CUSIPs, Trades and Par Value by Security Type
February 2019
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	115,285	96.0%	723,467	95.1%	$152,559,315,589	61.5%	$210,873
Long Note	1,545	1.3%	9,979	1.3%	$5,614,745,835	2.3%	$562,656
Short Note	187	0.2%	1,305	0.2%	$960,324,489	0.4%	$735,881
Long Variable	328	0.3%	2,673	0.4%	$4,653,739,000	1.9%	$1,741,017
Short Variable	2,179	1.8%	21,795	2.9%	$70,835,056,125	28.5%	$3,250,060
CP	499	0.4%	1,234	0.2%	$13,321,038,000	5.4%	$10,795,006
Other	24	0.0%	69	0.0%	$200,060,000	0.1%	$2,899,420
Total	120,047	100%	760,522	100%	$248,144,279,038	100%	$326,282
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	83,519	97.9%	284,686	98.0%	$40,316,190,678	91.3%	$141,616
Long Note	861	1.0%	2,653	0.9%	$1,440,053,390	3.3%	$542,802
Short Note	87	0.1%	384	0.1%	$107,624,386	0.2%	$280,272
Long Variable	179	0.2%	639	0.2%	$165,160,000	0.4%	$258,466
Short Variable	578	0.7%	1,947	0.7%	$1,563,584,122	3.5%	$803,074
CP	53	0.1%	105	0.0%	$566,631,000	1.3%	$5,396,486
Other	9	0.0%	16	0.0%	$1,075,000	0.0%	$67,188
Total	85,286	100%	290,430	100%	$44,160,318,576	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	114,238	96.0%	438,781	93.3%	$112,243,124,911	55.0%	$255,807
Long Note	1,543	1.3%	7,326	1.6%	$4,174,692,445	2.0%	$569,846
Short Note	187	0.2%	921	0.2%	$852,700,103	0.4%	$925,842
Long Variable	327	0.3%	2,034	0.4%	$4,488,579,000	2.2%	$2,206,774
Short Variable	2,178	1.8%	19,848	4.2%	$69,271,472,003	34.0%	$3,490,098
CP	499	0.4%	1,129	0.2%	$12,754,407,000	6.3%	$11,297,083
Other	24	0.0%	53	0.0%	$198,985,000	0.1%	$3,754,434
Total	118,996	100%	470,092	100%	$203,983,960,462	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	100,177	95.8%	283,926	93.7%	$67,972,934,233	54.5%	$239,404
Long Note	1,407	1.3%	5,927	2.0%	$3,213,755,298	2.6%	$542,223
Short Note	176	0.2%	814	0.3%	$638,935,103	0.5%	$784,933
Long Variable	304	0.3%	1,062	0.4%	$3,246,492,000	2.6%	$3,056,960
Short Variable	2,033	1.9%	10,375	3.4%	$38,336,376,152	30.7%	$3,695,072
CP	496	0.5%	1,022	0.3%	$11,119,010,000	8.9%	$10,879,658
Other	21	0.0%	32	0.0%	$180,805,000	0.1%	$5,650,156
Total	104,614	100%	303,158	100%	124,708,307,786	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	86,743	96.6%	154,855	92.8%	$44,270,190,678	55.8%	$285,882
Long Note	780	0.9%	1,399	0.8%	$960,937,147	1.2%	$686,874
Short Note	45	0.1%	107	0.1%	$213,765,000	0.3%	$1,997,804
Long Variable	270	0.3%	972	0.6%	$1,242,087,000	1.6%	$1,277,867
Short Variable	1,865	2.1%	9,473	5.7%	$30,935,095,851	39.0%	$3,265,607
CP	61	0.1%	107	0.1%	$1,635,397,000	2.1%	$15,284,084
Other	15	0.0%	21	0.0%	$18,180,000	0.0%	$865,714
Total	89,779	100%	166,934	100%	79,275,652,676	100%