| Financial companies | Special categories | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Domestic issuers | Foreign issuers | SEC rule 2a-7 | Directly placed | ||||||||
| Period | U.S. owned | Foreign bank parent | Foreign nonbank parent | Bank | Other | AB | LOC | Tier-1 rating | Tier-2 rating | Nonfinancial | Financial |
| Month-end changes | |||||||||||
| 2005-Sep | 21.9 | 1.1 | -4.0 | -.5 | .9 | 4.4 | .0 | 5.3 | -3.6 | -11.5 | -1.5 |
| Oct | 13.9 | -1.1 | 3.0 | -7.2 | 7.4 | 26.1 | .1 | 26.2 | 5.9 | 13.1 | 13.7 |
| Nov | 19.6 | .2 | 1.6 | 11.4 | 3.6 | 32.7 | .0 | 41.8 | -1.8 | 1.5 | 14.0 |
| Dec | 38.9 | 7.4 | -7.0 | -1.4 | -1.2 | 19.4 | -.1 | 2.5 | -3.6 | -14.2 | 1.6 |
| 2006-Jan | -4.6 | 25.6 | 4.1 | 3.9 | 6.2 | 12.1 | .0 | 99.6 | -2.8 | 8.8 | -1.6 |
| Feb | 9.8 | -5.0 | 2.1 | .8 | 3.7 | 18.2 | .0 | 16.9 | 4.8 | 2.5 | 4.5 |
| Mar | -7.2 | 5.6 | -1.4 | 3.5 | 8.1 | 14.2 | -.1 | -25.5 | -1.2 | -10.3 | -10.0 |
| Weekly (Wednesday) changes | |||||||||||
| 2006-Feb 8 | 5.4 | 3.6 | -1.7 | 1.7 | -5.0 | -.9 | .0 | 1.6 | -1.1 | .9 | 1.8 |
| 15 | -6.4 | -3.2 | 3.1 | -2.1 | -4.3 | -2.0 | .1 | -10.0 | 2.4 | .6 | -6.4 |
| 22 | 15.1 | -.6 | .9 | -1.4 | 4.3 | 7.2 | -.1 | 17.4 | 1.9 | .6 | 7.9 |
| Mar 1 | -4.3 | 4.2 | .3 | 2.2 | 6.5 | 9.5 | .0 | 14.4 | 2.2 | .5 | .6 |
| 8 | 1.3 | 1.1 | 1.2 | 2.1 | .5 | 10.0 | -.1 | -.2 | -1.6 | -1.2 | -4.2 |
| 15 | 10.1 | -2.1 | 2.1 | 1.7 | 2.9 | -1.1 | .0 | 10.4 | 2.2 | -.5 | 4.1 |
| 22 | -10.8 | 5.4 | -.2 | -1.0 | 1.8 | 1.1 | .0 | -9.2 | -1.0 | -.3 | -5.8 |
| 29 | -.4 | -6.9 | -2.3 | -1.0 | .7 | 4.8 | -.1 | -26.3 | -.9 | -3.1 | -3.0 |
| Apr 5 | -15.7 | 1.9 | -1.7 | .6 | 7.6 | 4.9 | .0 | -2.3 | 2.1 | -1.5 | 2.3 |
| Year-end outstandings | |||||||||||
| Dec-2004 | 871.8 | 161.3 | 39.1 | 83.8 | 131.8 | 744.4 | .3 | 1,256.1 | 55.7 | 7.3 | 179.3 |
| Dec-2005 | 1,032.3 | 193.9 | 40.3 | 94.2 | 162.9 | 926.4 | .2 | 1,450.8 | 59.6 | 1.6 | 237.7 |
| Month-end outstandings | |||||||||||
| 2005-Sep | 959.8 | 187.3 | 42.8 | 91.4 | 153.1 | 848.2 | .3 | 1,380.4 | 59.2 | 1.1 | 208.4 |
| Oct | 973.7 | 186.2 | 45.7 | 84.2 | 160.6 | 874.3 | .4 | 1,406.6 | 65.1 | 14.2 | 222.1 |
| Nov | 993.4 | 186.4 | 47.4 | 95.5 | 164.1 | 907.0 | .3 | 1,448.3 | 63.2 | 15.8 | 236.1 |
| Dec | 1,032.3 | 193.9 | 40.3 | 94.2 | 162.9 | 926.4 | .2 | 1,450.8 | 59.6 | 1.6 | 237.7 |
| 2006-Jan | 1,027.7 | 219.5 | 44.4 | 98.1 | 169.1 | 938.5 | .3 | 1,550.4 | 56.7 | 10.4 | 236.1 |
| Feb | 1,037.5 | 214.5 | 46.5 | 98.8 | 172.8 | 956.7 | .3 | 1,567.2 | 61.5 | 12.9 | 240.6 |
