Finance and Economics Discussion Series: Data for paper 2010-51
♣
The Cross Section of Money Market Fund Risks and Financial Crises
Figure 1, panel A. Assets under Management in Money Market Funds by Investment Objective (billions of dollars)
| Date | Prime | Government-only | Tax-exempt |
|---|---|---|---|
| 7-Jan-98 | 695.695 | 243.062 | 172.583 |
| 14-Jan-98 | 696.048 | 244.199 | 174.337 |
| 21-Jan-98 | 702.422 | 240.858 | 173.677 |
| 28-Jan-98 | 697.676 | 240.204 | 172.079 |
| 4-Feb-98 | 704.904 | 241.171 | 176.666 |
| 11-Feb-98 | 709.248 | 242.721 | 177.517 |
| 18-Feb-98 | 717.784 | 243.993 | 177.47 |
| 25-Feb-98 | 716.781 | 246.091 | 177.585 |
| 4-Mar-98 | 720.811 | 246.948 | 181.173 |
| 11-Mar-98 | 724.14 | 248.665 | 181.417 |
| 18-Mar-98 | 725.829 | 247.344 | 180.049 |
| 25-Mar-98 | 726.211 | 248.129 | 178.503 |
| 1-Apr-98 | 727.518 | 250.364 | 178.815 |
| 8-Apr-98 | 745.678 | 253.484 | 183.716 |
| 15-Apr-98 | 733.052 | 251.109 | 178.98 |
| 22-Apr-98 | 735.681 | 249.473 | 174.365 |
| 29-Apr-98 | 734.738 | 248.296 | 170.511 |
| 6-May-98 | 743.093 | 249.635 | 172.77 |
| 13-May-98 | 739.444 | 250.678 | 172.841 |
| 20-May-98 | 747.087 | 252.908 | 174.12 |
| 27-May-98 | 748.572 | 256.754 | 173.778 |
| 3-Jun-98 | 756.403 | 259.315 | 178.284 |
| 10-Jun-98 | 756.565 | 260.371 | 178.201 |
| 17-Jun-98 | 755.454 | 257.662 | 177.631 |
| 24-Jun-98 | 756.481 | 260.051 | 175.395 |
| 1-Jul-98 | 747.131 | 259.301 | 176.355 |
| 8-Jul-98 | 742.151 | 280.861 | 181.624 |
| 15-Jul-98 | 756.185 | 260.317 | 180.313 |
| 22-Jul-98 | 767.945 | 261.113 | 180.913 |
| 29-Jul-98 | 768.123 | 262.143 | 180.179 |
| 5-Aug-98 | 783.004 | 264.96 | 184.761 |
| 12-Aug-98 | 791.008 | 267.347 | 183.484 |
| 19-Aug-98 | 797.753 | 269.339 | 185.181 |
| 26-Aug-98 | 802.734 | 269.963 | 184.763 |
| 2-Sep-98 | 814.147 | 271.955 | 186.65 |
| 9-Sep-98 | 820.226 | 273.495 | 187.134 |
| 16-Sep-98 | 819.263 | 274.667 | 184.478 |
| 23-Sep-98 | 819.279 | 275.23 | 182.172 |
| 30-Sep-98 | 812.369 | 280.079 | 181.76 |
| 7-Oct-98 | 836.769 | 282.493 | 187.915 |
| 14-Oct-98 | 846.374 | 289.804 | 188.096 |
| 21-Oct-98 | 861.962 | 289.736 | 188.635 |
| 28-Oct-98 | 866.195 | 289.491 | 187.708 |
| 4-Nov-98 | 860.404 | 290.383 | 190.26 |
| 11-Nov-98 | 870.224 | 292.125 | 189.968 |
| 18-Nov-98 | 877.085 | 293.57 | 190.971 |
| 25-Nov-98 | 887.789 | 295.967 | 190.634 |
| 2-Dec-98 | 894.342 | 298.073 | 195.079 |
| 9-Dec-98 | 905.911 | 299.692 | 195.236 |
| 16-Dec-98 | 899.484 | 299.318 | 195.107 |
| 23-Dec-98 | 899.579 | 299.964 | 193.825 |
| 30-Dec-98 | 872.906 | 302.999 | 190.251 |
| 6-Jan-99 | 902.31 | 296.847 | 198.208 |
| 13-Jan-99 | 925.871 | 300.003 | 201.136 |
| 20-Jan-99 | 935.633 | 298.798 | 201.241 |
| 27-Jan-99 | 934.194 | 296.462 | 200.961 |
| 3-Feb-99 | 949.471 | 297.749 | 204.073 |
| 10-Feb-99 | 950.34 | 298.431 | 203.597 |
| 17-Feb-99 | 961.405 | 299.842 | 203.273 |
| 24-Feb-99 | 956.569 | 299.71 | 201.055 |
| 3-Mar-99 | 951.413 | 299.736 | 202.477 |
| 10-Mar-99 | 956.973 | 297.297 | 201.305 |
| 17-Mar-99 | 960.015 | 294.676 | 201.567 |
| 24-Mar-99 | 961.746 | 297.276 | 202.119 |
| 31-Mar-99 | 949.832 | 294.619 | 200.993 |
| 7-Apr-99 | 975.641 | 295.324 | 205.821 |
| 14-Apr-99 | 972.256 | 297.178 | 202.163 |
| 21-Apr-99 | 972.139 | 291.956 | 196.747 |
| 28-Apr-99 | 958.053 | 289.468 | 191.129 |
| 5-May-99 | 960.801 | 290.795 | 192.679 |
| 12-May-99 | 960.43 | 291.263 | 193.828 |
| 19-May-99 | 964.921 | 292.386 | 195.569 |
| 26-May-99 | 965.391 | 290.995 | 195.396 |
| 2-Jun-99 | 969.182 | 290.32 | 197.371 |
| 9-Jun-99 | 977.443 | 292.016 | 197.841 |
| 16-Jun-99 | 968.718 | 290.269 | 196.418 |
| 23-Jun-99 | 973.419 | 289.266 | 194.038 |
| 30-Jun-99 | 949.035 | 288.101 | 193.077 |
| 7-Jul-99 | 969.999 | 289.211 | 201.697 |
| 14-Jul-99 | 968.242 | 288.422 | 200.312 |
| 21-Jul-99 | 974.214 | 289.341 | 200.151 |
| 28-Jul-99 | 972.526 | 288.401 | 198.415 |
| 4-Aug-99 | 988.465 | 292.047 | 201.013 |
| 11-Aug-99 | 996.215 | 293.574 | 200.081 |
| 18-Aug-99 | 1004.849 | 294.751 | 200.486 |
| 25-Aug-99 | 999.294 | 297.46 | 199.594 |
| 1-Sep-99 | 995.591 | 296.893 | 199.375 |
| 8-Sep-99 | 1010.437 | 298.777 | 201.647 |
| 15-Sep-99 | 1007.822 | 297.038 | 199.52 |
| 22-Sep-99 | 1010.908 | 298.673 | 197.23 |
| 29-Sep-99 | 1005.61 | 297.18 | 195.248 |
| 6-Oct-99 | 1025.741 | 295.469 | 200.744 |
| 13-Oct-99 | 1033.542 | 296.587 | 200.322 |
| 20-Oct-99 | 1041.759 | 297.212 | 200.174 |
| 27-Oct-99 | 1044.586 | 298.01 | 199.222 |
| 3-Nov-99 | 1053.663 | 297.655 | 201.692 |
| 10-Nov-99 | 1058.489 | 299.006 | 201.629 |
| 17-Nov-99 | 1062.569 | 302.167 | 204.032 |
| 24-Nov-99 | 1067.972 | 301.574 | 203.411 |
| 1-Dec-99 | 1070.856 | 302.637 | 205.498 |
| 8-Dec-99 | 1093 | 304.757 | 208.464 |
| 15-Dec-99 | 1095.592 | 306.899 | 208.156 |
| 22-Dec-99 | 1098.42 | 311.704 | 207.374 |
| 29-Dec-99 | 1103.448 | 316.259 | 205.855 |
| 5-Jan-00 | 1111.606 | 313.855 | 213.045 |
| 12-Jan-00 | 1126.261 | 309.707 | 214.76 |
| 19-Jan-00 | 1138.12 | 309.53 | 215.081 |
| 26-Jan-00 | 1151.117 | 308.548 | 214.026 |
| 2-Feb-00 | 1137.574 | 307.894 | 215.91 |
| 9-Feb-00 | 1142.645 | 310.316 | 215.51 |
| 16-Feb-00 | 1148.817 | 308.152 | 215.679 |
| 23-Feb-00 | 1154.279 | 309.756 | 215.629 |
| 1-Mar-00 | 1154.566 | 308.802 | 216.166 |
| 8-Mar-00 | 1173.834 | 313.746 | 218.928 |
| 15-Mar-00 | 1171.927 | 313.076 | 219.787 |
| 22-Mar-00 | 1174.144 | 313.707 | 220.828 |
| 29-Mar-00 | 1170.722 | 312.738 | 221.059 |
| 5-Apr-00 | 1180.477 | 315.27 | 225.975 |
| 12-Apr-00 | 1179.381 | 315.532 | 225.62 |
| 19-Apr-00 | 1168.827 | 310.684 | 218.956 |
| 26-Apr-00 | 1148.943 | 309.746 | 211.786 |
| 3-May-00 | 1152.235 | 308.022 | 209.251 |
| 10-May-00 | 1156.566 | 311.117 | 211.285 |
| 17-May-00 | 1156.716 | 310.993 | 216.237 |
| 24-May-00 | 1153.802 | 311.058 | 216.961 |
| 31-May-00 | 1151.837 | 310.371 | 217.029 |
| 7-Jun-00 | 1162.787 | 310.731 | 220.117 |
| 14-Jun-00 | 1155.589 | 308.905 | 218.177 |
| 21-Jun-00 | 1144.104 | 310.273 | 218.042 |
| 28-Jun-00 | 1141.954 | 308.539 | 216.617 |
| 5-Jul-00 | 1150.212 | 309.583 | 220.03 |
| 12-Jul-00 | 1161.84 | 311.238 | 221.68 |
| 19-Jul-00 | 1167.98 | 309.562 | 221.147 |
| 26-Jul-00 | 1169.228 | 309.428 | 221.981 |
| 2-Aug-00 | 1182.781 | 309.442 | 224.35 |
| 9-Aug-00 | 1191.291 | 313.268 | 224.349 |
| 16-Aug-00 | 1196.979 | 315.384 | 225.437 |
| 23-Aug-00 | 1208.019 | 315.614 | 225.23 |
| 30-Aug-00 | 1202.187 | 314.16 | 224.786 |
| 6-Sep-00 | 1211.307 | 316.213 | 228.059 |
| 13-Sep-00 | 1223.557 | 318.14 | 227.115 |
| 20-Sep-00 | 1210.919 | 316.744 | 224.713 |
| 27-Sep-00 | 1206.795 | 318.832 | 222.159 |
| 4-Oct-00 | 1217.726 | 317.698 | 227.447 |
| 11-Oct-00 | 1236.228 | 322.659 | 229.065 |
| 18-Oct-00 | 1238.378 | 323.259 | 228.128 |
| 25-Oct-00 | 1228.991 | 321.319 | 227.066 |
| 1-Nov-00 | 1228.649 | 320.934 | 227.758 |
| 8-Nov-00 | 1248.834 | 324.019 | 230.242 |
| 15-Nov-00 | 1246.681 | 325.957 | 231.721 |
| 22-Nov-00 | 1261.036 | 328.421 | 233.351 |
| 29-Nov-00 | 1267.142 | 329.542 | 234.007 |
| 6-Dec-00 | 1272.605 | 335.23 | 239.129 |
| 13-Dec-00 | 1291.388 | 340.731 | 239.85 |
| 20-Dec-00 | 1288.714 | 344.899 | 239.893 |
| 27-Dec-00 | 1279.276 | 349.305 | 239.213 |
| 3-Jan-01 | 1279.077 | 349.145 | 245.286 |
| 10-Jan-01 | 1337.434 | 352.145 | 251.531 |
| 17-Jan-01 | 1358.206 | 352.371 | 249.936 |
| 24-Jan-01 | 1361.236 | 354.712 | 242.218 |
| 31-Jan-01 | 1363.971 | 357.319 | 240.832 |
| 7-Feb-01 | 1396.782 | 361.986 | 246.33 |
| 14-Feb-01 | 1408.824 | 363.45 | 246.239 |
| 21-Feb-01 | 1417.7 | 366.361 | 248.402 |
| 28-Feb-01 | 1412.41 | 368.19 | 248.696 |
| 7-Mar-01 | 1424.795 | 369.967 | 252.255 |
| 14-Mar-01 | 1416.474 | 371.935 | 250.076 |
| 21-Mar-01 | 1449.958 | 377.719 | 250.097 |
| 28-Mar-01 | 1452.545 | 377.222 | 250.579 |
| 4-Apr-01 | 1446.613 | 377.935 | 255.158 |
| 11-Apr-01 | 1457.793 | 379.196 | 256.051 |
| 18-Apr-01 | 1436.811 | 374.791 | 250.55 |
| 25-Apr-01 | 1455.02 | 371.319 | 244.199 |
| 2-May-01 | 1435.704 | 368.27 | 241.828 |
| 9-May-01 | 1449.911 | 370.553 | 243.997 |
| 16-May-01 | 1457.706 | 373.754 | 248.47 |
| 23-May-01 | 1478.151 | 375.78 | 248.46 |
| 30-May-01 | 1474.235 | 378.069 | 248.664 |
| 6-Jun-01 | 1482.139 | 376.847 | 253.592 |
| 13-Jun-01 | 1483.628 | 379.237 | 251.09 |
| 20-Jun-01 | 1475.908 | 378.768 | 250.457 |
| 27-Jun-01 | 1475.764 | 379.921 | 249.785 |
| 4-Jul-01 | 1464.767 | 378.166 | 255.574 |
| 11-Jul-01 | 1488.457 | 382.465 | 256.285 |
| 18-Jul-01 | 1488.911 | 381.083 | 255.596 |
| 25-Jul-01 | 1474.801 | 380.778 | 255.636 |
| 1-Aug-01 | 1459.941 | 378.37 | 257.7 |
| 8-Aug-01 | 1480.047 | 381.481 | 259.692 |
| 15-Aug-01 | 1464.278 | 383.962 | 258.903 |
| 22-Aug-01 | 1494.503 | 390.87 | 259.529 |
| 29-Aug-01 | 1497.743 | 391.622 | 257.306 |
| 5-Sep-01 | 1487.11 | 389.207 | 258.753 |
| 12-Sep-01 | 1493.552 | 384.783 | 262.992 |
| 19-Sep-01 | 1559.557 | 400.81 | 262.606 |
| 26-Sep-01 | 1543.736 | 404.916 | 261.687 |
| 3-Oct-01 | 1572.525 | 401.375 | 265.925 |
| 10-Oct-01 | 1595.61 | 407 | 267.061 |
| 17-Oct-01 | 1597.071 | 405.723 | 267.314 |
| 24-Oct-01 | 1601.925 | 409.08 | 266.399 |
| 31-Oct-01 | 1591.479 | 408.071 | 266.771 |
| 7-Nov-01 | 1616.612 | 414.068 | 271.608 |
| 14-Nov-01 | 1622.286 | 414.78 | 271.904 |
| 21-Nov-01 | 1639.131 | 419.695 | 274.177 |
| 28-Nov-01 | 1653.718 | 422.1 | 275.214 |
| 5-Dec-01 | 1654.789 | 422.069 | 280.216 |
| 12-Dec-01 | 1677.048 | 427.32 | 279.147 |
| 19-Dec-01 | 1656.847 | 430.728 | 276.815 |
| 26-Dec-01 | 1635.606 | 434.71 | 276.52 |
| 2-Jan-02 | 1596.369 | 448.317 | 261.424 |
| 9-Jan-02 | 1648.813 | 445.223 | 268.459 |
| 16-Jan-02 | 1652.605 | 441.311 | 267.986 |
| 23-Jan-02 | 1661.603 | 442.068 | 266.964 |
| 30-Jan-02 | 1637.084 | 439.154 | 264.416 |
| 6-Feb-02 | 1644.369 | 440.871 | 268.637 |
| 13-Feb-02 | 1655.142 | 439.109 | 268.818 |
| 20-Feb-02 | 1657.701 | 442.513 | 270.131 |
| 27-Feb-02 | 1637.152 | 439.688 | 268.381 |
| 6-Mar-02 | 1641.908 | 440.404 | 269.914 |
