CUSIPs, Trades and Par Value by Security Type
April 2019
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	128,512	95.9%	750,068	94.2%	$138,756,346,035	51.9%	$184,992
Long Note	2,044	1.5%	10,386	1.3%	$6,400,223,347	2.4%	$616,236
Short Note	217	0.2%	1,014	0.1%	$859,385,374	0.3%	$847,520
Long Variable	365	0.3%	3,099	0.4%	$5,099,054,000	1.9%	$1,645,387
Short Variable	2,418	1.8%	29,967	3.8%	$104,582,189,505	39.1%	$3,489,912
CP	430	0.3%	1,274	0.2%	$11,390,810,000	4.3%	$8,940,981
Other	29	0.0%	107	0.0%	$299,027,000	0.1%	$2,794,645
Total	134,015	100%	795,915	100%	$267,387,035,261	100%	$335,949
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	90,465	97.7%	289,040	97.8%	$39,608,070,379	89.0%	$137,033
Long Note	1,154	1.2%	3,016	1.0%	$982,856,878	2.2%	$325,881
Short Note	96	0.1%	201	0.1%	$91,575,000	0.2%	$455,597
Long Variable	189	0.2%	674	0.2%	$222,490,000	0.5%	$330,104
Short Variable	644	0.7%	2,314	0.8%	$2,970,676,162	6.7%	$1,283,784
CP	62	0.1%	127	0.0%	$624,999,000	1.4%	$4,921,252
Other	10	0.0%	23	0.0%	$14,065,000	0.0%	$611,522
Total	92,620	100%	295,395	100%	$44,514,732,419	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	127,211	95.9%	461,028	92.1%	$99,148,275,656	44.5%	$215,059
Long Note	2,034	1.5%	7,370	1.5%	$5,417,366,469	2.4%	$735,057
Short Note	216	0.2%	813	0.2%	$767,810,374	0.3%	$944,416
Long Variable	364	0.3%	2,425	0.5%	$4,876,564,000	2.2%	$2,010,954
Short Variable	2,414	1.8%	27,653	5.5%	$101,611,513,343	45.6%	$3,674,520
CP	430	0.3%	1,147	0.2%	$10,765,811,000	4.8%	$9,386,060
Other	29	0.0%	84	0.0%	$284,962,000	0.1%	$3,392,405
Total	132,698	100%	500,520	100%	$222,872,302,842	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	109,612	95.6%	282,794	93.0%	$59,716,712,060	45.9%	$211,167
Long Note	1,821	1.6%	5,206	1.7%	$4,500,233,469	3.5%	$864,432
Short Note	196	0.2%	672	0.2%	$541,940,374	0.4%	$806,459
Long Variable	348	0.3%	1,497	0.5%	$3,971,002,000	3.1%	$2,652,640
Short Variable	2,178	1.9%	12,823	4.2%	$51,670,340,277	39.7%	$4,029,505
CP	426	0.4%	1,017	0.3%	$9,413,510,000	7.2%	$9,256,155
Other	21	0.0%	44	0.0%	$178,402,000	0.1%	$4,054,591
Total	114,602	100%	304,053	100%	129,992,140,180	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	99,002	96.2%	178,234	90.7%	$39,431,563,596	42.5%	$221,235
Long Note	1,120	1.1%	2,164	1.1%	$917,133,000	1.0%	$423,814
Short Note	71	0.1%	141	0.1%	$225,870,000	0.2%	$1,601,915
Long Variable	309	0.3%	928	0.5%	$905,562,000	1.0%	$975,821
Short Variable	2,268	2.2%	14,830	7.5%	$49,941,173,066	53.8%	$3,367,577
CP	67	0.1%	130	0.1%	$1,352,301,000	1.5%	$10,402,315
Other	24	0.0%	40	0.0%	$106,560,000	0.1%	$2,664,000
Total	102,861	100%	196,467	100%	92,880,162,662	100%