479,125	65.2%	$183,909
Long Note	1,515	1.5%	3,486	0.8%	$2,581,467,066	2.3%	$740,524
Short Note	286	0.3%	469	0.1%	$745,594,857	0.7%	$1,589,754
Long Variable	201	0.2%	1,088	0.3%	$1,826,664,654	1.6%	$1,678,920
Short Variable	1,319	1.3%	4,646	1.1%	$18,858,000,772	16.5%	$4,058,976
CP	579	0.6%	826	0.2%	$15,419,850,000	13.5%	$18,668,099
Other	89	0.1%	202	0.0%	$483,100,066	0.4%	$2,391,584
Total	101,776	100%	416,751	100%	$114,588,156,540	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	86,719	95.9%	277,791	97.4%	$48,323,952,908	62.0%	$173,958
Long Note	1,453	1.6%	2,897	1.0%	$2,072,096,566	2.7%	$715,256
Short Note	282	0.3%	436	0.2%	$639,704,857	0.8%	$1,467,213
Long Variable	190	0.2%	708	0.2%	$1,507,162,746	1.9%	$2,128,761
Short Variable	1,162	1.3%	2,605	0.9%	$11,726,524,588	15.0%	$4,501,545
CP	576	0.6%	721	0.3%	$13,346,454,000	17.1%	$18,511,032
Other	71	0.1%	129	0.0%	$380,808,545	0.5%	$2,952,004
Total	90,453	100%	285,287	100%	77,996,704,210	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	73,655	97.5%	128,243	97.5%	$26,349,526,217	72.0%	$205,466
Long Note	503	0.7%	589	0.4%	$509,370,500	1.4%	$864,806
Short Note	29	0.0%	33	0.0%	$105,890,000	0.3%	$3,208,788
Long Variable	162	0.2%	380	0.3%	$319,501,908	0.9%	$840,794
Short Variable	1,021	1.4%	2,041	1.6%	$7,131,476,184	19.5%	$3,494,109
CP	82	0.1%	105	0.1%	$2,073,396,000	5.7%	$19,746,629
Other	56	0.1%	73	0.1%	$102,291,521	0.3%	$1,401,254
Total	75,508	100%	131,464	100%	36,591,452,330	100%