| 13-Mar-02 | 1646.616 | 438.336 | 269.179 |
| 20-Mar-02 | 1639.97 | 437.493 | 268.965 |
| 27-Mar-02 | 1617.458 | 433.912 | 269.398 |
| 3-Apr-02 | 1608.671 | 430.358 | 272.29 |
| 10-Apr-02 | 1615.085 | 431.824 | 271.245 |
| 17-Apr-02 | 1602.222 | 427.267 | 266.822 |
| 24-Apr-02 | 1607.642 | 427.639 | 261.207 |
| 1-May-02 | 1575.892 | 419.687 | 259.683 |
| 8-May-02 | 1597.536 | 423.171 | 262.123 |
| 15-May-02 | 1593.02 | 420.62 | 262.743 |
| 22-May-02 | 1613.896 | 424.292 | 264.337 |
| 29-May-02 | 1585.179 | 420.605 | 266.486 |
| 5-Jun-02 | 1593.643 | 418.26 | 269.788 |
| 12-Jun-02 | 1598.071 | 420.264 | 268.622 |
| 19-Jun-02 | 1588.486 | 422.094 | 268.621 |
| 26-Jun-02 | 1562.75 | 422.737 | 264.112 |
| 3-Jul-02 | 1559.379 | 422.503 | 268.069 |
| 10-Jul-02 | 1580.104 | 426.58 | 271.036 |
| 17-Jul-02 | 1588.948 | 429.153 | 270.089 |
| 24-Jul-02 | 1598.588 | 432.404 | 269.759 |
| 31-Jul-02 | 1574.549 | 426.336 | 268.816 |
| 7-Aug-02 | 1587.151 | 426.403 | 273.354 |
| 14-Aug-02 | 1591.149 | 427.564 | 271.897 |
| 21-Aug-02 | 1594.592 | 430.377 | 272.878 |
| 28-Aug-02 | 1569.552 | 427.532 | 269.782 |
| 4-Sep-02 | 1547.391 | 422.709 | 270.345 |
| 11-Sep-02 | 1565.958 | 424.015 | 270.299 |
| 18-Sep-02 | 1555.072 | 420.787 | 269.251 |
| 25-Sep-02 | 1533.923 | 421.105 | 266.528 |
| 2-Oct-02 | 1518.142 | 414.777 | 270.497 |
| 9-Oct-02 | 1530.517 | 417.731 | 273.006 |
| 16-Oct-02 | 1527.182 | 423.794 | 272.57 |
| 23-Oct-02 | 1534.911 | 422.281 | 272.388 |
| 30-Oct-02 | 1516.17 | 422.857 | 272.233 |
| 6-Nov-02 | 1556.017 | 424.946 | 276.269 |
| 13-Nov-02 | 1627.578 | 433.012 | 279.77 |
| 20-Nov-02 | 1655.881 | 442.551 | 280.607 |
| 27-Nov-02 | 1635.888 | 439.586 | 280.302 |
| 4-Dec-02 | 1654.568 | 439.153 | 287.824 |
| 11-Dec-02 | 1664.438 | 440.333 | 287.328 |
| 18-Dec-02 | 1635.142 | 442.49 | 282.992 |
| 25-Dec-02 | 1605.961 | 448.684 | 280.668 |
| 1-Jan-03 | 1568.349 | 453.348 | 277.408 |
| 8-Jan-03 | 1608.214 | 439.147 | 289.778 |
| 15-Jan-03 | 1609.422 | 434.52 | 290.505 |
| 22-Jan-03 | 1636.37 | 438.134 | 289.552 |
| 29-Jan-03 | 1605.415 | 437.022 | 287.305 |
| 5-Feb-03 | 1593.393 | 430.005 | 289.147 |
| 12-Feb-03 | 1596.276 | 429.854 | 288.595 |
| 19-Feb-03 | 1595.535 | 435.002 | 290.363 |
| 26-Feb-03 | 1570.957 | 432.154 | 289.53 |
| 5-Mar-03 | 1565.646 | 429.519 | 291.232 |
| 12-Mar-03 | 1577.305 | 432.418 | 290.941 |
| 19-Mar-03 | 1572.308 | 430.725 | 289.971 |
| 26-Mar-03 | 1551.268 | 431.47 | 289.893 |
| 2-Apr-03 | 1528.444 | 423.587 | 291.945 |
| 9-Apr-03 | 1536.045 | 422.35 | 293.485 |
| 16-Apr-03 | 1513.786 | 420.674 | 288.284 |
| 23-Apr-03 | 1516.793 | 417.34 | 285.105 |
| 30-Apr-03 | 1478.697 | 413.49 | 281.73 |
| 7-May-03 | 1489.02 | 412.693 | 286.049 |
| 14-May-03 | 1484.358 | 410.884 | 285.973 |
| 21-May-03 | 1490.376 | 414.004 | 288.109 |
| 28-May-03 | 1472.862 | 412.292 | 289.159 |
| 4-Jun-03 | 1477.855 | 406.131 | 294.717 |
| 11-Jun-03 | 1473.903 | 408.059 | 294.067 |
| 18-Jun-03 | 1469.419 | 411.426 | 295.708 |
| 25-Jun-03 | 1504.351 | 419.68 | 294.035 |
| 2-Jul-03 | 1494.677 | 414.511 | 300.417 |
| 9-Jul-03 | 1507.137 | 414.487 | 302.668 |
| 16-Jul-03 | 1492.88 | 416.995 | 298.981 |
| 23-Jul-03 | 1494.595 | 416.38 | 297.989 |
| 30-Jul-03 | 1473.734 | 414.891 | 295.688 |
| 6-Aug-03 | 1478.559 | 414.696 | 299.926 |
| 13-Aug-03 | 1473.724 | 414.128 | 297.35 |
| 20-Aug-03 | 1492.355 | 417.576 | 297.286 |
| 27-Aug-03 | 1468.286 | 417.679 | 294.599 |
| 3-Sep-03 | 1459.981 | 410.185 | 297.72 |
| 10-Sep-03 | 1479.302 | 410.48 | 297.077 |
| 17-Sep-03 | 1467.333 | 412.436 | 293.843 |
| 24-Sep-03 | 1462.204 | 410.496 | 292.383 |
| 1-Oct-03 | 1430.176 | 398.04 | 289.768 |
| 8-Oct-03 | 1450.928 | 399.747 | 294.934 |
| 15-Oct-03 | 1441.897 | 398.706 | 294.053 |
| 22-Oct-03 | 1448.645 | 398.22 | 292.257 |
| 29-Oct-03 | 1436.074 | 397.002 | 291.18 |
| 5-Nov-03 | 1433.72 | 393.252 | 291.637 |
| 12-Nov-03 | 1429.865 | 395.247 | 292.668 |
| 19-Nov-03 | 1445.445 | 397.001 | 294.327 |
| 26-Nov-03 | 1419.934 | 396.432 | 294.045 |
| 3-Dec-03 | 1421.772 | 395.84 | 298.472 |
| 10-Dec-03 | 1425.056 | 395.506 | 299.106 |
| 17-Dec-03 | 1410.616 | 394.088 | 296.493 |
| 24-Dec-03 | 1397.477 | 398.667 | 293.869 |
| 31-Dec-03 | 1386.469 | 404.428 | 291.274 |
| 7-Jan-04 | 1400.17 | 398.589 | 301.427 |
| 14-Jan-04 | 1403.211 | 390.949 | 302.981 |
| 21-Jan-04 | 1400.791 | 391.177 | 304.168 |
| 28-Jan-04 | 1384.665 | 390.687 | 303.255 |
| 4-Feb-04 | 1374.799 | 384.521 | 304.772 |
| 11-Feb-04 | 1375.786 | 382.701 | 304.145 |
| 18-Feb-04 | 1382.278 | 386.621 | 305.222 |
| 25-Feb-04 | 1372.45 | 385.459 | 304.282 |
| 3-Mar-04 | 1365.937 | 381.79 | 304.471 |
| 10-Mar-04 | 1369.329 | 382.103 | 304.01 |
| 17-Mar-04 | 1362.962 | 383.199 | 303.591 |
| 24-Mar-04 | 1368.69 | 383.226 | 302.829 |
| 31-Mar-04 | 1348.003 | 377.579 | 297.777 |
| 7-Apr-04 | 1362.878 | 372.887 | 302.891 |
| 14-Apr-04 | 1345.361 | 374.1 | 301.181 |
| 21-Apr-04 | 1345.975 | 375.826 | 296.208 |
| 28-Apr-04 | 1331.757 | 373.534 | 292.928 |
| 5-May-04 | 1327.429 | 371.536 | 294.402 |
| 12-May-04 | 1341.945 | 375.306 | 295.983 |
| 19-May-04 | 1349.146 | 375.688 | 299.128 |
| 26-May-04 | 1336.749 | 375.231 | 297.084 |
| 2-Jun-04 | 1333.527 | 370.749 | 299.903 |
| 9-Jun-04 | 1348.248 | 370.349 | 301.885 |
| 16-Jun-04 | 1332.451 | 369.821 | 301.502 |
| 23-Jun-04 | 1339.528 | 368.922 | 300.286 |
| 30-Jun-04 | 1295.96 | 370.705 | 296.057 |
| 7-Jul-04 | 1305.28 | 365.169 | 307.119 |
| 14-Jul-04 | 1307.882 | 364.086 | 305.364 |
| 21-Jul-04 | 1316.542 | 365.517 | 305.195 |
| 28-Jul-04 | 1306.266 | 367.325 | 303.547 |
| 4-Aug-04 | 1312.053 | 364.71 | 305.448 |
| 11-Aug-04 | 1300.563 | 369.973 | 305.735 |
| 18-Aug-04 | 1313.497 | 370.98 | 303.826 |
| 25-Aug-04 | 1296.669 | 369.059 | 303.071 |
| 1-Sep-04 | 1281.711 | 365.436 | 303.481 |
| 8-Sep-04 | 1298.365 | 362.49 | 308.041 |
| 15-Sep-04 | 1288.877 | 360.061 | 304.952 |
| 22-Sep-04 | 1285.306 | 359.947 | 303.044 |
| 29-Sep-04 | 1263.242 | 360.014 | 298.586 |
| 6-Oct-04 | 1260 | 353.706 | 304.147 |
| 13-Oct-04 | 1258.003 | 355.273 | 304.817 |
| 20-Oct-04 | 1256.137 | 356.872 | 304.509 |
| 27-Oct-04 | 1268.376 | 358.091 | 304.962 |
| 3-Nov-04 | 1268.959 | 356.497 | 309.154 |
| 10-Nov-04 | 1259.802 | 354.009 | 310.66 |
| 17-Nov-04 | 1265.88 | 358.883 | 313.814 |
| 24-Nov-04 | 1270.909 | 362.486 | 312.934 |
| 1-Dec-04 | 1265.25 | 359.546 | 315.338 |
| 8-Dec-04 | 1282.182 | 361.286 | 322.128 |
| 15-Dec-04 | 1263.947 | 361.655 | 315.92 |
| 22-Dec-04 | 1275.718 | 367.743 | 316.393 |
| 29-Dec-04 | 1266.576 | 369.608 | 316.03 |
| 5-Jan-05 | 1265.242 | 360.129 | 321.811 |
| 12-Jan-05 | 1271.24 | 356.418 | 318.787 |
| 19-Jan-05 | 1272.962 | 355.935 | 323.322 |
| 26-Jan-05 | 1268.104 | 354.864 | 320.755 |
| 2-Feb-05 | 1252.107 | 351.245 | 321.171 |
| 9-Feb-05 | 1245.364 | 350.676 | 321.781 |
| 16-Feb-05 | 1251.629 | 349.322 | 325.887 |
| 23-Feb-05 | 1248.762 | 349.048 | 324.805 |
| 2-Mar-05 | 1238.592 | 345.722 | 324.695 |
| 9-Mar-05 | 1241.043 | 344.253 | 323.654 |
| 16-Mar-05 | 1231.796 | 345.025 | 321.806 |
| 23-Mar-05 | 1241.971 | 343.99 | 320.485 |
| 30-Mar-05 | 1232.412 | 345.011 | 317.615 |
| 6-Apr-05 | 1241.311 | 343.281 | 323.543 |
| 13-Apr-05 | 1236.25 | 341.581 | 322.457 |
| 20-Apr-05 | 1237.597 | 343.171 | 314.556 |
| 27-Apr-05 | 1227.945 | 344.558 | 310.043 |
| 4-May-05 | 1212.619 | 346.657 | 313.64 |
| 11-May-05 | 1207.392 | 349.795 | 316.126 |
| 18-May-05 | 1216.6 | 351.764 | 318.129 |
| 25-May-05 | 1220.827 | 353.611 | 320.22 |
| 1-Jun-05 | 1217.861 | 347.47 | 322.207 |
| 8-Jun-05 | 1235.742 | 348.303 | 329.178 |
| 15-Jun-05 | 1220.598 | 350.709 | 320.677 |
| 22-Jun-05 | 1233.444 | 353.579 | 323.681 |
| 29-Jun-05 | 1218.746 | 356.477 | 321.433 |
| 6-Jul-05 | 1225.672 | 349.983 | 331.244 |
| 13-Jul-05 | 1230.725 | 350.029 | 323.803 |
| 20-Jul-05 | 1242.271 | 352.223 | 325.826 |
| 27-Jul-05 | 1237.202 | 352.979 | 327.721 |
| 3-Aug-05 | 1242.942 | 352.169 | 328.553 |
| 10-Aug-05 | 1248.973 | 352.95 | 321.452 |
| 17-Aug-05 | 1248.264 | 360.861 | 330.181 |
| 24-Aug-05 | 1262.22 | 362.186 | 331.14 |
| 31-Aug-05 | 1253.616 | 363.917 | 324.286 |
| 7-Sep-05 | 1271.858 | 360.791 | 329.08 |
| 14-Sep-05 | 1277.862 | 359.771 | 328.903 |
| 21-Sep-05 | 1271.136 | 361.854 | 324.672 |
| 28-Sep-05 | 1262.521 | 359.582 | 323.267 |
| 5-Oct-05 | 1263.162 | 363.285 | 326.876 |
| 12-Oct-05 | 1276.056 | 368.602 | 329.934 |
| 19-Oct-05 | 1287.518 | 368.55 | 329.527 |
| 26-Oct-05 | 1287.67 | 368.51 | 327.248 |
| 2-Nov-05 | 1277.627 | 365.079 | 326.431 |
| 9-Nov-05 | 1293.27 | 365.708 | 323.742 |
| 16-Nov-05 | 1289.375 | 376.008 | 331.931 |
| 23-Nov-05 | 1295.777 | 374.448 | 330.671 |
| 30-Nov-05 | 1285.887 | 373.502 | 329.046 |
| 7-Dec-05 | 1315.555 | 372.943 | 341.394 |
| 14-Dec-05 | 1313.225 | 373.155 | 337.846 |
| 21-Dec-05 | 1316.429 | 384.562 | 339.727 |
| 28-Dec-05 | 1321.862 | 397.616 | 337.657 |
| 4-Jan-06 | 1329.512 | 392.701 | 342.014 |
| 11-Jan-06 | 1337.935 | 383.521 | 345.851 |
| 18-Jan-06 | 1332.757 | 379.378 | 347.23 |
| 25-Jan-06 | 1326.803 | 379.732 | 344.946 |
| 1-Feb-06 | 1324.653 | 378.203 | 343.102 |
| 8-Feb-06 | 1322.295 | 375.894 | 343.116 |
| 15-Feb-06 | 1317.565 | 378.086 | 344.871 |
| 22-Feb-06 | 1340.045 | 379.351 | 350.15 |
| 1-Mar-06 | 1326.579 | 377.285 | 347.473 |
| 8-Mar-06 | 1338.821 | 372.341 | 348.507 |
| 15-Mar-06 | 1325.695 | 371.992 | 346.228 |
| 22-Mar-06 | 1341.387 | 373.069 | 345.009 |
| 29-Mar-06 | 1337.218 | 378.157 | 344.404 |
| 5-Apr-06 | 1348.845 | 378.426 | 346.58 |
| 12-Apr-06 | 1348.783 | 378.886 | 344.874 |
| 19-Apr-06 | 1343.031 | 380.603 | 342.266 |
| 26-Apr-06 | 1335.554 | 377.324 | 339.649 |
| 3-May-06 | 1339.348 | 379.021 | 342.807 |
| 10-May-06 | 1345.726 | 378.647 | 343.174 |
| 17-May-06 | 1352.01 | 384.459 | 344.62 |
| 24-May-06 | 1371.557 | 384.925 | 342.001 |
| 31-May-06 | 1360.303 | 389.322 | 337.691 |
| 7-Jun-06 | 1392.391 | 388.007 | 338.24 |
