CUSIPs, Trades and Par Value by Security Type
September 2017
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	105,461	95.7%	666,625	95.6%	$117,886,104,983	59.0%	$176,840
Long Note	1,704	1.5%	8,255	1.2%	$7,049,692,787	3.5%	$853,991
Short Note	265	0.2%	1,032	0.1%	$1,162,565,149	0.6%	$1,126,517
Long Variable	64	0.1%	408	0.1%	$88,345,000	0.0%	$216,532
Short Variable	2,100	1.9%	19,831	2.8%	$60,648,681,544	30.4%	$3,058,277
CP	503	0.5%	1,247	0.2%	$12,193,784,000	6.1%	$9,778,496
Other	82	0.1%	217	0.0%	$631,776,016	0.3%	$2,911,410
Total	110,179	100%	697,615	100%	$199,660,949,479	100%	$286,205
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	73,853	98.0%	265,281	98.4%	$32,260,883,765	91.0%	$121,610
Long Note	822	1.1%	1,856	0.7%	$1,184,562,845	3.3%	$638,234
Short Note	92	0.1%	211	0.1%	$138,879,576	0.4%	$658,197
Long Variable	28	0.0%	119	0.0%	$12,745,000	0.0%	$107,101
Short Variable	501	0.7%	2,111	0.8%	$1,395,594,506	3.9%	$661,106
CP	40	0.1%	72	0.0%	$429,822,000	1.2%	$5,969,750
Other	17	0.0%	52	0.0%	$10,584,303	0.0%	$203,544
Total	75,353	100%	269,702	100%	$35,433,071,995	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	104,442	95.7%	401,344	93.8%	$85,625,221,218	52.1%	$213,346
Long Note	1,694	1.6%	6,399	1.5%	$5,865,129,942	3.6%	$916,570
Short Note	262	0.2%	821	0.2%	$1,023,685,573	0.6%	$1,246,876
Long Variable	64	0.1%	289	0.1%	$75,600,000	0.0%	$261,592
Short Variable	2,094	1.9%	17,720	4.1%	$59,253,087,038	36.1%	$3,343,854
CP	503	0.5%	1,175	0.3%	$11,763,962,000	7.2%	$10,011,883
Other	77	0.1%	165	0.0%	$621,191,713	0.4%	$3,764,798
Total	109,136	100%	427,913	100%	$164,227,877,484	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	90,782	95.5%	257,614	94.0%	$55,695,974,797	54.4%	$216,199
Long Note	1,556	1.6%	5,294	1.9%	$4,520,682,322	4.4%	$853,926
Short Note	249	0.3%	743	0.3%	$978,381,123	1.0%	$1,316,798
Long Variable	57	0.1%	178	0.1%	$36,145,000	0.0%	$203,062
Short Variable	1,863	2.0%	9,138	3.3%	$30,260,507,169	29.6%	$3,311,502
CP	495	0.5%	1,064	0.4%	$10,427,352,000	10.2%	$9,800,143
Other	59	0.1%	115	0.0%	$469,221,361	0.5%	$4,080,186
Total	95,061	100%	274,146	100%	102,388,263,772	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	80,410	96.6%	143,730	93.5%	$29,929,246,421	48.4%	$208,232
Long Note	768	0.9%	1,105	0.7%	$1,344,447,620	2.2%	$1,216,695
Short Note	51	0.1%	78	0.1%	$45,304,450	0.1%	$580,826
Long Variable	56	0.1%	111	0.1%	$39,455,000	0.1%	$355,450
Short Variable	1,879	2.3%	8,582	5.6%	$28,992,579,869	46.9%	$3,378,301
CP	87	0.1%	111	0.1%	$1,336,610,000	2.2%	$12,041,532
Other	32	0.0%	50	0.0%	$151,970,352	0.2%	$3,039,407
Total	83,283	100%	153,767	100%	61,839,613,712	100%