| Mar | 1,030.2 | 220.1 | 45.1 | 102.3 | 180.9 | 970.9 | .2 | 1,541.7 | 60.3 | 2.7 | 230.6 |
| Wednesday outstandings | |||||||||||
| 2006-Feb 8 | 1,031.4 | 219.3 | 41.6 | 99.1 | 165.8 | 940.3 | .3 | 1,546.7 | 55.7 | 11.5 | 237.2 |
| 15 | 1,025.0 | 216.1 | 44.7 | 97.0 | 161.5 | 938.3 | .3 | 1,536.7 | 58.0 | 12.1 | 230.8 |
| 22 | 1,040.0 | 215.5 | 45.6 | 95.6 | 165.8 | 945.4 | .3 | 1,554.1 | 59.9 | 12.7 | 238.7 |
| Mar 1 | 1,035.8 | 219.8 | 45.9 | 97.8 | 172.4 | 954.9 | .3 | 1,568.6 | 62.1 | 13.1 | 239.4 |
| 8 | 1,037.0 | 220.9 | 47.0 | 99.9 | 172.8 | 964.9 | .2 | 1,568.3 | 60.6 | 11.9 | 235.2 |
| 15 | 1,047.1 | 218.8 | 49.2 | 101.7 | 175.7 | 963.9 | .3 | 1,578.8 | 62.7 | 11.4 | 239.3 |
| 22 | 1,036.3 | 224.2 | 48.9 | 100.6 | 177.5 | 965.0 | .3 | 1,569.5 | 61.7 | 11.1 | 233.5 |
| 29 | 1,035.9 | 217.3 | 46.6 | 99.6 | 178.2 | 969.8 | .2 | 1,543.2 | 60.8 | 8.1 | 230.5 |
| Apr 5 | 1,020.2 | 219.2 | 45.0 | 100.2 | 185.8 | 974.7 | .2 | 1,540.9 | 62.8 | 6.6 | 232.8 |
Directly-placed nonfinancial and directly-placed financial commercial paper outstandings have been revised. The revisions affect monthly outstandings from April 2000 to February 2004 and weekly Wednesday outstandings from April 5, 2000 to March 17, 2004.
Asset-backed commercial paper outstanding level series has been revised to reflect the inclusion of existing but previously unrecorded programs. The revisions affect outstandings from May 2000 to March 2003. Note that all series for which asset-backed outstandings are a subset will be affected by this revision.
Note. Rule 2a-7 of the Investment Company Act of 1940 limits the credit risk that money market mutual funds may bear by restricting their investments to "eligible" securities. An eligible security must carry one of the two highest ratings("1" or "2") for short-term obligations from at least two of the nationally recognized statistical ratings agencies. A tier-1 security is an eligible security rated "1" by at least two of the rating agencies; a tier-2 security is an eligible security that is not a tier-1 security. The sum of tier-1 and tier-2 securities will not add up to the total due to ineligible securities.
Money funds may hold no more than 5 percent of their assets in the tier-1 securities of any individual issuer and no more than 1 percent of their assets in the tier-2 securities of any individual issuer; moreover, a money fund's holdings of tier-2 securities may constitute no more than 5 percent of the fund's assets.
AB Asset backed.
LOC Backed by letter of credit.
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