CUSIPs, Trades and Par Value by Security Type
September 2018
Security Type	CUSIPs	% of Total	Trades	% of Total	Par Value	% of Total	Average Size All Trades
Bond	117,862	95.9%	714,144	95.1%	$127,628,226,664	57.2%	$178,715
Long Note	1,750	1.4%	9,161	1.2%	$9,668,009,497	4.3%	$1,055,344
Short Note	219	0.2%	1,141	0.2%	$1,219,013,456	0.5%	$1,068,373
Long Variable	314	0.3%	2,355	0.3%	$3,907,463,000	1.8%	$1,659,220
Short Variable	2,133	1.7%	21,990	2.9%	$66,477,704,702	29.8%	$3,023,088
CP	516	0.4%	1,484	0.2%	$13,450,207,000	6.0%	$9,063,482
Other	64	0.1%	325	0.0%	$889,152,334	0.4%	$2,735,853
Total	122,858	100%	750,600	100%	$223,239,776,653	100%	$297,415
Security Type	Inter-Dealer CUSIPs	% of Total	Inter-Dealer Trades	% of Total	Inter-Dealer Par	% of Total	Inter-Dealer Average Size
Bond	85,137	97.9%	281,864	98.0%	$33,397,544,322	90.4%	$118,488
Long Note	913	1.0%	2,487	0.9%	$1,323,992,719	3.6%	$532,365
Short Note	108	0.1%	273	0.1%	$170,862,115	0.5%	$625,869
Long Variable	178	0.2%	631	0.2%	$174,335,000	0.5%	$276,284
Short Variable	557	0.6%	2,012	0.7%	$1,251,974,370	3.4%	$622,254
CP	64	0.1%	161	0.1%	$480,185,000	1.3%	$2,982,516
Other	18	0.0%	54	0.0%	$142,705,000	0.4%	$2,642,685
Total	86,975	100%	287,482	100%	$36,941,598,526	100%
Security Type	Customer CUSIPs	% of Total	Customer Trades	% of Total	Customer Par	% of Total	Customer Average Size
Bond	116,704	95.9%	432,280	93.3%	$94,230,682,342	50.6%	$217,985
Long Note	1,743	1.4%	6,674	1.4%	$8,344,016,778	4.5%	$1,250,227
Short Note	218	0.2%	868	0.2%	$1,048,151,341	0.6%	$1,207,548
Long Variable	314	0.3%	1,724	0.4%	$3,733,128,000	2.0%	$2,165,387
Short Variable	2,132	1.8%	19,978	4.3%	$65,225,730,332	35.0%	$3,264,878
CP	516	0.4%	1,323	0.3%	$12,970,022,000	7.0%	$9,803,494
Other	61	0.1%	271	0.1%	$746,447,334	0.4%	$2,754,418
Total	121,688	100%	463,118	100%	$186,298,178,127	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	100,925	95.7%	277,520	93.7%	$57,579,837,832	50.2%	$207,480
Long Note	1,603	1.5%	5,535	1.9%	$7,245,406,583	6.3%	$1,309,017
Short Note	210	0.2%	812	0.3%	$1,022,116,341	0.9%	$1,258,764
Long Variable	284	0.3%	1,037	0.4%	$2,504,454,000	2.2%	$2,415,095
Short Variable	1,914	1.8%	9,729	3.3%	$33,452,804,748	29.2%	$3,438,463
CP	514	0.5%	1,217	0.4%	$12,120,978,000	10.6%	$9,959,719
Other	59	0.1%	236	0.1%	$676,819,334	0.6%	$2,867,879
Total	105,509	100%	296,086	100%	114,602,416,838	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	88,538	96.7%	154,760	92.7%	$36,650,844,510	51.1%	$236,824
Long Note	733	0.8%	1,139	0.7%	$1,098,610,195	1.5%	$964,539
Short Note	40	0.0%	56	0.0%	$26,035,000	0.0%	$464,911
Long Variable	273	0.3%	687	0.4%	$1,228,674,000	1.7%	$1,788,463
Short Variable	1,926	2.1%	10,249	6.1%	$31,772,925,584	44.3%	$3,100,100
CP	59	0.1%	106	0.1%	$849,044,000	1.2%	$8,009,849
Other	13	0.0%	35	0.0%	$69,628,000	0.1%	$1,989,371
Total	91,582	100%	167,032	100%	71,695,761,289	100%