CUSIPs, Trades and Par Value by Security Type
June 2019
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	128,322	95.6%	705,657	94.4%	$137,698,233,470	53.3%	$195,135
Long Note	2,384	1.8%	11,514	1.5%	$11,847,673,229	4.6%	$1,028,980
Short Note	278	0.2%	1,120	0.1%	$1,420,706,586	0.6%	$1,268,488
Long Variable	359	0.3%	2,611	0.3%	$5,080,699,000	2.0%	$1,945,882
Short Variable	2,239	1.7%	24,844	3.3%	$84,645,268,611	32.8%	$3,407,071
CP	646	0.5%	1,728	0.2%	$17,085,123,000	6.6%	$9,887,224
Other	59	0.0%	117	0.0%	$342,060,000	0.1%	$2,923,590
Total	134,287	100%	747,591	100%	$258,119,763,896	100%	$345,269
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	90,835	97.5%	285,326	97.6%	$36,509,343,771	87.7%	$127,957
Long Note	1,186	1.3%	2,766	0.9%	$1,832,744,487	4.4%	$662,597
Short Note	109	0.1%	243	0.1%	$130,921,157	0.3%	$538,770
Long Variable	198	0.2%	520	0.2%	$214,335,000	0.5%	$412,183
Short Variable	782	0.8%	3,194	1.1%	$2,042,967,279	4.9%	$639,627
CP	78	0.1%	130	0.0%	$858,327,000	2.1%	$6,602,515
Other	9	0.0%	18	0.0%	$53,455,000	0.1%	$2,969,722
Total	93,197	100%	292,197	100%	$41,642,093,694	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	126,301	95.5%	420,331	92.3%	$101,188,889,699	46.7%	$240,736
Long Note	2,371	1.8%	8,748	1.9%	$10,014,928,742	4.6%	$1,144,825
Short Note	277	0.2%	877	0.2%	$1,289,785,429	0.6%	$1,470,679
Long Variable	359	0.3%	2,091	0.5%	$4,866,364,000	2.2%	$2,327,290
Short Variable	2,239	1.7%	21,650	4.8%	$82,602,301,332	38.2%	$3,815,349
CP	646	0.5%	1,598	0.4%	$16,226,796,000	7.5%	$10,154,441
Other	59	0.0%	99	0.0%	$288,605,000	0.1%	$2,915,202
Total	132,252	100%	455,394	100%	$216,477,670,202	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	107,536	95.2%	259,149	92.4%	$64,489,831,132	46.7%	$248,852
Long Note	2,137	1.9%	6,599	2.4%	$8,521,665,742	6.2%	$1,291,357
Short Note	257	0.2%	768	0.3%	$1,177,845,429	0.9%	$1,533,653
Long Variable	337	0.3%	1,318	0.5%	$4,016,737,000	2.9%	$3,047,600
Short Variable	2,031	1.8%	11,084	4.0%	$44,910,874,205	32.5%	$4,051,865
CP	643	0.6%	1,440	0.5%	$14,854,366,000	10.7%	$10,315,532
Other	54	0.0%	70	0.0%	$239,045,000	0.2%	$3,414,929
Total	112,995	100%	280,428	100%	138,210,364,508	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	92,361	96.3%	161,182	92.1%	$36,699,058,567	46.9%	$227,687
Long Note	1,037	1.1%	2,149	1.2%	$1,493,263,000	1.9%	$694,864
Short Note	60	0.1%	109	0.1%	$111,940,000	0.1%	$1,026,972
Long Variable	316	0.3%	773	0.4%	$849,627,000	1.1%	$1,099,129
Short Variable	1,993	2.1%	10,566	6.0%	$37,691,427,127	48.2%	$3,567,237
CP	86	0.1%	158	0.1%	$1,372,430,000	1.8%	$8,686,266
Other	24	0.0%	29	0.0%	$49,560,000	0.1%	$1,708,966
Total	95,877	100%	174,966	100%	78,267,305,694	100%