CUSIPs, Trades and Par Value by Security Type
December 2017
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	123,910	95.4%	808,926	94.6%	$189,742,554,872	57.0%	$234,561
Long Note	2,087	1.6%	10,604	1.2%	$7,868,417,060	2.4%	$742,023
Short Note	419	0.3%	2,305	0.3%	$2,795,646,388	0.8%	$1,212,862
Long Variable	344	0.3%	2,716	0.3%	$4,508,548,000	1.4%	$1,659,996
Short Variable	2,508	1.9%	28,669	3.4%	$115,057,893,052	34.6%	$4,013,321
CP	518	0.4%	1,332	0.2%	$12,334,656,000	3.7%	$9,260,252
Other	85	0.1%	288	0.0%	$464,289,252	0.1%	$1,612,115
Total	129,871	100%	854,840	100%	$332,772,004,624	100%	$389,280
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	86,713	97.6%	313,601	97.8%	$47,901,207,008	90.7%	$152,746
Long Note	1,094	1.2%	2,726	0.9%	$1,070,489,908	2.0%	$392,696
Short Note	184	0.2%	560	0.2%	$394,144,000	0.7%	$703,829
Long Variable	186	0.2%	612	0.2%	$369,085,000	0.7%	$603,080
Short Variable	599	0.7%	2,837	0.9%	$2,665,882,084	5.0%	$939,683
CP	52	0.1%	108	0.0%	$425,241,000	0.8%	$3,937,417
Other	28	0.0%	69	0.0%	$2,247,202	0.0%	$32,568
Total	88,856	100%	320,513	100%	$52,828,296,202	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	122,832	95.4%	495,325	92.7%	$141,841,347,864	50.7%	$286,360
Long Note	2,079	1.6%	7,878	1.5%	$6,797,927,152	2.4%	$862,900
Short Note	417	0.3%	1,745	0.3%	$2,401,502,388	0.9%	$1,376,219
Long Variable	344	0.3%	2,104	0.4%	$4,139,463,000	1.5%	$1,967,425
Short Variable	2,504	1.9%	25,832	4.8%	$112,392,010,968	40.1%	$4,350,883
CP	518	0.4%	1,224	0.2%	$11,909,415,000	4.3%	$9,729,914
Other	84	0.1%	219	0.0%	$462,042,050	0.2%	$2,109,781
Total	128,778	100%	534,327	100%	$279,943,708,422	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	106,271	95.2%	314,465	93.3%	$94,850,893,840	54.4%	$301,626
Long Note	1,864	1.7%	5,921	1.8%	$4,336,966,383	2.5%	$732,472
Short Note	393	0.4%	1,541	0.5%	$1,958,412,388	1.1%	$1,270,871
Long Variable	321	0.3%	1,283	0.4%	$3,311,853,000	1.9%	$2,581,335
Short Variable	2,235	2.0%	12,553	3.7%	$58,711,334,637	33.7%	$4,677,076
CP	517	0.5%	1,114	0.3%	$10,700,857,000	6.1%	$9,605,796
Other	72	0.1%	150	0.0%	$429,952,949	0.2%	$2,866,353
Total	111,673	100%	337,027	100%	174,300,270,197	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	96,099	96.1%	180,860	91.7%	$46,990,454,024	44.5%	$259,817
Long Note	1,105	1.1%	1,957	1.0%	$2,460,960,769	2.3%	$1,257,517
Short Note	94	0.1%	204	0.1%	$443,090,000	0.4%	$2,172,010
Long Variable	276	0.3%	821	0.4%	$827,610,000	0.8%	$1,008,051
Short Variable	2,259	2.3%	13,279	6.7%	$53,680,676,331	50.8%	$4,042,524
CP	86	0.1%	110	0.1%	$1,208,558,000	1.1%	$10,986,891
Other	50	0.1%	69	0.0%	$32,089,101	0.0%	$465,059
Total	99,969	100%	197,300	100%	105,643,438,225	100%