CUSIPs, Trades and Par Value by Security Type
November 2016
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	110,849	95.6%	793,030	96.5%	$154,569,991,968	61.2%	$194,911
Long Note	1,725	1.5%	7,038	0.9%	$5,038,017,803	2.0%	$715,831
Short Note	375	0.3%	1,165	0.1%	$1,259,226,833	0.5%	$1,080,881
Long Variable	224	0.2%	1,716	0.2%	$1,226,396,523	0.5%	$714,683
Short Variable	2,141	1.8%	17,501	2.1%	$78,190,776,636	31.0%	$4,467,789
CP	492	0.4%	832	0.1%	$11,909,511,000	4.7%	$14,314,316
Other	85	0.1%	237	0.0%	$364,133,933	0.1%	$1,536,430
Total	115,891	100%	821,519	100%	$252,558,054,696	100%	$307,428
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	76,476	97.8%	311,914	98.6%	$38,010,202,316	87.3%	$121,861
Long Note	882	1.1%	1,777	0.6%	$885,047,865	2.0%	$498,057
Short Note	135	0.2%	248	0.1%	$77,913,400	0.2%	$314,167
Long Variable	126	0.2%	491	0.2%	$141,246,522	0.3%	$287,671
Short Variable	503	0.6%	1,781	0.6%	$4,245,040,129	9.7%	$2,383,515
CP	28	0.0%	39	0.0%	$185,333,000	0.4%	$4,752,128
Other	12	0.0%	30	0.0%	$7,053,132	0.0%	$235,104
Total	78,162	100%	316,280	100%	$43,551,836,364	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	110,063	95.6%	481,116	95.2%	$116,559,789,652	55.8%	$242,270
Long Note	1,718	1.5%	5,261	1.0%	$4,152,969,938	2.0%	$789,388
Short Note	374	0.3%	917	0.2%	$1,181,313,433	0.6%	$1,288,237
Long Variable	224	0.2%	1,225	0.2%	$1,085,150,001	0.5%	$885,837
Short Variable	2,141	1.9%	15,720	3.1%	$73,945,736,507	35.4%	$4,703,927
CP	492	0.4%	793	0.2%	$11,724,178,000	5.6%	$14,784,588
Other	85	0.1%	207	0.0%	$357,080,801	0.2%	$1,725,028
Total	115,097	100%	505,239	100%	$209,006,218,332	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	99,444	95.5%	330,102	95.7%	$71,162,995,424	57.9%	$215,579
Long Note	1,671	1.6%	4,311	1.2%	$3,162,694,938	2.6%	$733,634
Short Note	367	0.4%	811	0.2%	$949,643,433	0.8%	$1,170,954
Long Variable	212	0.2%	754	0.2%	$691,204,174	0.6%	$916,716
Short Variable	1,860	1.8%	8,132	2.4%	$36,801,693,985	29.9%	$4,525,540
CP	489	0.5%	681	0.2%	$9,985,874,000	8.1%	$14,663,545
Other	74	0.1%	162	0.0%	$250,728,782	0.2%	$1,547,709
Total	104,117	100%	344,953	100%	123,004,834,736	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	83,285	96.5%	151,014	94.2%	$45,396,794,228	52.8%	$300,613
Long Note	699	0.8%	950	0.6%	$990,275,000	1.2%	$1,042,395
Short Note	72	0.1%	106	0.1%	$231,670,000	0.3%	$2,185,566
Long Variable	183	0.2%	471	0.3%	$393,945,827	0.5%	$836,403
Short Variable	1,928	2.2%	7,588	4.7%	$37,144,042,522	43.2%	$4,895,103
CP	91	0.1%	112	0.1%	$1,738,304,000	2.0%	$15,520,571
Other	35	0.0%	45	0.0%	$106,352,019	0.1%	$2,363,378
Total	86,293	100%	160,286	100%	86,001,383,596	100%