CUSIPs, Trades and Par Value by Security Type
October 2015
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	106,320	96.2%	733,073	98.1%	$143,074,511,963	76.0%	$195,171
Long Note	1,633	1.5%	4,560	0.6%	$3,633,760,908	1.9%	$796,877
Short Note	345	0.3%	670	0.1%	$1,841,971,806	1.0%	$2,749,212
Long Variable	183	0.2%	1,232	0.2%	$2,218,236,222	1.2%	$1,800,516
Short Variable	1,332	1.2%	6,688	0.9%	$19,732,525,641	10.5%	$2,950,437
CP	628	0.6%	923	0.1%	$17,292,122,000	9.2%	$18,734,693
Other	105	0.1%	336	0.0%	$371,727,681	0.2%	$1,106,332
Total	110,546	100%	747,482	100%	$188,164,856,221	100%	$251,732
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	72,689	98.5%	283,466	99.1%	$45,823,790,850	94.8%	$161,655
Long Note	624	0.8%	1,083	0.4%	$568,313,456	1.2%	$524,759
Short Note	93	0.1%	150	0.1%	$292,065,000	0.6%	$1,947,100
Long Variable	100	0.1%	293	0.1%	$103,041,600	0.2%	$351,678
Short Variable	293	0.4%	1,106	0.4%	$1,466,961,795	3.0%	$1,326,367
CP	6	0.0%	6	0.0%	$102,015,000	0.2%	$17,002,500
Other	20	0.0%	59	0.0%	$3,845,000	0.0%	$65,169
Total	73,825	100%	286,163	100%	$48,360,032,701	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	105,603	96.2%	449,607	97.5%	$97,250,721,113	69.6%	$216,302
Long Note	1,603	1.5%	3,477	0.8%	$3,065,447,452	2.2%	$881,636
Short Note	342	0.3%	520	0.1%	$1,549,906,806	1.1%	$2,980,590
Long Variable	182	0.2%	939	0.2%	$2,115,194,622	1.5%	$2,252,603
Short Variable	1,320	1.2%	5,582	1.2%	$18,265,563,846	13.1%	$3,272,226
CP	626	0.6%	917	0.2%	$17,190,107,000	12.3%	$18,746,027
Other	105	0.1%	277	0.1%	$367,882,681	0.3%	$1,328,096
Total	109,781	100%	461,319	100%	$139,804,823,520	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	94,563	96.1%	304,174	97.5%	$64,347,576,278	66.9%	$211,549
Long Note	1,542	1.6%	2,858	0.9%	$2,559,481,207	2.7%	$895,550
Short Note	338	0.3%	486	0.2%	$1,482,826,806	1.5%	$3,051,084
Long Variable	171	0.2%	591	0.2%	$1,924,045,650	2.0%	$3,255,576
Short Variable	1,104	1.1%	2,860	0.9%	$11,044,160,298	11.5%	$3,861,595
CP	623	0.6%	783	0.3%	$14,557,911,000	15.1%	$18,592,479
Other	85	0.1%	192	0.1%	$271,917,059	0.3%	$1,416,235
Total	98,426	100%	311,944	100%	96,187,918,298	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	80,623	97.6%	145,433	97.4%	$32,903,144,835	75.4%	$226,243
Long Note	520	0.6%	619	0.4%	$505,966,245	1.2%	$817,393
Short Note	32	0.0%	34	0.0%	$67,080,000	0.2%	$1,972,941
Long Variable	150	0.2%	348	0.2%	$191,148,972	0.4%	$549,279
Short Variable	1,097	1.3%	2,722	1.8%	$7,221,403,548	16.6%	$2,652,977
CP	114	0.1%	134	0.1%	$2,632,196,000	6.0%	$19,643,254
Other	52	0.1%	85	0.1%	$95,965,622	0.2%	$1,129,007
Total	82,588	100%	149,375	100%	43,616,905,222	100%