CUSIPs, Trades and Par Value by Security Type
January 2018
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	131,224	96.2%	863,761	95.6%	$146,294,108,603	53.9%	$169,369
Long Note	1,648	1.2%	8,503	0.9%	$4,440,007,748	1.6%	$522,170
Short Note	200	0.1%	1,045	0.1%	$1,517,999,817	0.6%	$1,452,631
Long Variable	312	0.2%	2,539	0.3%	$5,164,340,200	1.9%	$2,034,006
Short Variable	2,398	1.8%	26,026	2.9%	$100,924,353,566	37.2%	$3,877,828
CP	546	0.4%	1,213	0.1%	$12,286,257,000	4.5%	$10,128,819
Other	80	0.1%	211	0.0%	$984,848,774	0.4%	$4,667,530
Total	136,408	100%	903,298	100%	$271,611,915,708	100%	$300,689
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	94,559	98.0%	340,817	98.3%	$41,642,797,297	91.5%	$122,185
Long Note	958	1.0%	2,456	0.7%	$796,677,700	1.8%	$324,380
Short Note	94	0.1%	250	0.1%	$106,005,000	0.2%	$424,020
Long Variable	181	0.2%	628	0.2%	$356,616,800	0.8%	$567,861
Short Variable	620	0.6%	2,534	0.7%	$2,102,636,348	4.6%	$829,770
CP	53	0.1%	114	0.0%	$417,831,000	0.9%	$3,665,184
Other	21	0.0%	30	0.0%	$69,499,227	0.2%	$2,316,641
Total	96,486	100%	346,829	100%	$45,492,063,372	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	130,367	96.2%	522,944	94.0%	$104,651,311,306	46.3%	$200,120
Long Note	1,642	1.2%	6,047	1.1%	$3,643,330,048	1.6%	$602,502
Short Note	200	0.1%	795	0.1%	$1,411,994,817	0.6%	$1,776,094
Long Variable	312	0.2%	1,911	0.3%	$4,807,723,400	2.1%	$2,515,815
Short Variable	2,390	1.8%	23,492	4.2%	$98,821,717,218	43.7%	$4,206,611
CP	545	0.4%	1,099	0.2%	$11,868,426,000	5.2%	$10,799,296
Other	77	0.1%	181	0.0%	$915,349,547	0.4%	$5,057,180
Total	135,533	100%	556,469	100%	$226,119,852,336	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	113,629	95.9%	323,553	93.9%	$62,519,053,183	46.5%	$193,227
Long Note	1,466	1.2%	4,430	1.3%	$2,851,352,701	2.1%	$643,646
Short Note	184	0.2%	581	0.2%	$1,177,731,817	0.9%	$2,027,077
Long Variable	297	0.3%	1,208	0.4%	$3,805,542,300	2.8%	$3,150,283
Short Variable	2,300	1.9%	13,493	3.9%	$52,329,946,817	38.9%	$3,878,303
CP	544	0.5%	982	0.3%	$10,823,772,000	8.1%	$11,022,171
Other	69	0.1%	151	0.0%	$902,770,320	0.7%	$5,978,611
Total	118,489	100%	344,398	100%	134,410,169,138	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	104,704	96.8%	199,391	94.0%	$42,132,258,123	45.9%	$211,305
Long Note	981	0.9%	1,617	0.8%	$791,977,347	0.9%	$489,782
Short Note	88	0.1%	214	0.1%	$234,263,000	0.3%	$1,094,687
Long Variable	272	0.3%	703	0.3%	$1,002,181,100	1.1%	$1,425,578
Short Variable	2,020	1.9%	9,999	4.7%	$46,491,770,401	50.7%	$4,649,642
CP	78	0.1%	117	0.1%	$1,044,654,000	1.1%	$8,928,667
Other	28	0.0%	30	0.0%	$12,579,227	0.0%	$419,308
Total	108,171	100%	212,071	100%	91,709,683,198	100%