CUSIPs, Trades and Par Value by Security Type
August 2018
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	128,048	95.9%	826,715	94.8%	$154,531,009,402	54.3%	$186,922
Long Note	1,813	1.4%	12,892	1.5%	$10,608,762,829	3.7%	$822,895
Short Note	178	0.1%	1,118	0.1%	$1,614,281,690	0.6%	$1,443,901
Long Variable	335	0.3%	2,628	0.3%	$4,045,718,000	1.4%	$1,539,467
Short Variable	2,376	1.8%	26,975	3.1%	$95,932,753,232	33.7%	$3,556,358
CP	681	0.5%	1,615	0.2%	$17,267,860,000	6.1%	$10,692,173
Other	35	0.0%	187	0.0%	$598,877,048	0.2%	$3,202,551
Total	133,466	100%	872,130	100%	$284,599,262,201	100%	$326,327
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	94,187	97.9%	330,113	98.0%	$41,869,213,632	89.1%	$126,833
Long Note	1,016	1.1%	3,163	0.9%	$2,059,913,674	4.4%	$651,253
Short Note	81	0.1%	234	0.1%	$176,688,000	0.4%	$755,077
Long Variable	209	0.2%	647	0.2%	$555,040,000	1.2%	$857,867
Short Variable	645	0.7%	2,488	0.7%	$1,785,504,610	3.8%	$717,647
CP	66	0.1%	160	0.0%	$467,167,000	1.0%	$2,919,794
Other	7	0.0%	27	0.0%	$57,980,000	0.1%	$2,147,407
Total	96,211	100%	336,832	100%	$46,971,506,916	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	126,886	95.9%	496,602	92.8%	$112,661,795,770	47.4%	$226,865
Long Note	1,796	1.4%	9,729	1.8%	$8,548,849,155	3.6%	$878,698
Short Note	176	0.1%	884	0.2%	$1,437,593,690	0.6%	$1,626,237
Long Variable	334	0.3%	1,981	0.4%	$3,490,678,000	1.5%	$1,762,079
Short Variable	2,374	1.8%	24,487	4.6%	$94,147,248,622	39.6%	$3,844,785
CP	681	0.5%	1,455	0.3%	$16,800,693,000	7.1%	$11,546,868
Other	35	0.0%	160	0.0%	$540,897,048	0.2%	$3,380,607
Total	132,282	100%	535,298	100%	$237,627,755,285	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	110,370	95.6%	321,445	92.7%	$70,964,155,887	47.1%	$220,766
Long Note	1,634	1.4%	8,431	2.4%	$7,190,214,015	4.8%	$852,831
Short Note	164	0.1%	837	0.2%	$1,327,178,690	0.9%	$1,585,638
Long Variable	313	0.3%	1,321	0.4%	$2,921,119,000	1.9%	$2,211,294
Short Variable	2,240	1.9%	13,237	3.8%	$52,392,685,453	34.8%	$3,958,048
CP	680	0.6%	1,330	0.4%	$15,325,719,000	10.2%	$11,523,097
Other	30	0.0%	121	0.0%	$419,852,048	0.3%	$3,469,852
Total	115,431	100%	346,722	100%	150,540,924,093	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	97,256	96.7%	175,157	92.9%	$41,697,639,883	47.9%	$238,059
Long Note	822	0.8%	1,298	0.7%	$1,358,635,140	1.6%	$1,046,714
Short Note	34	0.0%	47	0.0%	$110,415,000	0.1%	$2,349,255
Long Variable	285	0.3%	660	0.3%	$569,559,000	0.7%	$862,968
Short Variable	2,125	2.1%	11,250	6.0%	$41,754,563,169	47.9%	$3,711,517
CP	83	0.1%	125	0.1%	$1,474,974,000	1.7%	$11,799,792
Other	15	0.0%	39	0.0%	$121,045,000	0.1%	$3,103,718
Total	100,620	100%	188,576	100%	87,086,831,192	100%