CUSIPs, Trades and Par Value by Security Type
October 2016
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	106,865	95.1%	706,105	95.4%	$149,486,444,998	55.5%	$211,706
Long Note	1,917	1.7%	8,550	1.2%	$5,996,780,155	2.2%	$701,378
Short Note	408	0.4%	1,570	0.2%	$1,504,243,887	0.6%	$958,117
Long Variable	192	0.2%	2,150	0.3%	$1,484,556,088	0.6%	$690,491
Short Variable	2,376	2.1%	20,563	2.8%	$95,249,657,275	35.3%	$4,632,090
CP	527	0.5%	1,128	0.2%	$14,614,097,000	5.4%	$12,955,760
Other	102	0.1%	299	0.0%	$1,139,215,535	0.4%	$3,810,085
Total	112,387	100%	740,365	100%	$269,474,994,938	100%	$363,976
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	73,071	97.6%	278,270	98.0%	$37,370,311,764	79.5%	$134,295
Long Note	937	1.3%	2,057	0.7%	$1,034,179,735	2.2%	$502,761
Short Note	188	0.3%	341	0.1%	$175,330,000	0.4%	$514,164
Long Variable	105	0.1%	550	0.2%	$174,871,305	0.4%	$317,948
Short Variable	533	0.7%	2,492	0.9%	$7,981,370,000	17.0%	$3,202,797
CP	29	0.0%	54	0.0%	$241,782,000	0.5%	$4,477,444
Other	20	0.0%	45	0.0%	$26,408,654	0.1%	$586,859
Total	74,883	100%	283,809	100%	$47,004,253,458	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	105,763	95.1%	427,835	93.7%	$112,116,133,234	50.4%	$262,055
Long Note	1,907	1.7%	6,493	1.4%	$4,962,600,420	2.2%	$764,300
Short Note	403	0.4%	1,229	0.3%	$1,328,913,887	0.6%	$1,081,297
Long Variable	192	0.2%	1,600	0.4%	$1,309,684,783	0.6%	$818,553
Short Variable	2,375	2.1%	18,071	4.0%	$87,268,287,275	39.2%	$4,829,190
CP	527	0.5%	1,074	0.2%	$14,372,315,000	6.5%	$13,382,044
Other	100	0.1%	254	0.1%	$1,112,806,881	0.5%	$4,381,129
Total	111,267	100%	456,556	100%	$222,470,741,480	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	91,979	94.6%	289,618	93.5%	$80,056,184,476	54.3%	$276,420
Long Note	1,809	1.9%	5,605	1.8%	$3,845,393,621	2.6%	$686,065
Short Note	392	0.4%	1,139	0.4%	$1,150,458,887	0.8%	$1,010,060
Long Variable	172	0.2%	1,153	0.4%	$991,574,000	0.7%	$859,995
Short Variable	2,283	2.3%	11,291	3.6%	$48,460,944,400	32.9%	$4,291,998
CP	525	0.5%	921	0.3%	$12,185,654,000	8.3%	$13,230,895
Other	92	0.1%	184	0.1%	$777,131,485	0.5%	$4,223,541
Total	97,252	100%	309,911	100%	147,467,340,869	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	77,859	96.5%	138,217	94.3%	$32,059,948,758	42.7%	$231,954
Long Note	656	0.8%	888	0.6%	$1,117,206,799	1.5%	$1,258,116
Short Note	61	0.1%	90	0.1%	$178,455,000	0.2%	$1,982,833
Long Variable	160	0.2%	447	0.3%	$318,110,783	0.4%	$711,657
Short Variable	1,806	2.2%	6,780	4.6%	$38,807,342,875	51.7%	$5,723,797
CP	129	0.2%	153	0.1%	$2,186,661,000	2.9%	$14,291,902
Other	48	0.1%	70	0.0%	$335,675,396	0.4%	$4,795,363
Total	80,719	100%	146,645	100%	75,003,400,611	100%