| 14-Jun-06 | 1403.514 | 386.487 | 340.546 |
| 21-Jun-06 | 1406.619 | 389.885 | 342.683 |
| 28-Jun-06 | 1390.735 | 392.074 | 341.56 |
| 5-Jul-06 | 1403.927 | 388.856 | 352.22 |
| 12-Jul-06 | 1401.05 | 388.795 | 353.696 |
| 19-Jul-06 | 1408.127 | 391.499 | 352.841 |
| 26-Jul-06 | 1409.186 | 392.566 | 351.817 |
| 2-Aug-06 | 1421.721 | 396.816 | 356.851 |
| 9-Aug-06 | 1434.399 | 393.87 | 351.781 |
| 16-Aug-06 | 1451.183 | 399.291 | 349.661 |
| 23-Aug-06 | 1463.662 | 398.143 | 355.478 |
| 30-Aug-06 | 1454.958 | 397.302 | 352.579 |
| 6-Sep-06 | 1474.718 | 399.464 | 355.629 |
| 13-Sep-06 | 1484.879 | 399.323 | 350.557 |
| 20-Sep-06 | 1485.349 | 397.455 | 346.752 |
| 27-Sep-06 | 1471.58 | 400.894 | 349.132 |
| 4-Oct-06 | 1491.722 | 402.679 | 357.577 |
| 11-Oct-06 | 1513.221 | 405.577 | 352.682 |
| 18-Oct-06 | 1511.2 | 407.055 | 351.172 |
| 25-Oct-06 | 1503.136 | 406.863 | 352.302 |
| 1-Nov-06 | 1514.842 | 407.905 | 352.106 |
| 8-Nov-06 | 1520.096 | 411.452 | 351.418 |
| 15-Nov-06 | 1526.508 | 415.114 | 356.094 |
| 22-Nov-06 | 1542.63 | 420.079 | 361.48 |
| 29-Nov-06 | 1545.822 | 429.28 | 360.619 |
| 6-Dec-06 | 1571.793 | 430.216 | 362.532 |
| 13-Dec-06 | 1587.583 | 435.476 | 360.598 |
| 20-Dec-06 | 1578.781 | 440.025 | 364.906 |
| 27-Dec-06 | 1578.386 | 439.546 | 371.014 |
| 3-Jan-07 | 1585.886 | 439.78 | 375.184 |
| 10-Jan-07 | 1592.83 | 435.867 | 370.688 |
| 17-Jan-07 | 1578.975 | 434.782 | 374.193 |
| 24-Jan-07 | 1590.725 | 436.965 | 371.108 |
| 31-Jan-07 | 1558.171 | 435.566 | 370.749 |
| 7-Feb-07 | 1580.771 | 437.064 | 374.689 |
| 14-Feb-07 | 1586.939 | 436.459 | 378.227 |
| 21-Feb-07 | 1600.418 | 442.485 | 383.342 |
| 28-Feb-07 | 1586.77 | 440.881 | 378.178 |
| 7-Mar-07 | 1617.026 | 441.922 | 381.349 |
| 14-Mar-07 | 1611.486 | 440.497 | 380.233 |
| 21-Mar-07 | 1619.027 | 437.54 | 382.616 |
| 28-Mar-07 | 1616.545 | 440.646 | 383.227 |
| 4-Apr-07 | 1628.812 | 443.366 | 387.427 |
| 11-Apr-07 | 1638.99 | 444.356 | 391.477 |
| 18-Apr-07 | 1618.291 | 445.723 | 384.747 |
| 25-Apr-07 | 1617.997 | 446.388 | 378.629 |
| 2-May-07 | 1631.578 | 446.705 | 377.004 |
| 9-May-07 | 1645.277 | 448.944 | 381.451 |
| 16-May-07 | 1647.897 | 460.632 | 386.016 |
| 23-May-07 | 1655.391 | 461.556 | 389.281 |
| 30-May-07 | 1645.468 | 463.906 | 388.031 |
| 6-Jun-07 | 1672.842 | 466.004 | 395.779 |
| 13-Jun-07 | 1675.977 | 466.456 | 393.814 |
| 20-Jun-07 | 1675.78 | 468.229 | 396.149 |
| 27-Jun-07 | 1674.903 | 472.848 | 394.592 |
| 4-Jul-07 | 1689.937 | 475.302 | 399.937 |
| 11-Jul-07 | 1706.599 | 474.441 | 404.528 |
| 18-Jul-07 | 1702.592 | 473.675 | 402.886 |
| 25-Jul-07 | 1708.378 | 476.951 | 404.61 |
| 1-Aug-07 | 1720 | 484.237 | 403.812 |
| 8-Aug-07 | 1756.141 | 493.118 | 408.071 |
| 15-Aug-07 | 1761.722 | 534.41 | 405.597 |
| 22-Aug-07 | 1768.639 | 596.665 | 411.798 |
| 29-Aug-07 | 1742.007 | 607.718 | 412.946 |
| 5-Sep-07 | 1766.208 | 612.257 | 428.777 |
| 12-Sep-07 | 1784.336 | 621.974 | 428.305 |
| 19-Sep-07 | 1794.385 | 624.556 | 421.605 |
| 26-Sep-07 | 1819.859 | 627.722 | 421.154 |
| 3-Oct-07 | 1857.216 | 620.859 | 429.154 |
| 10-Oct-07 | 1874.882 | 618.054 | 430.607 |
| 17-Oct-07 | 1891.091 | 617.013 | 433.092 |
| 24-Oct-07 | 1924.454 | 628.438 | 432.175 |
| 31-Oct-07 | 1893.223 | 638.179 | 428.045 |
| 7-Nov-07 | 1929.097 | 654.002 | 430.721 |
| 14-Nov-07 | 1938.257 | 663.846 | 436.81 |
| 21-Nov-07 | 1928.069 | 688.664 | 443.251 |
| 28-Nov-07 | 1925.764 | 709.478 | 449.863 |
| 5-Dec-07 | 1945.287 | 727.658 | 462.106 |
| 12-Dec-07 | 1934.366 | 741.823 | 467.445 |
| 19-Dec-07 | 1914.693 | 760.235 | 465.223 |
| 26-Dec-07 | 1908.257 | 767.655 | 467.268 |
| 2-Jan-08 | 1910.434 | 770.602 | 463.492 |
| 9-Jan-08 | 1949.674 | 773.727 | 472.304 |
| 16-Jan-08 | 1963.541 | 771.588 | 472.651 |
| 23-Jan-08 | 2007.733 | 792.734 | 471.853 |
| 30-Jan-08 | 2027.521 | 810.799 | 474.503 |
| 6-Feb-08 | 2061.268 | 816.934 | 482.193 |
| 13-Feb-08 | 2077.859 | 829.661 | 477.629 |
| 20-Feb-08 | 2076.594 | 861.575 | 467.99 |
| 27-Feb-08 | 2073.838 | 886.086 | 465.39 |
| 5-Mar-08 | 2082.373 | 895.689 | 470.389 |
| 12-Mar-08 | 2064.391 | 914.659 | 475.653 |
| 19-Mar-08 | 2044.088 | 943.916 | 480.525 |
| 26-Mar-08 | 2087.799 | 956.225 | 484.742 |
| 2-Apr-08 | 2072.225 | 958.659 | 491.183 |
| 9-Apr-08 | 2099.274 | 963.692 | 495.096 |
| 16-Apr-08 | 2071.493 | 948.059 | 486.866 |
| 23-Apr-08 | 2082.408 | 940.101 | 482.948 |
| 30-Apr-08 | 2038.219 | 924.695 | 476.89 |
| 7-May-08 | 2070.966 | 927.608 | 496.02 |
| 14-May-08 | 2082.082 | 934.852 | 504.556 |
| 21-May-08 | 2095.036 | 929.081 | 509.214 |
| 28-May-08 | 2093.429 | 923.408 | 510.062 |
| 4-Jun-08 | 2155.033 | 880.251 | 509.494 |
| 11-Jun-08 | 2156.283 | 874.787 | 507.866 |
| 18-Jun-08 | 2132.125 | 860.403 | 507.751 |
| 25-Jun-08 | 2125.31 | 853.928 | 500.732 |
| 2-Jul-08 | 2127.138 | 851.167 | 502.377 |
| 9-Jul-08 | 2163.678 | 862.465 | 504.92 |
| 16-Jul-08 | 2156.907 | 866.54 | 500.191 |
| 23-Jul-08 | 2171.786 | 864.169 | 497.219 |
| 30-Jul-08 | 2160.863 | 868.228 | 499.287 |
| 6-Aug-08 | 2167.29 | 876.94 | 516.233 |
| 13-Aug-08 | 2179.073 | 879.336 | 516.191 |
| 20-Aug-08 | 2181.694 | 875.873 | 515.564 |
| 27-Aug-08 | 2166.179 | 888.979 | 515.633 |
| 3-Sep-08 | 2175.788 | 888.272 | 520.342 |
| 10-Sep-08 | 2178.389 | 886.03 | 515.171 |
| 17-Sep-08 | 1981.81 | 972.238 | 505.227 |
| 24-Sep-08 | 1828.996 | 1144.854 | 482.334 |
| 1-Oct-08 | 1743.25 | 1242.341 | 473.719 |
| 8-Oct-08 | 1726.331 | 1305.642 | 485.343 |
| 15-Oct-08 | 1746.684 | 1339.843 | 492.21 |
| 22-Oct-08 | 1746.927 | 1355.478 | 496.29 |
| 29-Oct-08 | 1749.021 | 1361.82 | 491.453 |
| 5-Nov-08 | 1745.396 | 1382.629 | 495.307 |
| 12-Nov-08 | 1764.2 | 1388.14 | 492.068 |
| 19-Nov-08 | 1796.536 | 1398.224 | 492.872 |
| 26-Nov-08 | 1806.65 | 1424.535 | 489.526 |
| 3-Dec-08 | 1817.799 | 1437.405 | 494.832 |
| 10-Dec-08 | 1841.442 | 1451.661 | 490.842 |
| 17-Dec-08 | 1849.202 | 1443.036 | 488.454 |
| 24-Dec-08 | 1883.73 | 1443.47 | 487.452 |
| 31-Dec-08 | 1895.27 | 1453.725 | 489.235 |
| 7-Jan-09 | 1925.525 | 1465.577 | 501.533 |
| 14-Jan-09 | 1956.506 | 1464.148 | 499.044 |
| 21-Jan-09 | 1950.614 | 1445.659 | 493.937 |
| 28-Jan-09 | 1960.915 | 1453.107 | 487.314 |
| 4-Feb-09 | 1972.999 | 1443.078 | 486.785 |
| 11-Feb-09 | 1977.588 | 1439.781 | 482.118 |
| 18-Feb-09 | 1980.972 | 1413.575 | 480.641 |
| 25-Feb-09 | 1988.139 | 1418.052 | 478.397 |
| 4-Mar-09 | 1996.715 | 1425.357 | 480.657 |
| 11-Mar-09 | 2003.596 | 1417.564 | 482.139 |
| 18-Mar-09 | 1990.582 | 1387.758 | 482.044 |
| 25-Mar-09 | 1989.033 | 1388.383 | 478.915 |
| 1-Apr-09 | 1982.05 | 1373.359 | 478.552 |
| 8-Apr-09 | 1993.623 | 1372.674 | 479.795 |
| 15-Apr-09 | 1988.761 | 1354.759 | 474.189 |
| 22-Apr-09 | 1990.861 | 1346.93 | 468.533 |
| 29-Apr-09 | 1993.002 | 1342.132 | 463.339 |
| 6-May-09 | 1992.574 | 1332.763 | 464.188 |
| 13-May-09 | 1994.938 | 1331.856 | 465.096 |
| 20-May-09 | 1996.569 | 1313.417 | 465.349 |
| 27-May-09 | 1996.882 | 1330.122 | 463.763 |
| 3-Jun-09 | 1988.892 | 1312.725 | 463.942 |
| 10-Jun-09 | 1982.561 | 1306.25 | 460.384 |
| 17-Jun-09 | 1949.584 | 1267.923 | 458.96 |
| 24-Jun-09 | 1975.723 | 1279.74 | 455.519 |
| 1-Jul-09 | 1960.583 | 1252.78 | 452.154 |
| 8-Jul-09 | 1971.218 | 1244.656 | 453.996 |
| 15-Jul-09 | 1971.793 | 1228.155 | 448.724 |
| 22-Jul-09 | 1990.762 | 1221.739 | 445.068 |
| 29-Jul-09 | 1975.785 | 1216.297 | 443.585 |
| 5-Aug-09 | 1965.096 | 1197.092 | 445.843 |
| 12-Aug-09 | 1960.857 | 1190.583 | 443.664 |
| 19-Aug-09 | 1963.284 | 1173.948 | 443.879 |
| 26-Aug-09 | 1966.61 | 1176.432 | 441.008 |
| 2-Sep-09 | 1963.36 | 1159.373 | 439.922 |
| 9-Sep-09 | 1956.498 | 1153.22 | 437.768 |
| 16-Sep-09 | 1924.005 | 1130.467 | 430.228 |
| 23-Sep-09 | 1926.54 | 1135.709 | 422.745 |
| 30-Sep-09 | 1891.028 | 1124.624 | 415.66 |
| 7-Oct-09 | 1910.105 | 1118.586 | 419.406 |
| 14-Oct-09 | 1903.423 | 1089.724 | 416.296 |
| 21-Oct-09 | 1888.873 | 1079.313 | 412.934 |
| 28-Oct-09 | 1887.485 | 1081.351 | 409.99 |
| 4-Nov-09 | 1872.631 | 1064.12 | 410.803 |
| 11-Nov-09 | 1877.253 | 1059.453 | 407.292 |
| 18-Nov-09 | 1880.431 | 1058.67 | 407.588 |
| 25-Nov-09 | 1874.544 | 1057.207 | 405.196 |
| 2-Dec-09 | 1871.645 | 1048.523 | 407.21 |
| 9-Dec-09 | 1877.749 | 1047.165 | 405.157 |
| 16-Dec-09 | 1848.745 | 1030.212 | 400.544 |
| 23-Dec-09 | 1847.799 | 1032.156 | 397.979 |
| 30-Dec-09 | 1848.352 | 1054.564 | 396.67 |
| 6-Jan-10 | 1837.125 | 1072.072 | 404.762 |
| 13-Jan-10 | 1834.068 | 1062.384 | 395.733 |
| 20-Jan-10 | 1823.157 | 1033.014 | 390.343 |
| 27-Jan-10 | 1810.847 | 1026.705 | 387.169 |
| 3-Feb-10 | 1803.723 | 1020.516 | 387.398 |
| 10-Feb-10 | 1799.621 | 1025.042 | 380.895 |
| 17-Feb-10 | 1788.462 | 998.115 | 381.458 |
| 24-Feb-10 | 1793.014 | 994.276 | 379.183 |
| 3-Mar-10 | 1772.195 | 976.155 | 378.499 |
| 10-Mar-10 | 1760.046 | 957.239 | 373.444 |
| 17-Mar-10 | 1716.65 | 930.589 | 370.168 |
| 24-Mar-10 | 1725.177 | 920.924 | 367.053 |
| 31-Mar-10 | 1699.564 | 919.197 | 364.161 |
| 7-Apr-10 | 1694.102 | 902.442 | 368.095 |
| 14-Apr-10 | 1676.418 | 873.552 | 364.236 |
| 21-Apr-10 | 1657.446 | 862.203 | 359.276 |
| 28-Apr-10 | 1656.912 | 860.563 | 355.532 |
| 5-May-10 | 1643.655 | 853.984 | 356.636 |
| 12-May-10 | 1643.318 | 880.03 | 355.105 |
| 19-May-10 | 1624.542 | 864.389 | 356.314 |
| 26-May-10 | 1627.473 | 868.85 | 353.938 |
| 2-Jun-10 | 1618.248 | 868.236 | 354.199 |
| 9-Jun-10 | 1620.983 | 868.269 | 352.176 |
| 16-Jun-10 | 1595.094 | 860.553 | 351.564 |
| 23-Jun-10 | 1606.618 | 862.446 | 349.686 |
| 30-Jun-10 | 1594.918 | 871.917 | 346.088 |
| 7-Jul-10 | 1617.282 | 861.352 | 352.057 |
| 14-Jul-10 | 1617.689 | 851.26 | 347.841 |
| 21-Jul-10 | 1616.793 | 835.912 | 346.281 |
| 28-Jul-10 | 1622.418 | 835.304 | 343.594 |
| 4-Aug-10 | 1632.495 | 841.358 | 346.728 |
| 11-Aug-10 | 1636.354 | 846.395 | 342.914 |
| 18-Aug-10 | 1645.576 | 843.322 | 341.046 |
| 25-Aug-10 | 1648.116 | 847.08 | 338.451 |
Source: Investment Company Institute.
