CUSIPs, Trades and Par Value by Security Type
February 2018
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	122,979	96.2%	787,883	95.8%	$136,990,575,618	61.1%	$173,872
Long Note	1,594	1.2%	7,566	0.9%	$4,274,939,620	1.9%	$565,020
Short Note	179	0.1%	895	0.1%	$1,028,479,574	0.5%	$1,149,139
Long Variable	308	0.2%	2,213	0.3%	$2,876,883,000	1.3%	$1,299,992
Short Variable	2,169	1.7%	22,722	2.8%	$67,042,700,895	29.9%	$2,950,563
CP	541	0.4%	1,159	0.1%	$11,227,009,000	5.0%	$9,686,807
Other	101	0.1%	319	0.0%	$770,505,737	0.3%	$2,415,378
Total	127,871	100%	822,757	100%	$224,211,093,444	100%	$272,512
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	88,006	98.1%	305,955	98.3%	$36,033,808,109	92.5%	$117,775
Long Note	851	0.9%	2,072	0.7%	$550,593,042	1.4%	$265,730
Short Note	81	0.1%	252	0.1%	$121,837,870	0.3%	$483,484
Long Variable	155	0.2%	503	0.2%	$190,015,000	0.5%	$377,763
Short Variable	565	0.6%	2,284	0.7%	$1,728,307,174	4.4%	$756,702
CP	40	0.0%	78	0.0%	$299,021,000	0.8%	$3,833,603
Other	11	0.0%	19	0.0%	$14,750,000	0.0%	$776,316
Total	89,709	100%	311,163	100%	$38,938,332,195	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	122,234	96.2%	481,928	94.2%	$100,956,767,509	54.5%	$209,485
Long Note	1,592	1.3%	5,494	1.1%	$3,724,346,578	2.0%	$677,893
Short Note	179	0.1%	643	0.1%	$906,641,704	0.5%	$1,410,018
Long Variable	308	0.2%	1,710	0.3%	$2,686,868,000	1.5%	$1,571,268
Short Variable	2,161	1.7%	20,438	4.0%	$65,314,393,721	35.3%	$3,195,733
CP	541	0.4%	1,081	0.2%	$10,927,988,000	5.9%	$10,109,147
Other	100	0.1%	300	0.1%	$755,755,737	0.4%	$2,519,186
Total	127,115	100%	511,594	100%	$185,272,761,249	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	106,658	96.0%	299,445	94.6%	$59,027,490,516	54.8%	$197,123
Long Note	1,420	1.3%	3,911	1.2%	$2,401,396,278	2.2%	$614,011
Short Note	165	0.1%	505	0.2%	$750,732,704	0.7%	$1,486,599
Long Variable	287	0.3%	1,052	0.3%	$2,136,390,000	2.0%	$2,030,789
Short Variable	1,956	1.8%	10,204	3.2%	$32,129,844,157	29.8%	$3,148,750
CP	541	0.5%	1,020	0.3%	$10,531,898,000	9.8%	$10,325,390
Other	94	0.1%	244	0.1%	$707,642,945	0.7%	$2,900,176
Total	111,121	100%	316,381	100%	107,685,394,600	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	97,926	96.7%	182,483	93.5%	$41,929,276,993	54.0%	$229,771
Long Note	943	0.9%	1,583	0.8%	$1,322,950,300	1.7%	$835,723
Short Note	71	0.1%	138	0.1%	$155,909,000	0.2%	$1,129,775
Long Variable	265	0.3%	658	0.3%	$550,478,000	0.7%	$836,593
Short Variable	1,961	1.9%	10,234	5.2%	$33,184,549,564	42.8%	$3,242,579
CP	49	0.0%	61	0.0%	$396,090,000	0.5%	$6,493,279
Other	51	0.1%	56	0.0%	$48,112,792	0.1%	$859,157
Total	101,266	100%	195,213	100%	77,587,366,649	100%