CUSIPs, Trades and Par Value by Security Type
November 2018
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	133,689	96.3%	830,964	95.5%	$162,185,568,287	64.0%	$195,178
Long Note	1,824	1.3%	10,098	1.2%	$4,185,151,883	1.7%	$414,454
Short Note	255	0.2%	1,249	0.1%	$765,289,145	0.3%	$612,721
Long Variable	348	0.3%	2,700	0.3%	$3,441,489,000	1.4%	$1,274,626
Short Variable	2,257	1.6%	23,711	2.7%	$70,704,079,422	27.9%	$2,981,910
CP	448	0.3%	1,176	0.1%	$11,578,331,000	4.6%	$9,845,520
Other	67	0.0%	186	0.0%	$643,545,858	0.3%	$3,459,924
Total	138,888	100%	870,084	100%	$253,503,454,595	100%	$291,355
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	95,612	97.9%	321,619	98.1%	$38,598,992,734	91.8%	$120,015
Long Note	1,044	1.1%	2,904	0.9%	$785,409,948	1.9%	$270,458
Short Note	116	0.1%	323	0.1%	$112,188,568	0.3%	$347,333
Long Variable	189	0.2%	642	0.2%	$275,105,000	0.7%	$428,512
Short Variable	582	0.6%	2,240	0.7%	$1,646,830,134	3.9%	$735,192
CP	50	0.1%	101	0.0%	$490,971,000	1.2%	$4,861,099
Other	22	0.0%	32	0.0%	$115,260,000	0.3%	$3,601,875
Total	97,615	100%	327,861	100%	$42,024,757,384	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	132,134	96.2%	509,345	93.9%	$123,586,575,553	58.4%	$242,638
Long Note	1,817	1.3%	7,194	1.3%	$3,399,741,935	1.6%	$472,580
Short Note	255	0.2%	926	0.2%	$653,100,577	0.3%	$705,292
Long Variable	348	0.3%	2,058	0.4%	$3,166,384,000	1.5%	$1,538,573
Short Variable	2,256	1.6%	21,471	4.0%	$69,057,249,288	32.7%	$3,216,303
CP	448	0.3%	1,075	0.2%	$11,087,360,000	5.2%	$10,313,823
Other	66	0.0%	154	0.0%	$528,285,858	0.2%	$3,430,428
Total	137,324	100%	542,223	100%	$211,478,697,211	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	115,094	96.0%	321,229	94.2%	$72,070,250,125	57.2%	$224,358
Long Note	1,689	1.4%	5,624	1.7%	$2,573,225,624	2.0%	$457,544
Short Note	243	0.2%	803	0.2%	$523,790,577	0.4%	$652,292
Long Variable	329	0.3%	1,300	0.4%	$2,563,712,000	2.0%	$1,972,086
Short Variable	2,023	1.7%	10,776	3.2%	$37,626,128,927	29.9%	$3,491,660
CP	448	0.4%	979	0.3%	$10,066,319,000	8.0%	$10,282,246
Other	55	0.0%	124	0.0%	$468,055,858	0.4%	$3,774,644
Total	119,881	100%	340,835	100%	125,891,482,111	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	101,918	96.9%	188,116	93.4%	$51,516,325,428	60.2%	$273,854
Long Note	869	0.8%	1,570	0.8%	$826,516,311	1.0%	$526,444
Short Note	66	0.1%	123	0.1%	$129,310,000	0.2%	$1,051,301
Long Variable	277	0.3%	758	0.4%	$602,672,000	0.7%	$795,082
Short Variable	1,934	1.8%	10,695	5.3%	$31,431,120,361	36.7%	$2,938,861
CP	52	0.0%	96	0.0%	$1,021,041,000	1.2%	$10,635,844
Other	20	0.0%	30	0.0%	$60,230,000	0.1%	$2,007,667
Total	105,136	100%	201,388	100%	85,587,215,100	100%