Figure 1, panel B. Reserve Primary Fund: Assets and Relative Yields*
| Date | Assets (billions of dollars) | Relative net yield (percent, annualized) | Relative gross yield (percent, annualized) |
|---|---|---|---|
| 31-Dec-97 | 0.1158 | 0.01241 | -0.04107 |
| 31-Jan-98 | 0.2198 | 0.0236 | -0.02781 |
| 28-Feb-98 | 0.1812 | 0.04236 | -0.00858 |
| 31-Mar-98 | 0.2156 | 0.01299 | -0.04109 |
| 30-Apr-98 | 0.1946 | -0.00207 | -0.05266 |
| 31-May-98 | 0.1865 | -0.00847 | -0.05779 |
| 30-Jun-98 | 0.1633 | 0.0263 | -0.02579 |
| 31-Jul-98 | 0.1475 | 0.00045 | -0.05022 |
| 31-Aug-98 | 0.1547 | 0.01372 | -0.03664 |
| 30-Sep-98 | 0.145 | 0.02899 | -0.02054 |
| 31-Oct-98 | 0.1402 | -0.02987 | -0.07767 |
| 30-Nov-98 | 0.247 | -0.14505 | -0.18762 |
| 31-Dec-98 | 0.1025 | -0.29627 | -0.20913 |
| 31-Jan-99 | 0.2539 | -0.43799 | -0.17621 |
| 28-Feb-99 | 0.2546 | -0.39984 | -0.14022 |
| 31-Mar-99 | 0.1961 | -0.30016 | -0.0855 |
| 30-Apr-99 | 0.2533 | -0.3036 | -0.11745 |
| 31-May-99 | 0.2925 | -0.3407 | -0.10399 |
| 30-Jun-99 | 0.3131 | -0.31691 | -0.07428 |
| 31-Jul-99 | 0.3831 | -0.34018 | -0.08111 |
| 31-Aug-99 | 0.3414 | -0.27118 | -0.01026 |
| 30-Sep-99 | 0.2564 | -0.18885 | 0.06513 |
| 31-Oct-99 | 0.2878 | -0.18681 | 0.07053 |
| 30-Nov-99 | 0.3591 | -0.24811 | 0.01977 |
| 31-Dec-99 | 0.3341 | -0.35487 | -0.08215 |
| 31-Jan-00 | 0.7092 | -0.45736 | -0.18419 |
| 29-Feb-00 | 0.651 | -0.1787 | -0.00587 |
| 31-Mar-00 | 0.5702 | -0.05761 | 0.01416 |
| 30-Apr-00 | 0.4602 | -0.05616 | 0.02913 |
| 31-May-00 | 0.4412 | -0.11054 | -0.02411 |
| 30-Jun-00 | 0.4201 | -0.14869 | -0.06208 |
| 31-Jul-00 | 0.473 | -0.12259 | -0.04756 |
| 31-Aug-00 | 0.458 | -0.11745 | -0.05137 |
| 30-Sep-00 | 0.5185 | -0.12325 | -0.05456 |
| 31-Oct-00 | 0.5971 | -0.11392 | -0.06251 |
| 30-Nov-00 | 0.8192 | -0.09344 | -0.05359 |
| 31-Dec-00 | 0.6015 | -0.11884 | -0.06203 |
| 31-Jan-01 | 0.8057 | -0.19543 | -0.13197 |
| 28-Feb-01 | 0.8844 | -0.35432 | -0.31315 |
| 31-Mar-01 | 0.8481 | -0.23227 | -0.19205 |
| 30-Apr-01 | 0.8185 | -0.14978 | -0.0878 |
| 31-May-01 | 0.7085 | -0.01357 | 0.08135 |
| 30-Jun-01 | 0.7373 | 0.0918 | 0.20759 |
| 31-Jul-01 | 0.809 | 0.03746 | 0.14909 |
| 31-Aug-01 | 1.4607 | -0.00607 | -0.05163 |
| 30-Sep-01 | 4.0754 | -0.09575 | -0.11778 |
| 31-Oct-01 | 4.5169 | 0.0402 | 0.02479 |
| 30-Nov-01 | 4.5207 | 0.14991 | 0.12735 |
| 31-Dec-01 | 4.1794 | -0.00278 | -0.02663 |
| 31-Jan-02 | 4.8263 | -0.02132 | -0.05965 |
| 28-Feb-02 | 5.0406 | -0.0417 | -0.09337 |
| 31-Mar-02 | 5.0332 | 0.00982 | -0.05 |
| 30-Apr-02 | 5.5904 | 0.06112 | -0.00762 |
| 31-May-02 | 5.5224 | 0.05836 | -0.00964 |
| 30-Jun-02 | 5.4084 | 0.05859 | -0.01462 |
| 31-Jul-02 | 5.7612 | 0.07945 | -0.00057 |
| 31-Aug-02 | 5.1736 | 0.08444 | 0.0063 |
| 30-Sep-02 | 5.9814 | 0.08207 | -0.00238 |
| 31-Oct-02 | 6.0302 | 0.08819 | -0.00616 |
| 30-Nov-02 | 8.6961 | 0.06172 | -0.04428 |
| 31-Dec-02 | 8.4788 | 0.07959 | -0.03473 |
| 31-Jan-03 | 9.4418 | 0.08216 | -0.03719 |
| 28-Feb-03 | 12.1941 | 0.10764 | -0.02485 |
| 31-Mar-03 | 12.3408 | 0.13147 | -0.00711 |
| 30-Apr-03 | 12.3541 | 0.12709 | -0.01268 |
| 31-May-03 | 8.046 | 0.09982 | -0.03092 |
| 30-Jun-03 | 10.5041 | 0.08952 | -0.03011 |
| 31-Jul-03 | 8.744 | 0.06491 | -0.05792 |
| 31-Aug-03 | 8.512 | 0.05125 | -0.06446 |
| 30-Sep-03 | 8.3392 | 0.05797 | -0.0553 |
| 31-Oct-03 | 9.9854 | 0.07203 | -0.04605 |
| 30-Nov-03 | 9.7123 | 0.06342 | -0.05691 |
| 31-Dec-03 | 10.6458 | 0.06418 | -0.05802 |
| 31-Jan-04 | 10.7254 | 0.06991 | -0.05426 |
| 29-Feb-04 | 9.5872 | 0.06078 | -0.05738 |
| 31-Mar-04 | 11.6079 | 0.0744 | -0.04561 |
| 30-Apr-04 | 12.8806 | 0.08487 | -0.04325 |
| 31-May-04 | 13.5901 | 0.10189 | -0.03081 |
| 30-Jun-04 | 15.3354 | 0.10705 | -0.03181 |
| 31-Jul-04 | 15.2813 | 0.11053 | -0.02871 |
| 31-Aug-04 | 13.3422 | 0.11778 | -0.01879 |
| 30-Sep-04 | 10.7797 | 0.09331 | -0.03977 |
| 31-Oct-04 | 11.2059 | 0.04897 | -0.08355 |
| 30-Nov-04 | 11.0177 | 0.04704 | -0.07904 |
| 31-Dec-04 | 13.9815 | 0.06235 | -0.06269 |
| 31-Jan-05 | 8.9669 | 0.03126 | -0.08907 |
| 28-Feb-05 | 6.8192 | -0.02951 | -0.18151 |
| 31-Mar-05 | 5.667 | -0.05975 | -0.18239 |
| 30-Apr-05 | 4.5669 | -0.09553 | -0.16147 |
| 31-May-05 | 6.2171 | 0.01632 | -0.05859 |
| 30-Jun-05 | 9.5737 | 0.07113 | -0.0383 |
| 31-Jul-05 | 8.8295 | 0.08145 | -0.03736 |
| 31-Aug-05 | 8.6686 | 0.06934 | -0.04315 |
| 30-Sep-05 | 10.7499 | 0.1169 | -0.00111 |
| 31-Oct-05 | 11.1821 | 0.14378 | 0.02075 |
| 30-Nov-05 | 14.0463 | 0.13905 | 0.01086 |
| 31-Dec-05 | 17.8831 | 0.15335 | 0.01862 |
| 31-Jan-06 | 15.1351 | 0.12468 | -0.01117 |
| 28-Feb-06 | 15.9556 | 0.12166 | -0.01158 |
| 31-Mar-06 | 11.2349 | 0.06383 | -0.05729 |
| 30-Apr-06 | 10.0837 | 0.02478 | -0.07731 |
| 31-May-06 | 12.6916 | 0.10872 | 0.00196 |
| 30-Jun-06 | 13.6009 | 0.10515 | -0.01045 |
| 31-Jul-06 | 14.5843 | 0.1317 | 0.01318 |
| 31-Aug-06 | 15.8399 | 0.10406 | -0.01454 |
| 30-Sep-06 | 15.2918 | 0.06342 | -0.01916 |
| 31-Oct-06 | 14.6388 | 0.08325 | -0.03232 |
| 30-Nov-06 | 15.1844 | 0.06429 | -0.03249 |
| 31-Dec-06 | 16.1956 | 0.06846 | -0.03165 |
| 31-Jan-07 | 13.4901 | 0.06279 | -0.04187 |
| 28-Feb-07 | 15.0131 | 0.07844 | -0.02173 |
| 31-Mar-07 | 14.9574 | 0.07822 | -0.01572 |
| 30-Apr-07 | 15.9492 | 0.08524 | -0.00585 |
| 31-May-07 | 18.4098 | 0.08324 | -0.00999 |
| 30-Jun-07 | 18.6172 | 0.07892 | -0.01576 |
| 31-Jul-07 | 20.1715 | 0.06848 | -0.01815 |
| 31-Aug-07 | 18.6063 | 0.05485 | -0.03036 |
| 30-Sep-07 | 29.4438 | 0.16601 | 0.08367 |
| 31-Oct-07 | 36.1959 | 0.19048 | 0.11097 |
| 30-Nov-07 | 33.8695 | 0.20092 | 0.11976 |
| 31-Dec-07 | 34.811 | 0.23439 | 0.14951 |
| 31-Jan-08 | 35.8601 | 0.28622 | 0.2022 |
| 29-Feb-08 | 41.4018 | 0.42011 | 0.33636 |
| 31-Mar-08 | 43.2421 | 0.35943 | 0.274 |
| 30-Apr-08 | 49.9706 | 0.34484 | 0.25653 |
| 31-May-08 | 58.6609 | 0.33455 | 0.24778 |
| 30-Jun-08 | 56.2389 | 0.28394 | 0.19703 |
| 31-Jul-08 | 58.702 | 0.26568 | 0.17999 |
| 31-Aug-08 | 59.0962 | 0.256 | 0.17205 |
Source: iMoneyNet and author's calculations.
*Institutional share classes only.
Note: Relative net (gross) yield is net (gross) yield less asset-weighted average net (gross) yield for all institutional prime money market funds.
