CUSIPs, Trades and Par Value by Security Type
March 2019
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	123,344	96.1%	773,016	95.2%	$167,963,167,439	67.5%	$217,283
Long Note	1,711	1.3%	8,936	1.1%	$5,096,125,292	2.0%	$570,292
Short Note	163	0.1%	795	0.1%	$535,707,165	0.2%	$673,845
Long Variable	351	0.3%	2,729	0.3%	$3,456,370,000	1.4%	$1,266,534
Short Variable	2,174	1.7%	25,314	3.1%	$57,290,716,105	23.0%	$2,263,203
CP	545	0.4%	1,424	0.2%	$14,017,263,000	5.6%	$9,843,584
Other	54	0.0%	117	0.0%	$450,132,000	0.2%	$3,847,282
Total	128,342	100%	812,331	100%	$248,809,481,001	100%	$306,291
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	87,902	98.0%	298,419	98.2%	$46,658,741,703	92.7%	$156,353
Long Note	895	1.0%	2,473	0.8%	$1,147,138,170	2.3%	$463,865
Short Note	78	0.1%	224	0.1%	$47,910,000	0.1%	$213,884
Long Variable	179	0.2%	608	0.2%	$288,150,000	0.6%	$473,931
Short Variable	570	0.6%	2,030	0.7%	$1,406,701,523	2.8%	$692,956
CP	58	0.1%	91	0.0%	$656,952,000	1.3%	$7,219,253
Other	10	0.0%	17	0.0%	$119,965,000	0.2%	$7,056,765
Total	89,692	100%	303,862	100%	$50,325,558,396	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	122,208	96.1%	474,597	93.3%	$121,304,425,736	61.1%	$255,595
Long Note	1,704	1.3%	6,463	1.3%	$3,948,987,122	2.0%	$611,015
Short Note	161	0.1%	571	0.1%	$487,797,165	0.2%	$854,286
Long Variable	349	0.3%	2,121	0.4%	$3,168,220,000	1.6%	$1,493,739
Short Variable	2,171	1.7%	23,284	4.6%	$55,884,014,582	28.2%	$2,400,104
CP	545	0.4%	1,333	0.3%	$13,360,311,000	6.7%	$10,022,739
Other	54	0.0%	100	0.0%	$330,167,000	0.2%	$3,301,670
Total	127,192	100%	508,469	100%	$198,483,922,605	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	104,986	95.8%	287,529	93.8%	$72,217,569,050	60.4%	$251,166
Long Note	1,519	1.4%	4,846	1.6%	$3,016,269,622	2.5%	$622,425
Short Note	150	0.1%	475	0.2%	$426,922,165	0.4%	$898,784
Long Variable	318	0.3%	1,351	0.4%	$2,118,740,000	1.8%	$1,568,275
Short Variable	2,039	1.9%	10,962	3.6%	$29,047,252,210	24.3%	$2,649,813
CP	542	0.5%	1,231	0.4%	$12,428,041,000	10.4%	$10,095,890
Other	50	0.0%	78	0.0%	$286,614,000	0.2%	$3,674,538
Total	109,604	100%	306,472	100%	119,541,408,047	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	96,264	96.7%	187,068	92.6%	$49,086,856,686	62.2%	$262,401
Long Note	909	0.9%	1,617	0.8%	$932,717,500	1.2%	$576,820
Short Note	55	0.1%	96	0.0%	$60,875,000	0.1%	$634,115
Long Variable	303	0.3%	770	0.4%	$1,049,480,000	1.3%	$1,362,961
Short Variable	1,926	1.9%	12,322	6.1%	$26,836,762,372	34.0%	$2,177,955
CP	49	0.0%	102	0.1%	$932,270,000	1.2%	$9,139,902
Other	14	0.0%	22	0.0%	$43,553,000	0.1%	$1,979,682
Total	99,520	100%	201,997	100%	78,942,514,558	100%