CUSIPs, Trades and Par Value by Security Type
July 2018
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	121,095	96.1%	735,006	95.0%	$130,963,369,718	56.6%	$178,180
Long Note	1,748	1.4%	10,371	1.3%	$8,213,051,669	3.5%	$791,925
Short Note	159	0.1%	663	0.1%	$643,171,700	0.3%	$970,093
Long Variable	312	0.2%	2,486	0.3%	$3,221,779,000	1.4%	$1,295,969
Short Variable	2,217	1.8%	23,590	3.1%	$75,027,033,289	32.4%	$3,180,459
CP	471	0.4%	1,115	0.1%	$12,988,295,000	5.6%	$11,648,695
Other	33	0.0%	112	0.0%	$313,436,461	0.1%	$2,798,540
Total	126,035	100%	773,343	100%	$231,370,136,837	100%	$299,182
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	89,486	97.9%	296,989	98.1%	$38,502,291,738	89.9%	$129,642
Long Note	995	1.1%	2,875	0.9%	$1,957,553,249	4.6%	$680,888
Short Note	70	0.1%	141	0.0%	$124,074,500	0.3%	$879,961
Long Variable	170	0.2%	619	0.2%	$240,905,000	0.6%	$389,184
Short Variable	599	0.7%	2,051	0.7%	$1,459,011,293	3.4%	$711,366
CP	52	0.1%	75	0.0%	$475,208,000	1.1%	$6,336,107
Other	11	0.0%	24	0.0%	$50,895,000	0.1%	$2,120,625
Total	91,383	100%	302,774	100%	$42,809,938,780	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	119,766	96.0%	438,017	93.1%	$92,461,077,980	49.0%	$211,090
Long Note	1,742	1.4%	7,496	1.6%	$6,255,498,420	3.3%	$834,512
Short Note	159	0.1%	522	0.1%	$519,097,200	0.3%	$994,439
Long Variable	311	0.2%	1,867	0.4%	$2,980,874,000	1.6%	$1,596,612
Short Variable	2,213	1.8%	21,539	4.6%	$73,568,021,996	39.0%	$3,415,573
CP	471	0.4%	1,040	0.2%	$12,513,087,000	6.6%	$12,031,814
Other	31	0.0%	88	0.0%	$262,541,461	0.1%	$2,983,426
Total	124,693	100%	470,569	100%	$188,560,198,057	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	104,002	95.9%	284,698	93.8%	$57,305,273,616	51.6%	$201,284
Long Note	1,566	1.4%	6,376	2.1%	$5,618,609,420	5.1%	$881,212
Short Note	149	0.1%	488	0.2%	$508,122,200	0.5%	$1,041,234
Long Variable	299	0.3%	1,286	0.4%	$2,532,342,000	2.3%	$1,969,162
Short Variable	1,982	1.8%	9,655	3.2%	$33,560,964,246	30.2%	$3,476,019
CP	471	0.4%	945	0.3%	$11,286,570,000	10.2%	$11,943,460
Other	25	0.0%	63	0.0%	$174,386,461	0.2%	$2,768,039
Total	108,494	100%	303,511	100%	110,986,267,943	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	88,102	96.6%	153,319	91.8%	$35,155,804,364	45.3%	$229,298
Long Note	739	0.8%	1,120	0.7%	$636,889,000	0.8%	$568,651
Short Note	26	0.0%	34	0.0%	$10,975,000	0.0%	$322,794
Long Variable	250	0.3%	581	0.3%	$448,532,000	0.6%	$772,000
Short Variable	1,987	2.2%	11,884	7.1%	$40,007,057,750	51.6%	$3,366,464
CP	57	0.1%	95	0.1%	$1,226,517,000	1.6%	$12,910,705
Other	15	0.0%	25	0.0%	$88,155,000	0.1%	$3,526,200
Total	91,176	100%	167,058	100%	77,573,930,114	100%