CUSIPs, Trades and Par Value by Security Type
August 2019
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	123,410	95.8%	631,097	94.6%	$147,362,696,779	57.2%	$233,502
Long Note	2,008	1.6%	8,355	1.3%	$16,588,045,923	6.4%	$1,985,403
Short Note	293	0.2%	899	0.1%	$1,510,587,819	0.6%	$1,680,298
Long Variable	321	0.2%	2,058	0.3%	$3,868,946,405	1.5%	$1,879,955
Short Variable	2,197	1.7%	22,848	3.4%	$71,809,481,817	27.9%	$3,142,922
CP	579	0.4%	1,770	0.3%	$15,830,619,000	6.1%	$8,943,853
Other	70	0.1%	171	0.0%	$595,879,392	0.2%	$3,484,675
Total	128,878	100%	667,198	100%	$257,566,257,135	100%	$386,042
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	85,517	97.8%	256,344	97.8%	$39,715,764,287	88.6%	$154,932
Long Note	827	0.9%	2,021	0.8%	$2,032,536,626	4.5%	$1,005,708
Short Note	99	0.1%	172	0.1%	$116,139,200	0.3%	$675,228
Long Variable	148	0.2%	428	0.2%	$199,523,000	0.4%	$466,175
Short Variable	738	0.8%	2,969	1.1%	$1,772,863,394	4.0%	$597,125
CP	94	0.1%	167	0.1%	$973,441,000	2.2%	$5,828,988
Other	8	0.0%	17	0.0%	$37,100,000	0.1%	$2,182,353
Total	87,431	100%	262,118	100%	$44,847,367,507	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	120,658	95.7%	374,753	92.5%	$107,646,932,492	50.6%	$287,248
Long Note	1,994	1.6%	6,334	1.6%	$14,555,509,297	6.8%	$2,297,996
Short Note	293	0.2%	727	0.2%	$1,394,448,619	0.7%	$1,918,086
Long Variable	320	0.3%	1,630	0.4%	$3,669,423,405	1.7%	$2,251,180
Short Variable	2,194	1.7%	19,879	4.9%	$70,036,618,423	32.9%	$3,523,146
CP	579	0.5%	1,603	0.4%	$14,857,178,000	7.0%	$9,268,358
Other	70	0.1%	154	0.0%	$558,779,392	0.3%	$3,628,438
Total	126,108	100%	405,080	100%	$212,718,889,628	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	100,922	95.3%	220,890	92.4%	$69,622,320,445	50.7%	$315,190
Long Note	1,761	1.7%	4,771	2.0%	$12,428,192,797	9.1%	$2,604,945
Short Note	281	0.3%	664	0.3%	$1,188,287,619	0.9%	$1,789,590
Long Variable	296	0.3%	1,036	0.4%	$2,831,990,405	2.1%	$2,733,581
Short Variable	1,980	1.9%	10,175	4.3%	$36,995,050,516	27.0%	$3,635,877
CP	577	0.5%	1,476	0.6%	$13,636,307,000	9.9%	$9,238,690
Other	64	0.1%	139	0.1%	$556,394,392	0.4%	$4,002,837
Total	105,881	100%	239,151	100%	137,258,543,174	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	90,334	96.6%	153,863	92.7%	$38,024,612,047	50.4%	$247,133
Long Note	853	0.9%	1,563	0.9%	$2,127,316,500	2.8%	$1,361,047
Short Note	46	0.0%	63	0.0%	$206,161,000	0.3%	$3,272,397
Long Variable	272	0.3%	594	0.4%	$837,433,000	1.1%	$1,409,820
Short Variable	1,923	2.1%	9,704	5.8%	$33,041,567,907	43.8%	$3,404,943
CP	68	0.1%	127	0.1%	$1,220,871,000	1.6%	$9,613,157
Other	11	0.0%	15	0.0%	$2,385,000	0.0%	$159,000
Total	93,507	100%	165,929	100%	75,460,346,454	100%