CUSIPs, Trades and Par Value by Security Type
November 2017
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	117,899	95.5%	754,857	95.3%	$150,028,339,489	61.7%	$198,751
Long Note	2,075	1.7%	10,161	1.3%	$6,863,641,189	2.8%	$675,489
Short Note	396	0.3%	1,716	0.2%	$1,292,620,875	0.5%	$753,276
Long Variable	311	0.3%	2,131	0.3%	$2,626,671,000	1.1%	$1,232,600
Short Variable	2,185	1.8%	22,409	2.8%	$71,489,392,076	29.4%	$3,190,209
CP	481	0.4%	997	0.1%	$10,426,571,000	4.3%	$10,457,945
Other	56	0.0%	180	0.0%	$328,691,559	0.1%	$1,826,064
Total	123,403	100%	792,451	100%	$243,055,927,188	100%	$306,714
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	82,711	97.7%	294,031	98.1%	$40,584,375,740	92.1%	$138,028
Long Note	1,059	1.3%	2,505	0.8%	$1,102,878,531	2.5%	$440,271
Short Note	160	0.2%	405	0.1%	$95,778,259	0.2%	$236,490
Long Variable	156	0.2%	430	0.1%	$164,195,000	0.4%	$381,849
Short Variable	536	0.6%	2,220	0.7%	$1,893,028,274	4.3%	$852,715
CP	35	0.0%	56	0.0%	$237,811,000	0.5%	$4,246,625
Other	12	0.0%	25	0.0%	$737,136	0.0%	$29,485
Total	84,669	100%	299,672	100%	$44,078,803,940	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	116,900	95.5%	460,826	93.5%	$109,443,963,749	55.0%	$237,495
Long Note	2,063	1.7%	7,656	1.6%	$5,760,762,658	2.9%	$752,451
Short Note	396	0.3%	1,311	0.3%	$1,196,842,616	0.6%	$912,923
Long Variable	311	0.3%	1,701	0.3%	$2,462,476,000	1.2%	$1,447,664
Short Variable	2,182	1.8%	20,189	4.1%	$69,596,363,802	35.0%	$3,447,242
CP	481	0.4%	941	0.2%	$10,188,760,000	5.1%	$10,827,588
Other	56	0.0%	155	0.0%	$327,954,423	0.2%	$2,115,835
Total	122,389	100%	492,779	100%	$198,977,123,248	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	103,320	95.3%	300,864	94.1%	$74,149,615,661	58.5%	$246,456
Long Note	1,921	1.8%	5,711	1.8%	$4,451,327,275	3.5%	$779,430
Short Note	385	0.4%	1,180	0.4%	$1,049,355,616	0.8%	$889,284
Long Variable	290	0.3%	1,145	0.4%	$2,068,770,000	1.6%	$1,806,786
Short Variable	1,949	1.8%	10,005	3.1%	$35,515,765,308	28.0%	$3,549,802
CP	476	0.4%	854	0.3%	$9,276,874,000	7.3%	$10,862,850
Other	47	0.0%	110	0.0%	$290,870,855	0.2%	$2,644,281
Total	108,388	100%	319,869	100%	126,802,578,715	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	87,601	96.5%	159,962	92.5%	$35,294,348,088	48.9%	$220,642
Long Note	885	1.0%	1,945	1.1%	$1,309,435,383	1.8%	$673,232
Short Note	63	0.1%	131	0.1%	$147,487,000	0.2%	$1,125,855
Long Variable	250	0.3%	556	0.3%	$393,706,000	0.5%	$708,104
Short Variable	1,919	2.1%	10,184	5.9%	$34,080,598,494	47.2%	$3,346,485
CP	70	0.1%	87	0.1%	$911,886,000	1.3%	$10,481,448
Other	26	0.0%	45	0.0%	$37,083,568	0.1%	$824,079
Total	90,814	100%	172,910	100%	72,174,544,533	100%