CUSIPs, Trades and Par Value by Security Type
March 2018
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	127,200	96.0%	810,406	95.3%	$158,383,684,833	60.7%	$195,437
Long Note	1,789	1.4%	10,098	1.2%	$5,981,326,035	2.3%	$592,328
Short Note	209	0.2%	1,225	0.1%	$1,432,596,697	0.5%	$1,169,467
Long Variable	315	0.2%	2,113	0.2%	$2,303,077,094	0.9%	$1,089,956
Short Variable	2,262	1.7%	24,735	2.9%	$78,818,735,516	30.2%	$3,186,527
CP	571	0.4%	1,383	0.2%	$13,661,320,000	5.2%	$9,878,033
Other	104	0.1%	416	0.0%	$359,678,475	0.1%	$864,612
Total	132,450	100%	850,376	100%	$260,940,418,650	100%	$306,853
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	91,696	97.9%	318,229	98.1%	$40,611,934,255	92.2%	$127,619
Long Note	992	1.1%	2,942	0.9%	$1,089,686,724	2.5%	$370,390
Short Note	86	0.1%	309	0.1%	$204,025,000	0.5%	$660,275
Long Variable	174	0.2%	542	0.2%	$159,921,047	0.4%	$295,057
Short Variable	584	0.6%	2,223	0.7%	$1,449,863,952	3.3%	$652,211
CP	55	0.1%	117	0.0%	$542,325,000	1.2%	$4,635,256
Other	54	0.1%	121	0.0%	$2,082,759	0.0%	$17,213
Total	93,641	100%	324,483	100%	$44,059,838,737	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	126,231	96.0%	492,177	93.6%	$117,771,750,578	54.3%	$239,287
Long Note	1,780	1.4%	7,156	1.4%	$4,891,639,311	2.3%	$683,572
Short Note	208	0.2%	916	0.2%	$1,228,571,697	0.6%	$1,341,235
Long Variable	314	0.2%	1,571	0.3%	$2,143,156,047	1.0%	$1,364,199
Short Variable	2,262	1.7%	22,512	4.3%	$77,368,871,564	35.7%	$3,436,784
CP	571	0.4%	1,266	0.2%	$13,118,995,000	6.0%	$10,362,555
Other	104	0.1%	295	0.1%	$357,595,716	0.2%	$1,212,189
Total	131,470	100%	525,893	100%	$216,880,579,913	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	109,111	95.9%	306,897	94.1%	$69,101,527,790	54.6%	$225,162
Long Note	1,568	1.4%	5,386	1.7%	$3,469,746,266	2.7%	$644,216
Short Note	181	0.2%	762	0.2%	$951,671,697	0.8%	$1,248,913
Long Variable	285	0.3%	864	0.3%	$1,409,190,000	1.1%	$1,631,007
Short Variable	1,980	1.7%	10,863	3.3%	$39,331,002,161	31.1%	$3,620,639
CP	568	0.5%	1,173	0.4%	$12,024,840,000	9.5%	$10,251,355
Other	99	0.1%	199	0.1%	$308,326,724	0.2%	$1,549,381
Total	113,792	100%	326,144	100%	126,596,304,638	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	100,260	96.5%	185,280	92.8%	$48,670,222,788	53.9%	$262,685
Long Note	1,023	1.0%	1,770	0.9%	$1,421,893,045	1.6%	$803,329
Short Note	83	0.1%	154	0.1%	$276,900,000	0.3%	$1,798,052
Long Variable	281	0.3%	707	0.4%	$733,966,047	0.8%	$1,038,142
Short Variable	2,066	2.0%	11,649	5.8%	$38,037,869,403	42.1%	$3,265,333
CP	68	0.1%	93	0.0%	$1,094,155,000	1.2%	$11,765,108
Other	71	0.1%	96	0.0%	$49,268,992	0.1%	$513,219
Total	103,852	100%	199,749	100%	90,284,275,275	100%