CUSIPs, Trades and Par Value by Security Type
April 2018
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	130,745	95.9%	843,970	94.6%	$154,403,878,038	55.7%	$182,949
Long Note	2,030	1.5%	11,553	1.3%	$6,205,401,864	2.2%	$537,125
Short Note	212	0.2%	912	0.1%	$603,095,737	0.2%	$661,289
Long Variable	328	0.2%	3,020	0.3%	$3,635,445,000	1.3%	$1,203,790
Short Variable	2,405	1.8%	31,396	3.5%	$101,709,045,878	36.7%	$3,239,554
CP	472	0.3%	919	0.1%	$10,252,622,000	3.7%	$11,156,281
Other	125	0.1%	583	0.1%	$598,174,014	0.2%	$1,026,027
Total	136,317	100%	892,353	100%	$277,407,662,531	100%	$310,872
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	94,988	97.6%	335,473	97.7%	$41,579,896,360	90.8%	$123,944
Long Note	1,228	1.3%	3,594	1.0%	$1,401,336,800	3.1%	$389,910
Short Note	104	0.1%	250	0.1%	$74,045,747	0.2%	$296,183
Long Variable	184	0.2%	694	0.2%	$308,005,000	0.7%	$443,811
Short Variable	699	0.7%	3,078	0.9%	$2,080,418,650	4.5%	$675,899
CP	41	0.0%	102	0.0%	$227,741,000	0.5%	$2,232,755
Other	68	0.1%	182	0.1%	$97,631,000	0.2%	$536,434
Total	97,312	100%	343,373	100%	$45,769,074,557	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	129,844	95.9%	508,497	92.6%	$112,823,981,678	48.7%	$221,877
Long Note	2,021	1.5%	7,959	1.4%	$4,804,065,064	2.1%	$603,602
Short Note	211	0.2%	662	0.1%	$529,049,990	0.2%	$799,169
Long Variable	327	0.2%	2,326	0.4%	$3,327,440,000	1.4%	$1,430,542
Short Variable	2,401	1.8%	28,318	5.2%	$99,628,627,228	43.0%	$3,518,208
CP	472	0.3%	817	0.1%	$10,024,881,000	4.3%	$12,270,356
Other	123	0.1%	401	0.1%	$500,543,014	0.2%	$1,248,237
Total	135,399	100%	548,980	100%	$231,638,587,974	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	112,924	95.6%	318,476	93.0%	$69,307,833,974	49.9%	$217,623
Long Note	1,806	1.5%	5,933	1.7%	$3,209,710,064	2.3%	$540,993
Short Note	189	0.2%	483	0.1%	$349,099,990	0.3%	$722,774
Long Variable	297	0.3%	1,596	0.5%	$2,611,305,000	1.9%	$1,636,156
Short Variable	2,290	1.9%	14,778	4.3%	$53,672,374,740	38.6%	$3,631,911
CP	472	0.4%	725	0.2%	$9,451,637,000	6.8%	$13,036,741
Other	112	0.1%	285	0.1%	$343,342,014	0.2%	$1,204,709
Total	118,090	100%	342,276	100%	138,945,302,782	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	102,024	96.4%	190,021	91.9%	$43,516,147,704	46.9%	$229,007
Long Note	1,128	1.1%	2,026	1.0%	$1,594,355,000	1.7%	$786,947
Short Note	89	0.1%	179	0.1%	$179,950,000	0.2%	$1,005,307
Long Variable	274	0.3%	730	0.4%	$716,135,000	0.8%	$981,007
Short Variable	2,145	2.0%	13,540	6.6%	$45,956,252,488	49.6%	$3,394,110
CP	61	0.1%	92	0.0%	$573,244,000	0.6%	$6,230,913
Other	64	0.1%	116	0.1%	$157,201,000	0.2%	$1,355,181
Total	105,785	100%	206,704	100%	92,693,285,192	100%