CUSIPs, Trades and Par Value by Security Type
October 2018
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	134,834	96.0%	891,762	95.2%	$189,393,652,657	64.1%	$212,381
Long Note	1,954	1.4%	12,287	1.3%	$7,376,728,177	2.5%	$600,369
Short Note	265	0.2%	1,472	0.2%	$1,130,640,530	0.4%	$768,098
Long Variable	321	0.2%	2,814	0.3%	$3,556,247,000	1.2%	$1,263,769
Short Variable	2,262	1.6%	26,235	2.8%	$78,229,343,956	26.5%	$2,981,869
CP	614	0.4%	1,428	0.2%	$15,113,125,000	5.1%	$10,583,421
Other	135	0.1%	395	0.0%	$869,742,569	0.3%	$2,201,880
Total	140,385	100%	936,393	100%	$295,669,479,889	100%	$315,754
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	97,980	97.8%	349,221	97.9%	$44,511,861,867	92.0%	$127,460
Long Note	1,171	1.2%	3,596	1.0%	$983,327,585	2.0%	$273,450
Short Note	136	0.1%	405	0.1%	$143,559,710	0.3%	$354,468
Long Variable	188	0.2%	751	0.2%	$297,635,000	0.6%	$396,318
Short Variable	665	0.7%	2,485	0.7%	$1,873,078,748	3.9%	$753,754
CP	61	0.1%	124	0.0%	$540,395,000	1.1%	$4,358,024
Other	14	0.0%	30	0.0%	$28,045,000	0.1%	$934,833
Total	100,215	100%	356,612	100%	$48,377,902,910	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	133,613	96.0%	542,541	93.6%	$144,881,790,790	58.6%	$267,043
Long Note	1,949	1.4%	8,691	1.5%	$6,393,400,592	2.6%	$735,635
Short Note	265	0.2%	1,067	0.2%	$987,080,820	0.4%	$925,099
Long Variable	319	0.2%	2,063	0.4%	$3,258,612,000	1.3%	$1,579,550
Short Variable	2,257	1.6%	23,750	4.1%	$76,356,265,208	30.9%	$3,215,001
CP	613	0.4%	1,304	0.2%	$14,572,730,000	5.9%	$11,175,406
Other	128	0.1%	365	0.1%	$841,697,569	0.3%	$2,306,021
Total	139,144	100%	579,781	100%	$247,291,576,979	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	116,557	95.8%	344,209	93.9%	$86,643,059,971	58.3%	$251,716
Long Note	1,810	1.5%	7,083	1.9%	$5,207,275,925	3.5%	$735,179
Short Note	259	0.2%	982	0.3%	$933,365,820	0.6%	$950,474
Long Variable	293	0.2%	1,242	0.3%	$2,054,835,000	1.4%	$1,654,457
Short Variable	2,013	1.7%	11,378	3.1%	$39,534,509,680	26.6%	$3,474,645
CP	611	0.5%	1,179	0.3%	$13,392,854,000	9.0%	$11,359,503
Other	127	0.1%	335	0.1%	$793,755,069	0.5%	$2,369,418
Total	121,670	100%	366,408	100%	148,559,655,465	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	105,063	96.9%	198,332	93.0%	$58,238,730,819	59.0%	$293,643
Long Note	937	0.9%	1,608	0.8%	$1,186,124,667	1.2%	$737,640
Short Note	52	0.0%	85	0.0%	$53,715,000	0.1%	$631,941
Long Variable	269	0.2%	821	0.4%	$1,203,777,000	1.2%	$1,466,233
Short Variable	2,037	1.9%	12,372	5.8%	$36,821,755,528	37.3%	$2,976,217
CP	68	0.1%	125	0.1%	$1,179,876,000	1.2%	$9,439,008
Other	17	0.0%	30	0.0%	$47,942,500	0.0%	$1,598,083
Total	108,443	100%	213,373	100%	98,731,921,514	100%