History of LGIP Monthly Statement Enclosures
October 31, 2009
| Investment Type | Average Balance Oct-09 |
Oct-09 % |
Average Balance CY 2009 |
CY 2009 % |
|---|---|---|---|---|
| Agency Callables | 0.00 | 0.00% | 0.00 | 0.00% |
| Repurchase Agreements | 0.00 | 0.00% | 63,330,417.76 | 0.80% |
| Reverse Repo Agreements | 0.00 | 0.00% | (131,222,861.84) | -1.66% |
| Treasury Securities | 1,622,194,782.81 | 18.69% | 1,615,509,318.13 | 20.44% |
| Agency Coupons | 153,710,907.85 | 1.77% | 419,141,860.84 | 5.30% |
| IB Bank Deposit | 302,414,651.08 | 3.48% | 172,433,857.05 | 2.18% |
| NOW Accounts | 1,772,129,870.65 | 20.42% | 1,333,471,439.52 | 16.86% |
| Agency Floating Rate Notes | 1,770,139,194.99 | 20.40% | 1,870,897,290.37 | 23.66% |
| Agency Variable Rate Notes | 805,063,870.62 | 9.28% | 582,178,893.19 | 7.36% |
| Discount Notes | 2,064,802,373.65 | 23.79% | 1,681,504,893.37 | 21.26% |
| Certificates of Deposit | 187,806,451.61 | 2.16% | 299,785,197.37 | 3.79% |
| Commercial Paper | 0.00 | 0.00% | 0.00 | 0.00% |
| Total Avg Daily Balance | 8,678,262,103.26 | 100.00% | 7,908,030,305.76 | 100.00% |
Avg Days to Maturity |
60 days |
Local Government Investment Pool Maturity Structure
| Days to Maturity | $ Maturing (Par Value) | % Maturing | Cumulative % Maturing |
|---|---|---|---|
| 1 | 2,133.63 | 22.0% | 22.0% |
| 2-30 | 101.50 | 1.0% | 23.0% |
| 31-60 | 1,275.00 | 13.1% | 36.1% |
| 61-90 | 885.00 | 9.1% | 45.2% |
| 91-120 | 525.00 | 5.4% | 50.6% |
| 121-180 | 1,973.37 | 20.3% | 71.0% |
| 181-270 | 250.00 | 2.6% | 73.5% |
| 271-395 | 50.00 | 0.5% | 74.0% |
| Floating Rate Notes | 1,675.00 | 17.2% | 91.3% |
| Variable Rate Notes | 847.00 | 8.7% | 100.0% |
| Portfolio Total: | $9,715.50 |
(Click to Enlarge)
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Net Rate of Return -
Maturity Structure -
Cumulative Maturity Structure
