CUSIPs, Trades and Par Value by Security Type
June 2018
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	129,174	95.8%	779,637	94.6%	$146,904,749,374	54.7%	$188,427
Long Note	2,094	1.6%	11,725	1.4%	$11,677,611,364	4.4%	$995,958
Short Note	242	0.2%	850	0.1%	$1,136,747,987	0.4%	$1,337,351
Long Variable	348	0.3%	2,600	0.3%	$3,528,867,000	1.3%	$1,357,257
Short Variable	2,318	1.7%	27,847	3.4%	$91,403,865,169	34.1%	$3,282,360
CP	582	0.4%	1,379	0.2%	$13,226,146,000	4.9%	$9,591,114
Other	55	0.0%	198	0.0%	$512,488,728	0.2%	$2,588,327
Total	134,813	100%	824,236	100%	$268,390,475,622	100%	$325,623
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	92,375	97.7%	305,881	98.0%	$37,234,131,025	86.7%	$121,728
Long Note	1,138	1.2%	2,890	0.9%	$2,196,808,753	5.1%	$760,141
Short Note	101	0.1%	187	0.1%	$83,942,339	0.2%	$448,890
Long Variable	197	0.2%	565	0.2%	$273,044,000	0.6%	$483,264
Short Variable	648	0.7%	2,493	0.8%	$2,514,273,672	5.9%	$1,008,533
CP	61	0.1%	134	0.0%	$621,922,000	1.4%	$4,641,209
Other	15	0.0%	36	0.0%	$34,815,000	0.1%	$967,083
Total	94,535	100%	312,186	100%	$42,958,936,789	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	127,867	95.8%	473,756	92.5%	$109,670,618,349	48.6%	$231,492
Long Note	2,089	1.6%	8,835	1.7%	$9,480,802,611	4.2%	$1,073,096
Short Note	241	0.2%	663	0.1%	$1,052,805,648	0.5%	$1,587,942
Long Variable	347	0.3%	2,035	0.4%	$3,255,823,000	1.4%	$1,599,913
Short Variable	2,318	1.7%	25,354	5.0%	$88,889,591,497	39.4%	$3,505,940
CP	582	0.4%	1,245	0.2%	$12,604,224,000	5.6%	$10,123,875
Other	55	0.0%	162	0.0%	$477,673,728	0.2%	$2,948,603
Total	133,499	100%	512,050	100%	$225,431,538,833	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	110,662	95.5%	301,373	92.9%	$67,855,285,258	48.7%	$225,154
Long Note	1,891	1.6%	7,374	2.3%	$7,724,074,458	5.5%	$1,047,474
Short Note	220	0.2%	559	0.2%	$857,163,648	0.6%	$1,533,388
Long Variable	320	0.3%	1,370	0.4%	$2,681,651,000	1.9%	$1,957,409
Short Variable	2,128	1.8%	12,297	3.8%	$48,044,519,170	34.5%	$3,907,011
CP	581	0.5%	1,163	0.4%	$11,776,473,000	8.5%	$10,125,944
Other	47	0.0%	101	0.0%	$294,633,728	0.2%	$2,917,166
Total	115,849	100%	324,237	100%	139,233,800,262	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	96,626	96.5%	172,383	91.8%	$41,815,333,091	48.5%	$242,572
Long Note	907	0.9%	1,461	0.8%	$1,756,728,153	2.0%	$1,202,415
Short Note	69	0.1%	104	0.1%	$195,642,000	0.2%	$1,881,173
Long Variable	282	0.3%	665	0.4%	$574,172,000	0.7%	$863,417
Short Variable	2,144	2.1%	13,057	7.0%	$40,845,072,327	47.4%	$3,128,213
CP	61	0.1%	82	0.0%	$827,751,000	1.0%	$10,094,524
Other	25	0.0%	61	0.0%	$183,040,000	0.2%	$3,000,656
Total	100,114	100%	187,813	100%	86,197,738,571	100%