CUSIPs, Trades and Par Value by Security Type
May 2019
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	135,388	95.8%	766,762	94.6%	$159,926,154,973	56.7%	$208,573
Long Note	2,334	1.7%	9,820	1.2%	$5,146,512,016	1.8%	$524,085
Short Note	284	0.2%	1,039	0.1%	$1,267,018,163	0.4%	$1,219,459
Long Variable	354	0.3%	2,675	0.3%	$5,735,871,000	2.0%	$2,144,251
Short Variable	2,348	1.7%	28,183	3.5%	$94,656,929,152	33.6%	$3,358,653
CP	545	0.4%	1,562	0.2%	$14,777,664,000	5.2%	$9,460,732
Other	56	0.0%	179	0.0%	$368,999,000	0.1%	$2,061,447
Total	141,309	100%	810,220	100%	$281,879,148,304	100%	$347,904
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	96,070	97.5%	306,281	97.9%	$43,448,771,111	90.0%	$141,859
Long Note	1,226	1.2%	2,750	0.9%	$807,900,099	1.7%	$293,782
Short Note	107	0.1%	196	0.1%	$109,975,000	0.2%	$561,097
Long Variable	207	0.2%	612	0.2%	$316,136,000	0.7%	$516,562
Short Variable	793	0.8%	2,933	0.9%	$2,905,012,315	6.0%	$990,458
CP	73	0.1%	110	0.0%	$610,707,000	1.3%	$5,551,882
Other	15	0.0%	28	0.0%	$64,775,000	0.1%	$2,313,393
Total	98,491	100%	312,910	100%	$48,263,276,525	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	133,491	95.8%	460,481	92.6%	$116,477,383,862	49.9%	$252,947
Long Note	2,314	1.7%	7,070	1.4%	$4,338,611,917	1.9%	$613,665
Short Note	282	0.2%	843	0.2%	$1,157,043,163	0.5%	$1,372,530
Long Variable	353	0.3%	2,063	0.4%	$5,419,735,000	2.3%	$2,627,113
Short Variable	2,348	1.7%	25,250	5.1%	$91,751,916,837	39.3%	$3,633,739
CP	545	0.4%	1,452	0.3%	$14,166,957,000	6.1%	$9,756,857
Other	56	0.0%	151	0.0%	$304,224,000	0.1%	$2,014,728
Total	139,389	100%	497,310	100%	$233,615,871,779	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	111,934	95.4%	277,880	93.3%	$69,432,543,225	50.6%	$249,865
Long Note	2,067	1.8%	5,022	1.7%	$3,556,499,890	2.6%	$708,184
Short Note	268	0.2%	739	0.2%	$1,034,463,163	0.8%	$1,399,815
Long Variable	333	0.3%	1,309	0.4%	$4,623,440,000	3.4%	$3,532,040
Short Variable	2,120	1.8%	11,591	3.9%	$46,332,328,506	33.7%	$3,997,268
CP	542	0.5%	1,253	0.4%	$12,131,105,000	8.8%	$9,681,648
Other	48	0.0%	118	0.0%	$239,879,000	0.2%	$2,032,873
Total	117,312	100%	297,912	100%	137,350,258,784	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	101,155	96.6%	182,601	91.6%	$47,044,840,637	48.9%	$257,637
Long Note	1,011	1.0%	2,048	1.0%	$782,112,027	0.8%	$381,891
Short Note	54	0.1%	104	0.1%	$122,580,000	0.1%	$1,178,654
Long Variable	297	0.3%	754	0.4%	$796,295,000	0.8%	$1,056,094
Short Variable	2,070	2.0%	13,659	6.9%	$45,419,588,331	47.2%	$3,325,250
CP	101	0.1%	199	0.1%	$2,035,852,000	2.1%	$10,230,412
Other	25	0.0%	33	0.0%	$64,345,000	0.1%	$1,949,848
Total	104,713	100%	199,398	100%	96,265,612,995	100%