Figure 1, panel C. Reserve Primary Fund: Market Share and Relative Yields*
| Date | Market share (percent) | Relative net yield (percent, annualized) | Relative gross yield (percent, annualized) |
|---|---|---|---|
| 31-Dec-97 | 0.06393 | -0.04107 | 0.01241 |
| 31-Jan-98 | 0.11138 | -0.02781 | 0.0236 |
| 28-Feb-98 | 0.08923 | -0.00858 | 0.04236 |
| 31-Mar-98 | 0.10861 | -0.04109 | 0.01299 |
| 30-Apr-98 | 0.09491 | -0.05266 | -0.00207 |
| 31-May-98 | 0.09078 | -0.05779 | -0.00847 |
| 30-Jun-98 | 0.07885 | -0.02579 | 0.0263 |
| 31-Jul-98 | 0.069 | -0.05022 | 0.00045 |
| 31-Aug-98 | 0.06927 | -0.03664 | 0.01372 |
| 30-Sep-98 | 0.0651 | -0.02054 | 0.02899 |
| 31-Oct-98 | 0.05741 | -0.07767 | -0.02987 |
| 30-Nov-98 | 0.09456 | -0.18762 | -0.14505 |
| 31-Dec-98 | 0.04093 | -0.20913 | -0.29627 |
| 31-Jan-99 | 0.08766 | -0.17621 | -0.43799 |
| 28-Feb-99 | 0.08796 | -0.14022 | -0.39984 |
| 31-Mar-99 | 0.06967 | -0.0855 | -0.30016 |
| 30-Apr-99 | 0.09021 | -0.11745 | -0.3036 |
| 31-May-99 | 0.10298 | -0.10399 | -0.3407 |
| 30-Jun-99 | 0.11127 | -0.07428 | -0.31691 |
| 31-Jul-99 | 0.13577 | -0.08111 | -0.34018 |
| 31-Aug-99 | 0.11818 | -0.01026 | -0.27118 |
| 30-Sep-99 | 0.08918 | 0.06513 | -0.18885 |
| 31-Oct-99 | 0.08982 | 0.07053 | -0.18681 |
| 30-Nov-99 | 0.10547 | 0.01977 | -0.24811 |
| 31-Dec-99 | 0.09489 | -0.08215 | -0.35487 |
| 31-Jan-00 | 0.18879 | -0.18419 | -0.45736 |
| 29-Feb-00 | 0.17082 | -0.00587 | -0.1787 |
| 31-Mar-00 | 0.15219 | 0.01416 | -0.05761 |
| 30-Apr-00 | 0.1229 | 0.02913 | -0.05616 |
| 31-May-00 | 0.11499 | -0.02411 | -0.11054 |
| 30-Jun-00 | 0.11101 | -0.06208 | -0.14869 |
| 31-Jul-00 | 0.11826 | -0.04756 | -0.12259 |
| 31-Aug-00 | 0.10941 | -0.05137 | -0.11745 |
| 30-Sep-00 | 0.12139 | -0.05456 | -0.12325 |
| 31-Oct-00 | 0.13852 | -0.06251 | -0.11392 |
| 30-Nov-00 | 0.17896 | -0.05359 | -0.09344 |
| 31-Dec-00 | 0.13078 | -0.06203 | -0.11884 |
| 31-Jan-01 | 0.14943 | -0.13197 | -0.19543 |
| 28-Feb-01 | 0.1571 | -0.31315 | -0.35432 |
| 31-Mar-01 | 0.15506 | -0.19205 | -0.23227 |
| 30-Apr-01 | 0.13963 | -0.0878 | -0.14978 |
| 31-May-01 | 0.11394 | 0.08135 | -0.01357 |
| 30-Jun-01 | 0.11794 | 0.20759 | 0.0918 |
| 31-Jul-01 | 0.13154 | 0.14909 | 0.03746 |
| 31-Aug-01 | 0.23341 | -0.05163 | -0.00607 |
| 30-Sep-01 | 0.64727 | -0.11778 | -0.09575 |
| 31-Oct-01 | 0.62315 | 0.02479 | 0.0402 |
| 30-Nov-01 | 0.58607 | 0.12735 | 0.14991 |
| 31-Dec-01 | 0.56403 | -0.02663 | -0.00278 |
| 31-Jan-02 | 0.62118 | -0.05965 | -0.02132 |
| 28-Feb-02 | 0.65832 | -0.09337 | -0.0417 |
| 31-Mar-02 | 0.67817 | -0.05 | 0.00982 |
| 30-Apr-02 | 0.73984 | -0.00762 | 0.06112 |
| 31-May-02 | 0.72568 | -0.00964 | 0.05836 |
| 30-Jun-02 | 0.7532 | -0.01462 | 0.05859 |
| 31-Jul-02 | 0.77587 | -0.00057 | 0.07945 |
| 31-Aug-02 | 0.71489 | 0.0063 | 0.08444 |
| 30-Sep-02 | 0.87073 | -0.00238 | 0.08207 |
| 31-Oct-02 | 0.8677 | -0.00616 | 0.08819 |
| 30-Nov-02 | 1.06729 | -0.04428 | 0.06172 |
| 31-Dec-02 | 1.08692 | -0.03473 | 0.07959 |
| 31-Jan-03 | 1.19942 | -0.03719 | 0.08216 |
| 28-Feb-03 | 1.62815 | -0.02485 | 0.10764 |
| 31-Mar-03 | 1.69888 | -0.00711 | 0.13147 |
| 30-Apr-03 | 1.7297 | -0.01268 | 0.12709 |
| 31-May-03 | 1.14732 | -0.03092 | 0.09982 |
| 30-Jun-03 | 1.46268 | -0.03011 | 0.08952 |
| 31-Jul-03 | 1.22748 | -0.05792 | 0.06491 |
| 31-Aug-03 | 1.20584 | -0.06446 | 0.05125 |
| 30-Sep-03 | 1.18565 | -0.0553 | 0.05797 |
| 31-Oct-03 | 1.4064 | -0.04605 | 0.07203 |
| 30-Nov-03 | 1.37066 | -0.05691 | 0.06342 |
| 31-Dec-03 | 1.49813 | -0.05802 | 0.06418 |
| 31-Jan-04 | 1.51292 | -0.05426 | 0.06991 |
| 29-Feb-04 | 1.37442 | -0.05738 | 0.06078 |
| 31-Mar-04 | 1.64071 | -0.04561 | 0.0744 |
| 30-Apr-04 | 1.8641 | -0.04325 | 0.08487 |
| 31-May-04 | 1.97585 | -0.03081 | 0.10189 |
| 30-Jun-04 | 2.25298 | -0.03181 | 0.10705 |
| 31-Jul-04 | 2.22695 | -0.02871 | 0.11053 |
| 31-Aug-04 | 1.96066 | -0.01879 | 0.11778 |
| 30-Sep-04 | 1.62227 | -0.03977 | 0.09331 |
| 31-Oct-04 | 1.71123 | -0.08355 | 0.04897 |
| 30-Nov-04 | 1.6477 | -0.07904 | 0.04704 |
| 31-Dec-04 | 2.0822 | -0.06269 | 0.06235 |
| 31-Jan-05 | 1.35465 | -0.08907 | 0.03126 |
| 28-Feb-05 | 1.07985 | -0.18151 | -0.02951 |
| 31-Mar-05 | 0.87215 | -0.18239 | -0.05975 |
| 30-Apr-05 | 0.71542 | -0.16147 | -0.09553 |
| 31-May-05 | 0.95777 | -0.05859 | 0.01632 |
| 30-Jun-05 | 1.46769 | -0.0383 | 0.07113 |
| 31-Jul-05 | 1.31994 | -0.03736 | 0.08145 |
| 31-Aug-05 | 1.26709 | -0.04315 | 0.06934 |
| 30-Sep-05 | 1.58977 | -0.00111 | 0.1169 |
| 31-Oct-05 | 1.64077 | 0.02075 | 0.14378 |
| 30-Nov-05 | 2.00114 | 0.01086 | 0.13905 |
| 31-Dec-05 | 2.47161 | 0.01862 | 0.15335 |
| 31-Jan-06 | 2.0754 | -0.01117 | 0.12468 |
| 28-Feb-06 | 2.18204 | -0.01158 | 0.12166 |
| 31-Mar-06 | 1.54603 | -0.05729 | 0.06383 |
| 30-Apr-06 | 1.40505 | -0.07731 | 0.02478 |
| 31-May-06 | 1.7231 | 0.00196 | 0.10872 |
| 30-Jun-06 | 1.81769 | -0.01045 | 0.10515 |
| 31-Jul-06 | 1.91688 | 0.01318 | 0.1317 |
| 31-Aug-06 | 1.98724 | -0.01454 | 0.10406 |
| 30-Sep-06 | 1.89152 | -0.01916 | 0.06342 |
| 31-Oct-06 | 1.74909 | -0.03232 | 0.08325 |
| 30-Nov-06 | 1.74653 | -0.03249 | 0.06429 |
| 31-Dec-06 | 1.82585 | -0.03165 | 0.06846 |
| 31-Jan-07 | 1.53109 | -0.04187 | 0.06279 |
| 28-Feb-07 | 1.67055 | -0.02173 | 0.07844 |
| 31-Mar-07 | 1.632 | -0.01572 | 0.07822 |
| 30-Apr-07 | 1.71666 | -0.00585 | 0.08524 |
| 31-May-07 | 1.94619 | -0.00999 | 0.08324 |
| 30-Jun-07 | 1.92937 | -0.01576 | 0.07892 |
| 31-Jul-07 | 2.01644 | -0.01815 | 0.06848 |
| 31-Aug-07 | 1.83241 | -0.03036 | 0.05485 |
| 30-Sep-07 | 2.77158 | 0.08367 | 0.16601 |
| 31-Oct-07 | 3.17204 | 0.11097 | 0.19048 |
| 30-Nov-07 | 2.98524 | 0.11976 | 0.20092 |
| 31-Dec-07 | 3.15639 | 0.14951 | 0.23439 |
| 31-Jan-08 | 3.0434 | 0.2022 | 0.28622 |
| 29-Feb-08 | 3.45551 | 0.33636 | 0.42011 |
| 31-Mar-08 | 3.66875 | 0.274 | 0.35943 |
| 30-Apr-08 | 4.15656 | 0.25653 | 0.34484 |
| 31-May-08 | 4.67882 | 0.24778 | 0.33455 |
| 30-Jun-08 | 4.56246 | 0.19703 | 0.28394 |
| 31-Jul-08 | 4.61493 | 0.17999 | 0.26568 |
| 31-Aug-08 | 4.55139 | 0.17205 | 0.256 |
Source: iMoneyNet and author's calculations.
*Institutional share classes only.
Note: Relative net (gross) yield is net (gross) yield less asset-weighted average net (gross) yield for all institutional prime money market funds.
Figure 2, panel A. Assets under Management in Money Market Funds by Investor Type (billions of dollars)
| Date | Institutional prime MMFs | Retail prime MMFs |
|---|---|---|
| 7-Jan-98 | 252.233 | 443.462 |
| 14-Jan-98 | 249.459 | 446.589 |
| 21-Jan-98 | 253.774 | 448.648 |
| 28-Jan-98 | 247.624 | 450.052 |
| 4-Feb-98 | 251.185 | 453.719 |
| 11-Feb-98 | 252.731 | 456.517 |
| 18-Feb-98 | 256.157 | 461.627 |
| 25-Feb-98 | 251.058 | 465.723 |
| 4-Mar-98 | 252.126 | 468.685 |
| 11-Mar-98 | 254.71 | 469.43 |
| 18-Mar-98 | 254.304 | 471.525 |
| 25-Mar-98 | 253.559 | 472.652 |
| 1-Apr-98 | 251.572 | 475.946 |
| 8-Apr-98 | 262.864 | 482.814 |
| 15-Apr-98 | 254.56 | 478.492 |
| 22-Apr-98 | 256.976 | 478.705 |
| 29-Apr-98 | 259.885 | 474.853 |
| 6-May-98 | 265.251 | 477.842 |
| 13-May-98 | 262.078 | 477.366 |
| 20-May-98 | 263.008 | 484.079 |
| 27-May-98 | 261.291 | 487.281 |
| 3-Jun-98 | 266.215 | 490.188 |
| 10-Jun-98 | 267.789 | 488.776 |
| 17-Jun-98 | 264.568 | 490.886 |
| 24-Jun-98 | 265.818 | 490.663 |
| 1-Jul-98 | 257.711 | 489.42 |
| 8-Jul-98 | 248.963 | 493.188 |
| 15-Jul-98 | 263.317 | 492.868 |
| 22-Jul-98 | 268.814 | 499.131 |
| 29-Jul-98 | 266.681 | 501.442 |
| 5-Aug-98 | 273.414 | 509.59 |
| 12-Aug-98 | 275.781 | 515.227 |
| 19-Aug-98 | 278.434 | 519.319 |
| 26-Aug-98 | 279.201 | 523.533 |
| 2-Sep-98 | 284.063 | 530.084 |
| 9-Sep-98 | 285.001 | 535.225 |
| 16-Sep-98 | 282.722 | 536.541 |
| 23-Sep-98 | 285.406 | 533.873 |
| 30-Sep-98 | 280.467 | 531.902 |
| 7-Oct-98 | 296.635 | 540.134 |
| 14-Oct-98 | 300.493 | 545.881 |
| 21-Oct-98 | 311.473 | 550.489 |
| 28-Oct-98 | 314.246 | 551.949 |
| 4-Nov-98 | 308.351 | 552.053 |
| 11-Nov-98 | 317.871 | 552.353 |
| 18-Nov-98 | 321.189 | 555.896 |
| 25-Nov-98 | 334.352 | 553.437 |
| 2-Dec-98 | 335.81 | 558.532 |
| 9-Dec-98 | 342.35 | 563.561 |
| 16-Dec-98 | 334.375 | 565.109 |
| 23-Dec-98 | 337.358 | 562.221 |
| 30-Dec-98 | 317.503 | 555.403 |
| 6-Jan-99 | 337.509 | 564.801 |
| 13-Jan-99 | 347.172 | 578.699 |
| 20-Jan-99 | 354.908 | 580.725 |
| 27-Jan-99 | 351.521 | 582.673 |
| 3-Feb-99 | 361.46 | 588.011 |
| 10-Feb-99 | 358.218 | 592.122 |
| 17-Feb-99 | 365.188 | 596.217 |
| 24-Feb-99 | 360.114 | 596.455 |
| 3-Mar-99 | 353.123 | 598.29 |
| 10-Mar-99 | 357.451 | 599.522 |
| 17-Mar-99 | 357.621 | 602.394 |
| 24-Mar-99 | 355.22 | 606.526 |
| 31-Mar-99 | 343.353 | 606.479 |
| 7-Apr-99 | 363.566 | 612.075 |
| 14-Apr-99 | 360.669 | 611.587 |
| 21-Apr-99 | 363.294 | 608.845 |
| 28-Apr-99 | 355.982 | 602.071 |
| 5-May-99 | 359.529 | 601.272 |
| 12-May-99 | 361.502 | 598.928 |
| 19-May-99 | 365.463 | 599.458 |
| 26-May-99 | 362.622 | 602.769 |
| 2-Jun-99 | 366.605 | 602.577 |
| 9-Jun-99 | 370.796 | 606.647 |
| 16-Jun-99 | 363.571 | 605.147 |
| 23-Jun-99 | 368.368 | 605.051 |
| 30-Jun-99 | 348.183 | 600.852 |
| 7-Jul-99 | 360.531 | 609.468 |
| 14-Jul-99 | 358.869 | 609.373 |
| 21-Jul-99 | 362.446 | 611.768 |
| 28-Jul-99 | 360.733 | 611.793 |
| 4-Aug-99 | 367.824 | 620.641 |
| 11-Aug-99 | 372.838 | 623.377 |
| 18-Aug-99 | 379.889 | 624.96 |
| 25-Aug-99 | 375.179 | 624.115 |
| 1-Sep-99 | 369.854 | 625.737 |
| 8-Sep-99 | 375.652 | 634.785 |
| 15-Sep-99 | 372.186 | 635.636 |
