CUSIPs, Trades and Par Value by Security Type
September 2015
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	105,657	96.3%	729,881	98.0%	$122,137,734,450	71.5%	$167,339
Long Note	1,542	1.4%	4,331	0.6%	$4,996,356,475	2.9%	$1,153,627
Short Note	256	0.2%	571	0.1%	$2,445,260,948	1.4%	$4,282,418
Long Variable	191	0.2%	1,240	0.2%	$697,933,087	0.4%	$562,849
Short Variable	1,395	1.3%	7,319	1.0%	$24,813,463,000	14.5%	$3,390,281
CP	579	0.5%	865	0.1%	$15,222,327,000	8.9%	$17,598,066
Other	83	0.1%	275	0.0%	$547,847,175	0.3%	$1,992,172
Total	109,703	100%	744,482	100%	$170,860,922,135	100%	$229,503
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	72,720	98.6%	280,166	99.1%	$41,470,810,364	94.3%	$148,022
Long Note	543	0.7%	935	0.3%	$533,573,095	1.2%	$570,666
Short Note	61	0.1%	114	0.0%	$63,244,000	0.1%	$554,772
Long Variable	98	0.1%	320	0.1%	$89,168,000	0.2%	$278,650
Short Variable	291	0.4%	1,074	0.4%	$1,790,934,000	4.1%	$1,667,536
CP	4	0.0%	8	0.0%	$16,474,000	0.0%	$2,059,250
Other	17	0.0%	42	0.0%	$4,645,000	0.0%	$110,595
Total	73,734	100%	282,659	100%	$43,968,848,459	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	104,861	96.3%	449,715	97.4%	$80,666,924,086	63.6%	$179,373
Long Note	1,526	1.4%	3,396	0.7%	$4,462,783,380	3.5%	$1,314,129
Short Note	253	0.2%	457	0.1%	$2,382,016,948	1.9%	$5,212,291
Long Variable	191	0.2%	920	0.2%	$608,765,087	0.5%	$661,701
Short Variable	1,391	1.3%	6,245	1.4%	$23,022,529,000	18.1%	$3,686,554
CP	578	0.5%	857	0.2%	$15,205,853,000	12.0%	$17,743,119
Other	83	0.1%	233	0.1%	$543,202,175	0.4%	$2,331,340
Total	108,883	100%	461,823	100%	$126,892,073,676	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	94,086	96.2%	300,520	97.4%	$50,749,420,995	60.8%	$168,872
Long Note	1,459	1.5%	2,708	0.9%	$3,610,604,566	4.3%	$1,333,310
Short Note	249	0.3%	428	0.1%	$2,349,416,948	2.8%	$5,489,292
Long Variable	180	0.2%	569	0.2%	$346,693,000	0.4%	$609,302
Short Variable	1,221	1.2%	3,284	1.1%	$12,712,263,000	15.2%	$3,870,969
CP	574	0.6%	752	0.2%	$13,188,490,000	15.8%	$17,537,886
Other	72	0.1%	176	0.1%	$475,058,653	0.6%	$2,699,197
Total	97,841	100%	308,437	100%	83,431,947,162	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	81,848	97.5%	149,195	97.3%	$29,917,503,091	68.8%	$200,526
Long Note	575	0.7%	688	0.4%	$852,178,814	2.0%	$1,238,632
Short Note	25	0.0%	29	0.0%	$32,600,000	0.1%	$1,124,138
Long Variable	164	0.2%	351	0.2%	$262,072,087	0.6%	$746,644
Short Variable	1,193	1.4%	2,961	1.9%	$10,310,266,000	23.7%	$3,482,022
CP	88	0.1%	105	0.1%	$2,017,363,000	4.6%	$19,212,981
Other	30	0.0%	57	0.0%	$68,143,522	0.2%	$1,195,500
Total	83,923	100%	153,386	100%	43,460,126,514	100%