CUSIPs, Trades and Par Value by Security Type
January 2019
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	133,564	96.3%	833,648	95.4%	$161,647,782,080	62.3%	$193,904
Long Note	1,599	1.2%	9,062	1.0%	$3,839,001,860	1.5%	$423,637
Short Note	189	0.1%	1,033	0.1%	$1,405,721,059	0.5%	$1,360,814
Long Variable	336	0.2%	3,137	0.4%	$5,682,680,000	2.2%	$1,811,501
Short Variable	2,346	1.7%	24,667	2.8%	$70,969,253,586	27.3%	$2,877,093
CP	529	0.4%	1,614	0.2%	$14,953,634,000	5.8%	$9,264,953
Other	93	0.1%	334	0.0%	$1,083,595,241	0.4%	$3,244,297
Total	138,656	100%	873,495	100%	$259,581,667,826	100%	$297,176
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	97,888	98.0%	335,260	98.2%	$45,064,167,222	92.0%	$134,416
Long Note	899	0.9%	2,538	0.7%	$673,947,212	1.4%	$265,543
Short Note	70	0.1%	227	0.1%	$159,710,000	0.3%	$703,568
Long Variable	221	0.2%	777	0.2%	$593,320,000	1.2%	$763,604
Short Variable	676	0.7%	2,275	0.7%	$1,588,154,442	3.2%	$698,090
CP	78	0.1%	172	0.1%	$824,298,000	1.7%	$4,792,430
Other	24	0.0%	36	0.0%	$61,149,000	0.1%	$1,698,583
Total	99,856	100%	341,285	100%	$48,964,745,876	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	132,031	96.3%	498,388	93.6%	$116,583,614,858	55.4%	$233,921
Long Note	1,595	1.2%	6,524	1.2%	$3,165,054,648	1.5%	$485,140
Short Note	189	0.1%	806	0.2%	$1,246,011,059	0.6%	$1,545,919
Long Variable	335	0.2%	2,360	0.4%	$5,089,360,000	2.4%	$2,156,508
Short Variable	2,345	1.7%	22,392	4.2%	$69,381,099,144	32.9%	$3,098,477
CP	529	0.4%	1,442	0.3%	$14,129,336,000	6.7%	$9,798,430
Other	90	0.1%	298	0.1%	$1,022,446,241	0.5%	$3,431,028
Total	137,114	100%	532,210	100%	$210,616,921,950	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	118,105	96.2%	322,787	94.5%	$70,515,336,740	56.9%	$218,458
Long Note	1,445	1.2%	4,815	1.4%	$2,466,131,648	2.0%	$512,177
Short Note	171	0.1%	696	0.2%	$1,154,671,059	0.9%	$1,659,010
Long Variable	323	0.3%	1,532	0.4%	$3,632,000,000	2.9%	$2,370,757
Short Variable	2,087	1.7%	10,086	3.0%	$32,441,143,160	26.2%	$3,216,453
CP	528	0.4%	1,328	0.4%	$12,739,274,000	10.3%	$9,592,827
Other	83	0.1%	260	0.1%	$943,646,241	0.8%	$3,629,409
Total	122,742	100%	341,504	100%	123,892,202,848	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	99,166	96.7%	175,601	92.1%	$46,068,278,118	53.1%	$262,346
Long Note	900	0.9%	1,709	0.9%	$698,923,000	0.8%	$408,966
Short Note	55	0.1%	110	0.1%	$91,340,000	0.1%	$830,364
Long Variable	279	0.3%	828	0.4%	$1,457,360,000	1.7%	$1,760,097
Short Variable	2,113	2.1%	12,306	6.5%	$36,939,955,984	42.6%	$3,001,784
CP	57	0.1%	114	0.1%	$1,390,062,000	1.6%	$12,193,526
Other	28	0.0%	38	0.0%	$78,800,000	0.1%	$2,073,684
Total	102,598	100%	190,706	100%	86,724,719,102	100%