| 22-Sep-99 | 375.574 | 635.334 |
| 29-Sep-99 | 371.336 | 634.274 |
| 6-Oct-99 | 386.453 | 639.288 |
| 13-Oct-99 | 392.414 | 641.128 |
| 20-Oct-99 | 400.857 | 640.902 |
| 27-Oct-99 | 404.003 | 640.583 |
| 3-Nov-99 | 411.467 | 642.196 |
| 10-Nov-99 | 417.55 | 640.939 |
| 17-Nov-99 | 418.645 | 643.924 |
| 24-Nov-99 | 422.177 | 645.795 |
| 1-Dec-99 | 418.06 | 652.796 |
| 8-Dec-99 | 437.786 | 655.214 |
| 15-Dec-99 | 438.943 | 656.649 |
| 22-Dec-99 | 444.202 | 654.218 |
| 29-Dec-99 | 450.668 | 652.78 |
| 5-Jan-00 | 448.141 | 663.465 |
| 12-Jan-00 | 454.179 | 672.082 |
| 19-Jan-00 | 464.232 | 673.888 |
| 26-Jan-00 | 473.081 | 678.036 |
| 2-Feb-00 | 456.315 | 681.259 |
| 9-Feb-00 | 457.781 | 684.864 |
| 16-Feb-00 | 460.328 | 688.489 |
| 23-Feb-00 | 461.083 | 693.196 |
| 1-Mar-00 | 462.298 | 692.268 |
| 8-Mar-00 | 471.992 | 701.842 |
| 15-Mar-00 | 463.656 | 708.271 |
| 22-Mar-00 | 466.322 | 707.822 |
| 29-Mar-00 | 457.501 | 713.221 |
| 5-Apr-00 | 459.806 | 720.671 |
| 12-Apr-00 | 462.093 | 717.288 |
| 19-Apr-00 | 458.175 | 710.652 |
| 26-Apr-00 | 453.532 | 695.411 |
| 3-May-00 | 460.923 | 691.312 |
| 10-May-00 | 464.567 | 691.999 |
| 17-May-00 | 464.265 | 692.451 |
| 24-May-00 | 459.296 | 694.506 |
| 31-May-00 | 459.909 | 691.928 |
| 7-Jun-00 | 468.223 | 694.564 |
| 14-Jun-00 | 465.839 | 689.75 |
| 21-Jun-00 | 459.945 | 684.159 |
| 28-Jun-00 | 460.111 | 681.843 |
| 5-Jul-00 | 469.437 | 680.775 |
| 12-Jul-00 | 480.419 | 681.421 |
| 19-Jul-00 | 482.656 | 685.324 |
| 26-Jul-00 | 483.262 | 685.966 |
| 2-Aug-00 | 489.661 | 693.12 |
| 9-Aug-00 | 497.23 | 694.061 |
| 16-Aug-00 | 497.157 | 699.822 |
| 23-Aug-00 | 508.361 | 699.658 |
| 30-Aug-00 | 504.487 | 697.7 |
| 6-Sep-00 | 508.434 | 702.873 |
| 13-Sep-00 | 517.321 | 706.236 |
| 20-Sep-00 | 509.459 | 701.46 |
| 27-Sep-00 | 503.571 | 703.224 |
| 4-Oct-00 | 513.435 | 704.291 |
| 11-Oct-00 | 526.482 | 709.746 |
| 18-Oct-00 | 526.692 | 711.686 |
| 25-Oct-00 | 520.36 | 708.631 |
| 1-Nov-00 | 526.997 | 701.652 |
| 8-Nov-00 | 541.419 | 707.415 |
| 15-Nov-00 | 540.82 | 705.861 |
| 22-Nov-00 | 546.244 | 714.792 |
| 29-Nov-00 | 550.579 | 716.563 |
| 6-Dec-00 | 553.911 | 718.694 |
| 13-Dec-00 | 568.95 | 722.438 |
| 20-Dec-00 | 565.14 | 723.574 |
| 27-Dec-00 | 559.808 | 719.468 |
| 3-Jan-01 | 554.698 | 724.379 |
| 10-Jan-01 | 597.973 | 739.461 |
| 17-Jan-01 | 611.926 | 746.28 |
| 24-Jan-01 | 615.868 | 745.368 |
| 31-Jan-01 | 620.035 | 743.936 |
| 7-Feb-01 | 646.167 | 750.615 |
| 14-Feb-01 | 658.146 | 750.678 |
| 21-Feb-01 | 660.973 | 756.727 |
| 28-Feb-01 | 652.473 | 759.937 |
| 7-Mar-01 | 658.033 | 766.762 |
| 14-Mar-01 | 645.924 | 770.55 |
| 21-Mar-01 | 668.777 | 781.181 |
| 28-Mar-01 | 667.902 | 784.643 |
| 4-Apr-01 | 657.041 | 789.572 |
| 11-Apr-01 | 668.752 | 789.041 |
| 18-Apr-01 | 653.75 | 783.061 |
| 25-Apr-01 | 683.781 | 771.239 |
| 2-May-01 | 682.993 | 752.711 |
| 9-May-01 | 695.209 | 754.702 |
| 16-May-01 | 705.946 | 751.76 |
| 23-May-01 | 726.736 | 751.415 |
| 30-May-01 | 723.856 | 750.379 |
| 6-Jun-01 | 732.217 | 749.922 |
| 13-Jun-01 | 731.239 | 752.389 |
| 20-Jun-01 | 724.912 | 750.996 |
| 27-Jun-01 | 727.997 | 747.767 |
| 4-Jul-01 | 714.732 | 750.035 |
| 11-Jul-01 | 734.003 | 754.454 |
| 18-Jul-01 | 735.921 | 752.99 |
| 25-Jul-01 | 720.616 | 754.185 |
| 1-Aug-01 | 708.784 | 751.157 |
| 8-Aug-01 | 724.422 | 755.625 |
| 15-Aug-01 | 710.108 | 754.17 |
| 22-Aug-01 | 737.532 | 756.971 |
| 29-Aug-01 | 741.094 | 756.649 |
| 5-Sep-01 | 726.034 | 761.076 |
| 12-Sep-01 | 731.057 | 762.495 |
| 19-Sep-01 | 793.099 | 766.458 |
| 26-Sep-01 | 774.697 | 769.039 |
| 3-Oct-01 | 803.219 | 769.306 |
| 10-Oct-01 | 825.481 | 770.129 |
| 17-Oct-01 | 836.969 | 760.102 |
| 24-Oct-01 | 842.308 | 759.617 |
| 31-Oct-01 | 833.281 | 758.198 |
| 7-Nov-01 | 858.94 | 757.672 |
| 14-Nov-01 | 866.319 | 755.967 |
| 21-Nov-01 | 880.549 | 758.582 |
| 28-Nov-01 | 892.743 | 760.975 |
| 5-Dec-01 | 894.151 | 760.638 |
| 12-Dec-01 | 915.905 | 761.143 |
| 19-Dec-01 | 901.575 | 755.272 |
| 26-Dec-01 | 884.667 | 750.939 |
| 2-Jan-02 | 852.343 | 744.026 |
| 9-Jan-02 | 894.39 | 754.423 |
| 16-Jan-02 | 901.402 | 751.203 |
| 23-Jan-02 | 910.73 | 750.873 |
| 30-Jan-02 | 888.607 | 748.477 |
| 6-Feb-02 | 894.731 | 749.638 |
| 13-Feb-02 | 906.768 | 748.374 |
| 20-Feb-02 | 908.975 | 748.726 |
| 27-Feb-02 | 890.213 | 746.939 |
| 6-Mar-02 | 896.95 | 744.958 |
| 13-Mar-02 | 904.276 | 742.34 |
| 20-Mar-02 | 899.186 | 740.784 |
| 27-Mar-02 | 880.459 | 736.999 |
| 3-Apr-02 | 872.442 | 736.229 |
| 10-Apr-02 | 880.635 | 734.45 |
| 17-Apr-02 | 874.72 | 727.502 |
| 24-Apr-02 | 885.091 | 722.551 |
| 1-May-02 | 859.91 | 715.982 |
| 8-May-02 | 878.459 | 719.077 |
| 15-May-02 | 877.769 | 715.251 |
| 22-May-02 | 900.492 | 713.404 |
| 29-May-02 | 874.996 | 710.183 |
| 5-Jun-02 | 884.769 | 708.874 |
| 12-Jun-02 | 887.346 | 710.725 |
| 19-Jun-02 | 878.914 | 709.572 |
| 26-Jun-02 | 853.794 | 708.956 |
| 3-Jul-02 | 849.712 | 709.667 |
| 10-Jul-02 | 864.547 | 715.557 |
| 17-Jul-02 | 867.826 | 721.122 |
| 24-Jul-02 | 871.722 | 726.866 |
| 31-Jul-02 | 849.889 | 724.66 |
| 7-Aug-02 | 863.227 | 723.924 |
| 14-Aug-02 | 869.418 | 721.731 |
| 21-Aug-02 | 873.527 | 721.065 |
| 28-Aug-02 | 853.705 | 715.847 |
| 4-Sep-02 | 834.509 | 712.882 |
| 11-Sep-02 | 854.622 | 711.336 |
| 18-Sep-02 | 843.177 | 711.895 |
| 25-Sep-02 | 826.108 | 707.815 |
| 2-Oct-02 | 811.864 | 706.278 |
| 9-Oct-02 | 821.828 | 708.689 |
| 16-Oct-02 | 815.009 | 712.173 |
| 23-Oct-02 | 822.262 | 712.649 |
| 30-Oct-02 | 806.066 | 710.104 |
| 6-Nov-02 | 848.819 | 707.198 |
| 13-Nov-02 | 922.903 | 704.675 |
| 20-Nov-02 | 949.647 | 706.234 |
| 27-Nov-02 | 933.882 | 702.006 |
| 4-Dec-02 | 952.075 | 702.493 |
| 11-Dec-02 | 965.275 | 699.163 |
| 18-Dec-02 | 935.044 | 700.098 |
| 25-Dec-02 | 912.248 | 693.713 |
| 1-Jan-03 | 880.82 | 687.529 |
| 8-Jan-03 | 910.674 | 697.54 |
| 15-Jan-03 | 913.434 | 695.988 |
| 22-Jan-03 | 938.298 | 698.072 |
| 29-Jan-03 | 910.61 | 694.805 |
| 5-Feb-03 | 898.985 | 694.408 |
| 12-Feb-03 | 901.461 | 694.815 |
| 19-Feb-03 | 898.496 | 697.039 |
| 26-Feb-03 | 873.47 | 697.487 |
| 5-Mar-03 | 869.512 | 696.134 |
| 12-Mar-03 | 882.422 | 694.883 |
| 19-Mar-03 | 876.816 | 695.492 |
| 26-Mar-03 | 857.273 | 693.995 |
| 2-Apr-03 | 838.092 | 690.352 |
| 9-Apr-03 | 846.873 | 689.172 |
| 16-Apr-03 | 829.266 | 684.52 |
| 23-Apr-03 | 837.602 | 679.191 |
| 30-Apr-03 | 805.613 | 673.084 |
| 7-May-03 | 817.224 | 671.796 |
| 14-May-03 | 816.688 | 667.67 |
| 21-May-03 | 819.976 | 670.4 |
| 28-May-03 | 804.439 | 668.423 |
| 4-Jun-03 | 811.936 | 665.919 |
| 11-Jun-03 | 811.734 | 662.169 |
| 18-Jun-03 | 807.858 | 661.561 |
| 25-Jun-03 | 844.963 | 659.388 |
| 2-Jul-03 | 838.152 | 656.525 |
| 9-Jul-03 | 851.222 | 655.915 |
| 16-Jul-03 | 839.125 | 653.755 |
| 23-Jul-03 | 839.902 | 654.693 |
| 30-Jul-03 | 819.729 | 654.005 |
| 6-Aug-03 | 822.278 | 656.281 |
| 13-Aug-03 | 818.151 | 655.573 |
| 20-Aug-03 | 832.879 | 659.476 |
| 27-Aug-03 | 812.874 | 655.412 |
| 3-Sep-03 | 808.567 | 651.414 |
| 10-Sep-03 | 829.265 | 650.037 |
| 17-Sep-03 | 822.481 | 644.852 |
| 24-Sep-03 | 823.638 | 638.566 |
| 1-Oct-03 | 798.416 | 631.76 |
| 8-Oct-03 | 819.756 | 631.172 |
| 15-Oct-03 | 814.97 | 626.927 |
| 22-Oct-03 | 825.242 | 623.403 |
| 29-Oct-03 | 816.727 | 619.347 |
| 5-Nov-03 | 817.673 | 616.047 |
| 12-Nov-03 | 814.623 | 615.242 |
| 19-Nov-03 | 830.806 | 614.639 |
| 26-Nov-03 | 810.14 | 609.794 |
| 3-Dec-03 | 815.638 | 606.134 |
| 10-Dec-03 | 822.927 | 602.129 |
| 17-Dec-03 | 812.149 | 598.467 |
| 24-Dec-03 | 805.255 | 592.222 |
| 31-Dec-03 | 799.49 | 586.979 |
| 7-Jan-04 | 813.07 | 587.1 |
| 14-Jan-04 | 819.036 | 584.175 |
| 21-Jan-04 | 818.732 | 582.059 |
| 28-Jan-04 | 803.362 | 581.303 |
| 4-Feb-04 | 796.27 | 578.529 |
| 11-Feb-04 | 800.355 | 575.431 |
| 18-Feb-04 | 807.728 | 574.55 |
| 25-Feb-04 | 799.94 | 572.51 |
| 3-Mar-04 | 796.417 | 569.52 |
| 10-Mar-04 | 802.59 | 566.739 |
| 17-Mar-04 | 794.301 | 568.661 |
| 24-Mar-04 | 801.836 | 566.854 |
| 31-Mar-04 | 786.824 | 561.179 |
| 7-Apr-04 | 803.606 | 559.272 |
| 14-Apr-04 | 788.8 | 556.561 |
| 21-Apr-04 | 789.631 | 556.344 |
| 28-Apr-04 | 780.129 | 551.628 |
| 5-May-04 | 775.889 | 551.54 |
| 12-May-04 | 788.565 | 553.38 |
| 19-May-04 | 789.883 | 559.263 |
| 26-May-04 | 779.852 | 556.897 |
| 2-Jun-04 | 779.867 | 553.66 |
| 9-Jun-04 | 796.209 | 552.039 |
| 16-Jun-04 | 782.145 | 550.306 |
| 23-Jun-04 | 791.264 | 548.264 |
| 30-Jun-04 | 751.992 | 543.968 |
| 7-Jul-04 | 759.929 | 545.351 |
| 14-Jul-04 | 765.371 | 542.511 |
| 21-Jul-04 | 774.478 | 542.064 |
| 28-Jul-04 | 765.096 | 541.17 |
| 4-Aug-04 | 769.954 | 542.099 |
| 11-Aug-04 | 759.531 | 541.032 |
| 18-Aug-04 | 769.393 | 544.104 |
| 25-Aug-04 | 756.456 | 540.213 |
| 1-Sep-04 | 745.154 | 536.557 |
| 8-Sep-04 | 760.595 | 537.77 |
| 15-Sep-04 | 753.547 | 535.33 |
| 22-Sep-04 | 750.997 | 534.309 |
| 29-Sep-04 | 733.407 | 529.835 |
| 6-Oct-04 | 731.924 | 528.076 |
| 13-Oct-04 | 731.035 | 526.968 |
| 20-Oct-04 | 729.036 | 527.101 |
| 27-Oct-04 | 743.853 | 524.523 |
| 3-Nov-04 | 744.772 | 524.187 |
| 10-Nov-04 | 739.284 | 520.518 |
| 17-Nov-04 | 742.953 | 522.927 |
| 24-Nov-04 | 748.045 | 522.864 |
| 1-Dec-04 | 745.27 | 519.98 |
| 8-Dec-04 | 758.444 | 523.738 |
| 15-Dec-04 | 742.188 | 521.759 |
| 22-Dec-04 | 756.269 | 519.449 |
| 29-Dec-04 | 750.401 | 516.175 |
| 5-Jan-05 | 708.995 | 551.599 |
| 12-Jan-05 | 713.799 | 553.298 |
| 19-Jan-05 | 713.15 | 555.261 |
| 26-Jan-05 | 708.788 | 554.811 |
