CUSIPs, Trades and Par Value by Security Type
July 2019
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	123,815	95.9%	671,458	94.7%	$128,307,460,944	56.3%	$191,088
Long Note	1,941	1.5%	8,602	1.2%	$7,315,327,549	3.2%	$850,422
Short Note	250	0.2%	811	0.1%	$691,841,157	0.3%	$853,072
Long Variable	325	0.3%	2,156	0.3%	$2,582,073,332	1.1%	$1,197,622
Short Variable	2,203	1.7%	24,141	3.4%	$74,818,322,874	32.8%	$3,099,222
CP	470	0.4%	1,556	0.2%	$14,004,432,000	6.1%	$9,000,278
Other	63	0.0%	139	0.0%	$209,095,000	0.1%	$1,504,281
Total	129,067	100%	708,863	100%	$227,928,552,856	100%	$321,541
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	88,301	97.7%	277,600	97.8%	$37,161,888,021	89.2%	$133,868
Long Note	914	1.0%	2,296	0.8%	$1,196,103,597	2.9%	$520,951
Short Note	105	0.1%	232	0.1%	$68,608,600	0.2%	$295,727
Long Variable	178	0.2%	446	0.2%	$212,216,666	0.5%	$475,822
Short Variable	818	0.9%	3,083	1.1%	$2,363,850,496	5.7%	$766,737
CP	70	0.1%	119	0.0%	$618,366,000	1.5%	$5,196,353
Other	15	0.0%	22	0.0%	$27,535,000	0.1%	$1,251,591
Total	90,401	100%	283,798	100%	$41,648,568,380	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	121,603	95.9%	393,858	92.7%	$91,145,572,923	48.9%	$231,417
Long Note	1,919	1.5%	6,306	1.5%	$6,119,223,952	3.3%	$970,381
Short Note	249	0.2%	579	0.1%	$623,232,557	0.3%	$1,076,395
Long Variable	325	0.3%	1,710	0.4%	$2,369,856,666	1.3%	$1,385,881
Short Variable	2,203	1.7%	21,058	5.0%	$72,454,472,378	38.9%	$3,440,710
CP	470	0.4%	1,437	0.3%	$13,386,066,000	7.2%	$9,315,286
Other	62	0.0%	117	0.0%	$181,560,000	0.1%	$1,551,795
Total	126,831	100%	425,065	100%	$186,279,984,476	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	104,117	95.6%	246,264	93.3%	$59,587,424,817	51.7%	$241,966
Long Note	1,751	1.6%	4,926	1.9%	$5,458,498,952	4.7%	$1,108,100
Short Note	241	0.2%	508	0.2%	$596,642,557	0.5%	$1,174,493
Long Variable	294	0.3%	1,013	0.4%	$1,774,012,333	1.5%	$1,751,246
Short Variable	1,966	1.8%	9,946	3.8%	$36,178,395,928	31.4%	$3,637,482
CP	465	0.4%	1,261	0.5%	$11,399,817,000	9.9%	$9,040,299
Other	59	0.1%	101	0.0%	$168,180,000	0.1%	$1,665,149
Total	108,893	100%	264,019	100%	115,162,971,587	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	86,962	96.5%	147,594	91.6%	$31,558,148,106	44.4%	$213,817
Long Note	766	0.9%	1,380	0.9%	$660,725,000	0.9%	$478,786
Short Note	49	0.1%	71	0.0%	$26,590,000	0.0%	$374,507
Long Variable	281	0.3%	697	0.4%	$595,844,333	0.8%	$854,870
Short Variable	1,947	2.2%	11,112	6.9%	$36,276,076,450	51.0%	$3,264,586
CP	90	0.1%	176	0.1%	$1,986,249,000	2.8%	$11,285,506
Other	8	0.0%	16	0.0%	$13,380,000	0.0%	$836,250
Total	90,103	100%	161,046	100%	71,117,012,889	100%