ICI Submits Information to IOSCO on Money Market Fund Reform (pdf)

    o o o o o         0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 1984 1987 1990 1993 1996 1999 2002 2005 2008 2011* 010 20 30 40 50 60 1983 1985 1987 1989 1991 1993 1995 1997 1999 2001 2003 2005 2007 2009 2011*     Weighted-average maturity in days August 2008 November 2011 4 5 15 11 30 24 9 60 5 6 11 25 36 17 0 60 Prime Government Weighted-average life in days 6 1 2 13 16 23 9 3 10 9 7 1 2 2 11 10 20 14 2 13 11 11 2 2 Percent of prime fund’s portfolio invested in repo, Treasuries and agencies 5 28 32 18 3 3 10 0.3 0.4 0 0.61 12 6 40 17 9 13 0.4 0.3 0.3 0.50 5 10 15 20 25 30 35 40 45 0 0-10 10-20 20-30 30-40 40-50 50-60 60-70 70-80 80-90 >90 Aug-08 Nov-11 gust 2008 ovember 2011 $1,400 $1,450 $1,500 $1,550 $1,600 $1,650 $1,700 Jan-5 Feb-4 Mar-6 Apr-5 May-5 Jun-4 Jul-4 Aug-3 Sep-2 Oct-2 Nov-1 Dec-1 Dec-31 2011 week-ended August 3, 2011 week-ended June 8, 2011 25 25 24 29 25 24 25 27 27 39 39 40 43 42 43 44 45 45 Apr May Jun Jul Aug Sep Oct Nov Dec daily liquid assets weekly liquid assets 0.9950 0.9960 0.9970 0.9980 0.9990 1.0000 1.0010 1.0020 1.0030 1.0040 1.0050 Jan Feb Mar Apr May Jun Jul Aug Sep 1st percentile average 99th percentile        