| 2-Feb-05 | 694.461 | 553.405 |
| 9-Feb-05 | 690.949 | 550.094 |
| 16-Feb-05 | 698.502 | 548.656 |
| 23-Feb-05 | 695.312 | 549.125 |
| 2-Mar-05 | 688.023 | 545.695 |
| 9-Mar-05 | 688.722 | 547.373 |
| 16-Mar-05 | 676.893 | 549.831 |
| 23-Mar-05 | 686.251 | 551.101 |
| 30-Mar-05 | 676.25 | 551.745 |
| 6-Apr-05 | 683.27 | 553.213 |
| 13-Apr-05 | 680.92 | 550.615 |
| 20-Apr-05 | 678.858 | 553.686 |
| 27-Apr-05 | 672.772 | 550.598 |
| 4-May-05 | 663.163 | 548.464 |
| 11-May-05 | 663.194 | 546.121 |
| 18-May-05 | 671.357 | 546.994 |
| 25-May-05 | 676.926 | 545.391 |
| 1-Jun-05 | 676.887 | 542.176 |
| 8-Jun-05 | 695.199 | 541.755 |
| 15-Jun-05 | 681.638 | 540.204 |
| 22-Jun-05 | 695.408 | 539.317 |
| 29-Jun-05 | 684.259 | 536.238 |
| 6-Jul-05 | 689.548 | 538.552 |
| 13-Jul-05 | 696.249 | 537.23 |
| 20-Jul-05 | 706.644 | 538.739 |
| 27-Jul-05 | 701.669 | 538.38 |
| 3-Aug-05 | 707.221 | 538.368 |
| 10-Aug-05 | 712.36 | 539.67 |
| 17-Aug-05 | 708.337 | 542.946 |
| 24-Aug-05 | 721.678 | 543.501 |
| 31-Aug-05 | 713.821 | 542.84 |
| 7-Sep-05 | 728.544 | 546.74 |
| 14-Sep-05 | 733.057 | 548.003 |
| 21-Sep-05 | 724.907 | 549.274 |
| 28-Sep-05 | 715.756 | 549.958 |
| 5-Oct-05 | 715.163 | 549.248 |
| 12-Oct-05 | 723.808 | 553.126 |
| 19-Oct-05 | 731.138 | 557.985 |
| 26-Oct-05 | 730.279 | 557.325 |
| 2-Nov-05 | 720.732 | 556.831 |
| 9-Nov-05 | 737.132 | 556.094 |
| 16-Nov-05 | 734.28 | 556.207 |
| 23-Nov-05 | 739.233 | 557.319 |
| 30-Nov-05 | 733.81 | 554.069 |
| 7-Dec-05 | 761.058 | 555.924 |
| 14-Dec-05 | 759.838 | 554.71 |
| 21-Dec-05 | 761.479 | 556.528 |
| 28-Dec-05 | 767.31 | 556.313 |
| 4-Jan-06 | 772.509 | 558.837 |
| 11-Jan-06 | 779.455 | 560.301 |
| 18-Jan-06 | 773.075 | 561.415 |
| 25-Jan-06 | 767.661 | 561.094 |
| 1-Feb-06 | 765.387 | 560.578 |
| 8-Feb-06 | 760.294 | 562.936 |
| 15-Feb-06 | 754.4 | 564.297 |
| 22-Feb-06 | 772.401 | 568.366 |
| 1-Mar-06 | 760.627 | 566.751 |
| 8-Mar-06 | 771.926 | 567.986 |
| 15-Mar-06 | 756.799 | 570.186 |
| 22-Mar-06 | 768.769 | 573.093 |
| 29-Mar-06 | 766.213 | 571.993 |
| 5-Apr-06 | 768.722 | 581.783 |
| 12-Apr-06 | 768.952 | 581.41 |
| 19-Apr-06 | 759.955 | 584.102 |
| 26-Apr-06 | 754.928 | 581.504 |
| 3-May-06 | 757.469 | 582.891 |
| 10-May-06 | 763 | 583.719 |
| 17-May-06 | 764.335 | 589.77 |
| 24-May-06 | 776.338 | 597.326 |
| 31-May-06 | 764.402 | 599.094 |
| 7-Jun-06 | 794.534 | 602.255 |
| 14-Jun-06 | 798.475 | 609.525 |
| 21-Jun-06 | 796.414 | 615.189 |
| 28-Jun-06 | 782.504 | 614.484 |
| 5-Jul-06 | 793.359 | 616.656 |
| 12-Jul-06 | 792.673 | 614.133 |
| 19-Jul-06 | 795.524 | 619.507 |
| 26-Jul-06 | 794.764 | 621.169 |
| 2-Aug-06 | 804.87 | 623.907 |
| 9-Aug-06 | 817.295 | 625.037 |
| 16-Aug-06 | 830.916 | 628.909 |
| 23-Aug-06 | 842.523 | 629.711 |
| 30-Aug-06 | 833.543 | 629.851 |
| 6-Sep-06 | 850.037 | 632.899 |
| 13-Sep-06 | 858.275 | 634.97 |
| 20-Sep-06 | 855.723 | 637.169 |
| 27-Sep-06 | 842.048 | 637.312 |
| 4-Oct-06 | 858.54 | 641.364 |
| 11-Oct-06 | 878.178 | 643.785 |
| 18-Oct-06 | 878.094 | 641.943 |
| 25-Oct-06 | 872.833 | 640.401 |
| 1-Nov-06 | 881.041 | 643.311 |
| 8-Nov-06 | 885.041 | 645.677 |
| 15-Nov-06 | 890.539 | 647.726 |
| 22-Nov-06 | 899.757 | 655.426 |
| 29-Nov-06 | 907.067 | 652.405 |
| 6-Dec-06 | 931.136 | 654.652 |
| 13-Dec-06 | 948.563 | 654.417 |
| 20-Dec-06 | 936.466 | 658.117 |
| 27-Dec-06 | 935.645 | 659.59 |
| 3-Jan-07 | 938.158 | 665.039 |
| 10-Jan-07 | 943.485 | 666.776 |
| 17-Jan-07 | 927.882 | 669.07 |
| 24-Jan-07 | 941.623 | 668.021 |
| 31-Jan-07 | 910.921 | 665.246 |
| 7-Feb-07 | 932.847 | 667.235 |
| 14-Feb-07 | 936.931 | 669.22 |
| 21-Feb-07 | 946.24 | 672.59 |
| 28-Feb-07 | 932.877 | 672.171 |
| 7-Mar-07 | 951.926 | 685.22 |
| 14-Mar-07 | 945.751 | 685.603 |
| 21-Mar-07 | 949.79 | 688.076 |
| 28-Mar-07 | 950.141 | 685.547 |
| 4-Apr-07 | 961.379 | 686.224 |
| 11-Apr-07 | 971.37 | 686.953 |
| 18-Apr-07 | 951.791 | 685.881 |
| 25-Apr-07 | 955.408 | 682.757 |
| 2-May-07 | 968.41 | 682.924 |
| 9-May-07 | 977.345 | 688.352 |
| 16-May-07 | 977.933 | 692.116 |
| 23-May-07 | 981.562 | 695.02 |
| 30-May-07 | 969.546 | 695.889 |
| 6-Jun-07 | 1004.255 | 699.559 |
| 13-Jun-07 | 1009.039 | 702.271 |
| 20-Jun-07 | 998.857 | 705.969 |
| 27-Jun-07 | 999.486 | 705.862 |
| 4-Jul-07 | 1004.41 | 710.076 |
| 11-Jul-07 | 1029.07 | 711.163 |
| 18-Jul-07 | 1021.506 | 713.395 |
| 25-Jul-07 | 1029.274 | 714.016 |
| 1-Aug-07 | 1040.366 | 717.398 |
| 8-Aug-07 | 1071.125 | 723.75 |
| 15-Aug-07 | 1074.871 | 726.462 |
| 22-Aug-07 | 1070.003 | 735.135 |
| 29-Aug-07 | 1044.058 | 732.041 |
| 5-Sep-07 | 1064.941 | 733.25 |
| 12-Sep-07 | 1081.125 | 732.746 |
| 19-Sep-07 | 1081.373 | 734.531 |
| 26-Sep-07 | 1105.979 | 733.75 |
| 3-Oct-07 | 1147.117 | 736.595 |
| 10-Oct-07 | 1163.264 | 738.309 |
| 17-Oct-07 | 1174.59 | 740.732 |
| 24-Oct-07 | 1208.168 | 740.289 |
| 31-Oct-07 | 1179.518 | 740.917 |
| 7-Nov-07 | 1215.798 | 745.281 |
| 14-Nov-07 | 1218.725 | 750.695 |
| 21-Nov-07 | 1199.046 | 760.735 |
| 28-Nov-07 | 1194.195 | 764.357 |
| 5-Dec-07 | 1210.595 | 766.891 |
| 12-Dec-07 | 1201.03 | 765.113 |
| 19-Dec-07 | 1177.738 | 768.132 |
| 26-Dec-07 | 1167.605 | 772.309 |
| 2-Jan-08 | 1170.72 | 778.658 |
| 9-Jan-08 | 1207.438 | 782.847 |
| 16-Jan-08 | 1211.347 | 792.518 |
| 23-Jan-08 | 1242.283 | 806.338 |
| 30-Jan-08 | 1249.259 | 819.589 |
| 6-Feb-08 | 1277.847 | 824.156 |
| 13-Feb-08 | 1292.614 | 826.337 |
| 20-Feb-08 | 1284.789 | 832.396 |
| 27-Feb-08 | 1280.39 | 832.93 |
| 5-Mar-08 | 1286.66 | 833.944 |
| 12-Mar-08 | 1265.804 | 835.302 |
| 19-Mar-08 | 1239.731 | 841.44 |
| 26-Mar-08 | 1265.954 | 842.261 |
| 2-Apr-08 | 1250.186 | 840.945 |
| 9-Apr-08 | 1281.127 | 838.842 |
| 16-Apr-08 | 1258.871 | 833.46 |
| 23-Apr-08 | 1272.122 | 828.165 |
| 30-Apr-08 | 1239.059 | 819.127 |
| 7-May-08 | 1271.726 | 818.818 |
| 14-May-08 | 1289.039 | 813.508 |
| 21-May-08 | 1312.503 | 802.543 |
| 28-May-08 | 1312.677 | 800.357 |
| 4-Jun-08 | 1337.058 | 802.677 |
| 11-Jun-08 | 1341.67 | 799.914 |
| 18-Jun-08 | 1317.745 | 800.126 |
| 25-Jun-08 | 1318.93 | 793.179 |
| 2-Jul-08 | 1316.46 | 796.384 |
| 9-Jul-08 | 1347.313 | 802.114 |
| 16-Jul-08 | 1334.455 | 807.579 |
| 23-Jul-08 | 1345.626 | 810.298 |
| 30-Jul-08 | 1338.284 | 807.4 |
| 6-Aug-08 | 1345.257 | 807.341 |
| 13-Aug-08 | 1358.815 | 805.558 |
| 20-Aug-08 | 1364.76 | 801.982 |
| 27-Aug-08 | 1366.052 | 800.127 |
| 3-Sep-08 | 1375.739 | 800.049 |
| 10-Sep-08 | 1377.087 | 801.302 |
| 17-Sep-08 | 1184.337 | 797.473 |
| 24-Sep-08 | 1053.078 | 775.918 |
| 1-Oct-08 | 980.731 | 762.519 |
| 8-Oct-08 | 962.416 | 763.915 |
| 15-Oct-08 | 967.15 | 779.534 |
| 22-Oct-08 | 973.256 | 773.671 |
| 29-Oct-08 | 981.172 | 767.849 |
| 5-Nov-08 | 978.017 | 767.379 |
| 12-Nov-08 | 995.327 | 768.873 |
| 19-Nov-08 | 1018.731 | 777.805 |
| 26-Nov-08 | 1024.01 | 782.64 |
| 3-Dec-08 | 1030.621 | 787.178 |
| 10-Dec-08 | 1053.01 | 788.432 |
| 17-Dec-08 | 1057.73 | 791.472 |
| 24-Dec-08 | 1091.795 | 791.935 |
| 31-Dec-08 | 1100.58 | 794.69 |
| 7-Jan-09 | 1123.302 | 802.223 |
| 14-Jan-09 | 1153.9 | 802.606 |
| 21-Jan-09 | 1146.881 | 803.733 |
| 28-Jan-09 | 1157.358 | 803.557 |
| 4-Feb-09 | 1167.41 | 805.589 |
| 11-Feb-09 | 1172.369 | 805.219 |
| 18-Feb-09 | 1176.872 | 804.1 |
| 25-Feb-09 | 1180.855 | 807.284 |
| 4-Mar-09 | 1179.457 | 817.258 |
| 11-Mar-09 | 1177.167 | 826.429 |
| 18-Mar-09 | 1165.711 | 824.871 |
| 25-Mar-09 | 1171.213 | 817.82 |
| 1-Apr-09 | 1169.766 | 812.284 |
| 8-Apr-09 | 1183.808 | 809.815 |
| 15-Apr-09 | 1182.228 | 806.533 |
| 22-Apr-09 | 1191.449 | 799.412 |
| 29-Apr-09 | 1199.599 | 793.403 |
| 6-May-09 | 1202.612 | 788.673 |
| 13-May-09 | 1212.588 | 781.039 |
| 20-May-09 | 1215.121 | 780.023 |
| 27-May-09 | 1220.033 | 775.493 |
| 3-Jun-09 | 1217.943 | 769.616 |
| 10-Jun-09 | 1221.747 | 759.507 |
| 17-Jun-09 | 1192.164 | 755.966 |
| 24-Jun-09 | 1221.224 | 753.117 |
| 1-Jul-09 | 1209.804 | 749.345 |
| 8-Jul-09 | 1222.4 | 747.404 |
| 15-Jul-09 | 1221.328 | 749.173 |
| 22-Jul-09 | 1243.651 | 747.111 |
| 29-Jul-09 | 1233.849 | 741.936 |
| 5-Aug-09 | 1226.232 | 738.864 |
| 12-Aug-09 | 1227.945 | 732.912 |
| 19-Aug-09 | 1232.138 | 731.146 |
| 26-Aug-09 | 1238.327 | 728.283 |
| 2-Sep-09 | 1237.07 | 726.29 |
| 9-Sep-09 | 1226.887 | 729.611 |
| 16-Sep-09 | 1200.186 | 723.819 |
| 23-Sep-09 | 1210.569 | 715.971 |
| 30-Sep-09 | 1181.537 | 709.491 |
| 7-Oct-09 | 1202.847 | 707.258 |
| 14-Oct-09 | 1199.038 | 704.385 |
| 21-Oct-09 | 1190.559 | 698.314 |
| 28-Oct-09 | 1193.815 | 693.67 |
| 4-Nov-09 | 1179.408 | 693.223 |
| 11-Nov-09 | 1185.844 | 691.409 |
| 18-Nov-09 | 1193.101 | 687.33 |
| 25-Nov-09 | 1190.057 | 684.487 |
| 2-Dec-09 | 1191.578 | 680.067 |
| 9-Dec-09 | 1201.74 | 676.009 |
| 16-Dec-09 | 1175.39 | 673.355 |
| 23-Dec-09 | 1176.95 | 670.849 |
| 30-Dec-09 | 1178.697 | 669.655 |
| 6-Jan-10 | 1187.605 | 649.52 |
| 13-Jan-10 | 1191.418 | 642.65 |
| 20-Jan-10 | 1183.497 | 639.66 |
| 27-Jan-10 | 1174.649 | 636.198 |
| 3-Feb-10 | 1165.873 | 637.85 |
| 10-Feb-10 | 1162.476 | 637.145 |
| 17-Feb-10 | 1148.739 | 639.723 |
| 24-Feb-10 | 1156.87 | 636.144 |
| 3-Mar-10 | 1139.924 | 632.271 |
| 10-Mar-10 | 1133.697 | 626.349 |
| 17-Mar-10 | 1092.868 | 623.782 |
| 24-Mar-10 | 1104.105 | 621.072 |
| 31-Mar-10 | 1083.314 | 616.25 |
| 7-Apr-10 | 1080.423 | 613.679 |
| 14-Apr-10 | 1066.808 | 609.394 |
| 21-Apr-10 | 1052.552 | 604.681 |
| 28-Apr-10 | 1057.258 | 599.441 |
| 5-May-10 | 1046.505 | 596.934 |
| 12-May-10 | 1037.053 | 606.037 |
| 19-May-10 | 1018.799 | 605.51 |
