CUSIPs, Trades and Par Value by Security Type
May 2018
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	134,291	95.9%	836,676	95.0%	$168,881,036,690	62.8%	$201,848
Long Note	2,095	1.5%	10,359	1.2%	$5,888,982,684	2.2%	$568,489
Short Note	230	0.2%	985	0.1%	$1,423,158,348	0.5%	$1,444,831
Long Variable	324	0.2%	2,717	0.3%	$3,817,994,000	1.4%	$1,405,224
Short Variable	2,300	1.6%	27,421	3.1%	$72,801,178,122	27.1%	$2,654,942
CP	604	0.4%	1,346	0.2%	$15,009,801,000	5.6%	$11,151,412
Other	128	0.1%	1,183	0.1%	$1,079,605,905	0.4%	$912,600
Total	139,972	100%	880,687	100%	$268,901,756,749	100%	$305,332
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	97,426	97.8%	337,179	97.9%	$47,620,087,104	92.6%	$141,231
Long Note	1,168	1.2%	3,100	0.9%	$909,985,547	1.8%	$293,544
Short Note	95	0.1%	224	0.1%	$110,637,000	0.2%	$493,915
Long Variable	189	0.2%	665	0.2%	$554,298,000	1.1%	$833,531
Short Variable	653	0.7%	2,630	0.8%	$1,785,778,562	3.5%	$679,003
CP	54	0.1%	111	0.0%	$378,574,000	0.7%	$3,410,577
Other	69	0.1%	378	0.1%	$60,355,000	0.1%	$159,669
Total	99,654	100%	344,287	100%	$51,419,715,213	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	133,056	95.9%	499,497	93.1%	$121,260,949,586	55.8%	$242,766
Long Note	2,087	1.5%	7,259	1.4%	$4,978,997,137	2.3%	$685,907
Short Note	230	0.2%	761	0.1%	$1,312,521,348	0.6%	$1,724,732
Long Variable	324	0.2%	2,052	0.4%	$3,263,696,000	1.5%	$1,590,495
Short Variable	2,296	1.7%	24,791	4.6%	$71,015,399,560	32.7%	$2,864,564
CP	604	0.4%	1,235	0.2%	$14,631,227,000	6.7%	$11,847,147
Other	124	0.1%	805	0.2%	$1,019,250,905	0.5%	$1,266,150
Total	138,721	100%	536,400	100%	$217,482,041,536	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	115,603	95.6%	317,573	93.4%	$74,293,546,425	56.5%	$233,942
Long Note	1,922	1.6%	5,788	1.7%	$3,848,370,395	2.9%	$664,888
Short Note	220	0.2%	673	0.2%	$940,926,348	0.7%	$1,398,108
Long Variable	311	0.3%	1,384	0.4%	$2,660,978,000	2.0%	$1,922,672
Short Variable	2,185	1.8%	12,871	3.8%	$35,732,825,573	27.2%	$2,776,228
CP	604	0.5%	1,141	0.3%	$13,463,800,000	10.2%	$11,800,000
Other	110	0.1%	503	0.1%	$641,455,905	0.5%	$1,275,260
Total	120,955	100%	339,933	100%	131,581,902,646	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	100,615	96.8%	181,924	92.6%	$46,967,403,161	54.7%	$258,170
Long Note	881	0.8%	1,471	0.7%	$1,130,626,742	1.3%	$768,611
Short Note	52	0.1%	88	0.0%	$371,595,000	0.4%	$4,222,670
Long Variable	268	0.3%	668	0.3%	$602,718,000	0.7%	$902,272
Short Variable	1,992	1.9%	11,920	6.1%	$35,282,573,987	41.1%	$2,959,947
CP	71	0.1%	94	0.0%	$1,167,427,000	1.4%	$12,419,436
Other	81	0.1%	302	0.2%	$377,795,000	0.4%	$1,250,977
Total	103,960	100%	196,467	100%	85,900,138,890	100%