CUSIPs, Trades and Par Value by Security Type
December 2018
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	129,576	96.3%	757,907	95.0%	$139,718,097,513	60.2%	$184,347
Long Note	1,587	1.2%	8,894	1.1%	$4,108,903,545	1.8%	$461,986
Short Note	217	0.2%	1,479	0.2%	$1,694,846,152	0.7%	$1,145,941
Long Variable	360	0.3%	3,035	0.4%	$5,368,124,000	2.3%	$1,768,739
Short Variable	2,221	1.7%	25,210	3.2%	$67,048,288,240	28.9%	$2,659,591
CP	521	0.4%	1,343	0.2%	$13,294,854,000	5.7%	$9,899,370
Other	66	0.0%	240	0.0%	$723,278,246	0.3%	$3,013,659
Total	134,548	100%	798,108	100%	$231,956,391,696	100%	$290,633
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	91,314	98.0%	293,457	98.0%	$35,461,449,855	90.3%	$120,840
Long Note	892	1.0%	2,390	0.8%	$719,045,451	1.8%	$300,856
Short Note	90	0.1%	315	0.1%	$198,132,000	0.5%	$628,990
Long Variable	212	0.2%	744	0.2%	$767,620,000	2.0%	$1,031,747
Short Variable	588	0.6%	2,275	0.8%	$1,482,543,370	3.8%	$651,667
CP	50	0.1%	107	0.0%	$508,823,000	1.3%	$4,755,355
Other	26	0.0%	96	0.0%	$145,140,000	0.4%	$1,511,875
Total	93,172	100%	299,384	100%	$39,282,753,676	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	127,982	96.3%	464,450	93.1%	$104,256,647,658	54.1%	$224,473
Long Note	1,581	1.2%	6,504	1.3%	$3,389,858,094	1.8%	$521,196
Short Note	215	0.2%	1,164	0.2%	$1,496,714,152	0.8%	$1,285,837
Long Variable	360	0.3%	2,291	0.5%	$4,600,504,000	2.4%	$2,008,077
Short Variable	2,221	1.7%	22,935	4.6%	$65,565,744,870	34.0%	$2,858,764
CP	520	0.4%	1,236	0.2%	$12,786,031,000	6.6%	$10,344,685
Other	50	0.0%	144	0.0%	$578,138,246	0.3%	$4,014,849
Total	132,929	100%	498,724	100%	$192,673,638,020	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	110,778	96.1%	283,087	93.5%	$59,097,108,458	51.7%	$208,760
Long Note	1,399	1.2%	4,773	1.6%	$2,552,487,094	2.2%	$534,776
Short Note	202	0.2%	1,051	0.3%	$1,366,719,152	1.2%	$1,300,399
Long Variable	338	0.3%	1,520	0.5%	$3,704,622,000	3.2%	$2,437,251
Short Variable	2,024	1.8%	11,120	3.7%	$35,528,014,993	31.1%	$3,194,965
CP	514	0.4%	1,138	0.4%	$11,643,316,000	10.2%	$10,231,385
Other	48	0.0%	114	0.0%	$432,143,246	0.4%	$3,790,730
Total	115,303	100%	302,803	100%	114,324,410,943	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	99,921	96.8%	181,363	92.6%	$45,159,539,200	57.6%	$249,001
Long Note	928	0.9%	1,731	0.9%	$837,371,000	1.1%	$483,750
Short Note	59	0.1%	113	0.1%	$129,995,000	0.2%	$1,150,398
Long Variable	294	0.3%	771	0.4%	$895,882,000	1.1%	$1,161,974
Short Variable	1,949	1.9%	11,815	6.0%	$30,037,729,877	38.3%	$2,542,339
CP	62	0.1%	98	0.1%	$1,142,715,000	1.5%	$11,660,357
Other	22	0.0%	30	0.0%	$145,995,000	0.2%	$4,866,500
Total	103,235	100%	195,921	100%	78,349,227,077	100%