(Click to Enlarge)
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Net Rate of Return -
Maturity Structure -
Cumulative Maturity Structure
| Investment Type | Average Balance Sep-08 |
Sep-08 Percentage |
Average Balance CY 2008 |
CY 2008 Percentage |
|---|---|---|---|---|
| Bankers Acceptance | 0.00 | 0.00% | 0.00 | 0.00% |
| Agency Callables | 0.00 | 0.00% | 20,991,365.73 | 0.31% |
| Repurchase Agreements | 229,164,300.00 | 3.67% | 625,899,704.36 | 9.12% |
| Reverse Repo Agreements | 0.00 | 0.00% | 0.00 | 0.00% |
| Treasury Securities | 3,417,116.27 | 0.05% | 16,265,101.55 | 0.24% |
| Agency Coupons | 413,609,250.20 | 6.63% | 595,747,425.53 | 8.68% |
| IB Bank Deposit | 403,528,820.69 | 6.46% | 387,344,707.23 | 5.64% |
| Agency Floating Rate Notes | 1,843,113,134.71 | 29.53% | 1,481,182,423.05 | 21.57 |
| Agency Variable Rate Notes | 464,831,361.41 | 7.45% | 137,156,313.31 | 2.00% |
| Discount Notes | 2,476,209,109.38 | 39.67% | 3,032,996,031.31 | 44.17% |
| Certificates of Deposit | 408,600,000.00 | 6.55% | 568,658,029.19 | 8.28% |
| Commercial Paper | 0.00 | 0.00% | 0.00 | 0.00% |
| Total Avg Daily Balance | 6,242,473,092.66 | 100.00% | 6,866,241,101.26 | 100.00% |
Avg Days to Maturity |
38 days |
| Days to Maturity | $ Maturing (Par Value) | % Maturing | Cumulative % Maturing |
|---|---|---|---|
| 1 | 819.52 | 12.7% | 12.7% |
| 2-30 | 879.45 | 13.6% | 26.3% |
| 31-60 | 906.85 | 14.0% | 40.4% |
| 61-90 | 884.78 | 13.7% | 54.1% |
| 91-120 | 146.29 | 2.3% | 56.3% |
| 121-180 | 264.35 | 4.1% | 60.4% |
| 181-270 | 100.00 | 1.5% | 62.0% |
| 271-395 | 99.36 | 1.5% | 63.5% |
| Floating Rate Notes | 1,870.00 | 29.0% | 92.5% |
| Variable Rate Notes | 485.00 | 7.5% | 100.00% |
| Portfolio Total: | 6,455.60 |
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