| 26-May-10 | 1018.21 | 608.978 |
| 2-Jun-10 | 1007.668 | 610.287 |
| 9-Jun-10 | 1013.686 | 606.985 |
| 16-Jun-10 | 987.838 | 606.808 |
| 23-Jun-10 | 1002.64 | 603.529 |
| 30-Jun-10 | 993.917 | 600.558 |
| 7-Jul-10 | 1014.356 | 602.291 |
| 14-Jul-10 | 1014.878 | 602.364 |
| 21-Jul-10 | 1017.418 | 598.928 |
| 28-Jul-10 | 1024.98 | 596.962 |
| 4-Aug-10 | 1037.02 | 595.158 |
Figure 2, panel B. Aggregate Daily Net Flows to Prime Money Market Funds (billions of dollars)
| Date | Institutional funds | Retail funds | Total |
|---|---|---|---|
| 25-Aug-08 | -7.2136 | -2.5885 | -9.8021 |
| 26-Aug-08 | 1.0578 | 0.0709 | 1.1287 |
| 27-Aug-08 | 0.2066 | -1.0504 | -0.8438 |
| 28-Aug-08 | 1.4972 | -1.0719 | 0.4253 |
| 29-Aug-08 | -25.4747 | -1.1461 | -26.6208 |
| 1-Sep-08 | 19.8855 | 0.6187 | 20.5042 |
| 2-Sep-08 | 14.0391 | 1.5817 | 15.6208 |
| 3-Sep-08 | 2.9681 | -1.7406 | 1.2275 |
| 4-Sep-08 | -2.8092 | 0.4102 | -2.399 |
| 5-Sep-08 | -0.0032 | 0.0723 | 0.0691 |
| 8-Sep-08 | 6.5331 | 0.3816 | 6.9147 |
| 9-Sep-08 | -3.4105 | -0.8092 | -4.2197 |
| 10-Sep-08 | -2.595 | 0.6656 | -1.9294 |
| 11-Sep-08 | -10.2511 | 0.4409 | -9.8102 |
| 12-Sep-08 | -50.5308 | 0.54405 | -49.98675 |
| 15-Sep-08 | -32.5902 | 1.6315 | -30.9587 |
| 16-Sep-08 | -99.2075 | -2.4413 | -101.6488 |
| 17-Sep-08 | -84.6537 | -7.3928 | -92.0465 |
| 18-Sep-08 | -24.9006 | -8.6939 | -33.5945 |
| 19-Sep-08 | -9.8225 | -2.6716 | -12.4941 |
| 22-Sep-08 | -6.4037 | -2.7451 | -9.1488 |
| 23-Sep-08 | -5.2862 | -1.1386 | -6.4248 |
| 24-Sep-08 | -21.4907 | -2.9976 | -24.4883 |
| 25-Sep-08 | -11.5163 | -1.8842 | -13.4005 |
| 26-Sep-08 | -23.5902 | -3.1625 | -26.7527 |
| 29-Sep-08 | -15.6153 | -5.6325 | -21.2478 |
| 30-Sep-08 | -1.4364 | -2.2508 | -3.6872 |
| 1-Oct-08 | -4.6236 | -2.3504 | -6.974 |
| 2-Oct-08 | -6.997 | -0.9718 | -7.9688 |
| 3-Oct-08 | -4.4209 | -0.1185 | -4.5394 |
| 6-Oct-08 | -3.0584 | 1.0981 | -1.9603 |
| 7-Oct-08 | -0.3994 | -0.1564 | -0.5558 |
| 8-Oct-08 | 1.4507 | 2.4008 | 3.8515 |
| 9-Oct-08 | -2.2412 | 3.7443 | 1.5031 |
Source: iMoneyNet and author's adjustments (see section A.1 of the appendix).
Figure 2, panel C. Distribution of Net Flows to Prime Money Market Funds (number of funds) Net flow from September 9 to October 7, 2008
| Net flow (percent of assets as of September 9) | Institutional MMFs | Retail MMFs |
|---|---|---|
| less than -50 | 10 | 1 |
| between -50 and -40 | 12 | 2 |
| between -40 and -30 | 14 | 3 |
| between -30 and -20 | 20 | 2 |
| between -20 and -10 | 15 | 16 |
| between -10 and 0 | 25 | 66 |
| between 0 and 10 | 11 | 34 |
| between 10 and 20 | 6 | 10 |
| greater than 20 | 3 | 1 |
Source: iMoneyNet. Excludes funds with less than $100 million in assets, funds less than one year old as of August 2008, and funds with asset-reporting problems (see section A.1 of the appendix). Source: iMoneyNet. Excludes funds with less than $100 million in assets, funds less than one year old as of August 2008, and funds with asset-reporting problems (see section A.1 of the appendix). Source: iMoneyNet. Excludes funds with less than $100 million in assets, funds less than one year old as of August 2008, and funds with asset-reporting problems (see section A.1 of the appendix).
Figure 3a. Predicted Effects of Risk Proxies by Week Institutional funds (no CDS spreads)
| Week ending | 9/2 | 9/9 | 9/16 | 9/23 | 9/30 | 10/7 | 10/14 |
|---|---|---|---|---|---|---|---|
| Panel 1. Gross yield: Predicted effect | -0.730972067942948 | -0.302619588954589 | 0.179785538888 | -0.335076282366387 | -0.388388141343188 | 0.0311068057559538 | 0.489349757502677 |
| Panel 1. Gross yield: Lower bound | -1.19397779250999 | -1.52406755528153 | -0.320147501770751 | -1.15990027731224 | -1.27031855751268 | -0.695811734567586 | -0.319600619563898 |
| Panel 1. Gross yield: Upper bound | -0.265796695249265 | 0.933978628783083 | 0.68222593724121 | 0.496630896879657 | 0.501420364247851 | 0.763346476773963 | 1.30486512343992 |
| Panel 2. Triple-A rating?: Predicted effect | -0.527413798664444 | -1.7867316874002 | -0.36288072331756 | -0.106313191477625 | 0.945802136955165 | -1.74247616133638 | 0.0715781937008719 |
| Panel 2. Triple-A rating?: Lower bound | -1.1491918373342 | -3.95958821848575 | -1.40074712846797 | -1.83256825564979 | -0.2860487343602 | -3.62316712877772 | -0.917995494252144 |
| Panel 2. Triple-A rating?: Upper bound | 0.098275264472969 | 0.435284415339643 | 0.685910375921006 | 1.65029772996439 | 2.1928711051356 | 0.174914481842814 | 1.07103517064036 |
| Panel 3. Lehman exposure: Predicted effect | -0.0107982336935764 | 0.641493598871978 | 0.1174666136456 | 0.165875656650427 | -0.768582172821763 | 0.360433922840842 | -0.435861798140458 |
| Panel 3. Lehman exposure: Lower bound | -0.354233964565764 | -0.0903957928924282 | -0.161361096559176 | -0.376331583927214 | -1.41483460944619 | -0.201912400152549 | -0.967631110657696 |
| Panel 3. Lehman exposure: Upper bound | 0.333821171166315 | 1.37874445799508 | 0.397073029297812 | 0.711033889662005 | -0.118093376597095 | 0.925948977766766 | 0.0987629302868109 |
| Panel 4. Expense ratio: Predicted effect | -0.0442483451002618 | -0.590931481931245 | 0.545731556874074 | 0.615362588034163 | 0.547131064409623 | 0.539472534929497 | 0.723617930979836 |
| Panel 4. Expense ratio: Lower bound | -0.554144330478801 | -1.69601784733356 | -0.0580009679716831 | -0.274451989409108 | -0.368519647837795 | -0.185331671835343 | -0.1395861314063 |
| Panel 4. Expense ratio: Upper bound | 0.468262067135528 | 0.526577736017386 | 1.15311112665677 | 1.51311665538776 | 1.47119695049442 | 1.26953990738876 | 1.59428362129692 |
| Panel 5. Growth, previous year: Predicted effect | -0.0371172042607393 | -0.155867578616731 | 0.139312303558281 | 0.187151358057203 | 0.104027317953626 | 0.687240488518759 | 1.48810093826637 |
| Panel 5. Growth, previous year: Lower bound | -0.633733501353939 | -1.4394918385199 | -0.523628710533841 | -1.13287898208644 | -1.46625377755434 | 0.123129067935879 | 0.793801540943861 |
| Panel 5. Growth, previous year: Upper bound | 0.563081304567903 | 1.14447424160902 | 0.80667135966852 | 1.5248061630478 | 1.69933316704545 | 1.25453021263444 | 2.18718288814419 |
| Panel 6. Standard deviation of weekly flow: Predicted effect | -0.286002482926218 | 3.62028443404594 | 1.0345803396465 | -1.17207138337611 | -7.5007807568344 | 1.74711822624374 | 1.61967503611569 |
| Panel 6. Standard deviation of weekly flow: Lower bound | -0.674252339936643 | 0.0704838654017159 | -0.467361449150439 | -4.85421195881206 | -10.9246102489943 | -0.24595274841378 | -0.907587937736987 |
| Panel 6. Standard deviation of weekly flow: Upper bound | 0.103764986133648 | 7.29600708870803 | 2.55918634361725 | 2.6525679773072 | -3.94534804156031 | 3.78001046148633 | 4.21139358235865 |
| Panel 7. Weekly flow sensitivity to relative net yield: Predicted effect | 0.283408574629163 | 1.50651000938489 | -0.752784218079128 | 0.836585688974245 | -1.35439501816146 | -0.277705423494534 | -0.153398019322293 |
| Panel 7. Weekly flow sensitivity to relative net yield: Lower bound | -0.513422912908468 | -0.356221433776605 | -1.75788551060643 | -0.815990923345644 | -2.49731436327482 | -1.30835894956548 | -1.1375549443248 |
| Panel 7. Weekly flow sensitivity to relative net yield: Upper bound | 1.08662223389411 | 3.40406317929409 | 0.262600124782453 | 2.51669707716184 | -0.198078456131423 | 0.763711391944133 | 0.840556001559101 |
| Panel 8. Bank affiliated?: Predicted effect | 0.248634348865218 | -0.649602515623549 | -0.107266965986352 | -0.591111893096785 | 0.0370723178576338 | -1.29930025625866 | -1.37125957197824 |
| Panel 8. Bank affiliated?: Lower bound | -0.195985325101922 | -1.54966305391283 | -0.734465856901734 | -1.66505553236301 | -0.805355318353485 | -2.24595691947767 | -2.12437570365177 |
| Panel 8. Bank affiliated?: Upper bound | 0.695234771353603 | 0.258686628049065 | 0.523894815494841 | 0.494560587290627 | 0.886654416131982 | -0.3434761068695 | -0.612348494812776 |
| Panel 10. Log of assets: Predicted effect | 0.0929666169649623 | 0.362829332213455 | 0.620246479562603 | -1.12177378018929 | -1.69554579351536 | -0.709215072207359 | -0.394884374503424 |
| Panel 10. Log of assets: Lower bound | -0.23449680018709 | -0.322431287173863 | -0.111178698334624 | -2.20500131667938 | -2.64363683469593 | -1.3181140003462 | -1.27581657982103 |
| Panel 10. Log of assets: Upper bound | 0.421504877486067 | 1.05280096253881 | 1.35702743985762 | -0.026547860227577 | -0.738221903108083 | -0.096559042135036 | 0.493908534478482 |
Figure 3b. Predicted Effects of Risk Proxies by Week Institutional funds (including CDS spreads)
| Week ending | 9/2 | 9/9 | 9/16 | 9/23 | 9/30 | 10/7 | 10/14 |
|---|---|---|---|---|---|---|---|
| Panel 1. Gross yield: Predicted effect | -0.976850026348819 | 0.514931835872323 | 0.412886446659777 | -0.0111957826875786 | -1.15344350640439 | 0.314435562783588 | 1.08971161378653 |
| Panel 1. Gross yield: Lower bound | -1.67754621185568 | -0.55967332444159 | -0.465545373076914 | -1.82408128341187 | -2.53448926752464 | -0.970264149288014 | -0.321136830698587 |
| Panel 1. Gross yield: Upper bound | -0.271160320791675 | 1.60114975218955 | 1.29907078249574 | 1.83516588899291 | 0.247171098914944 | 1.61580151490943 | 2.52052911961542 |
| Panel 2. Triple-A rating?: Predicted effect | -0.85911989838634 | -0.350851879385816 | 0.327307629638596 | 0.939866604450423 | 1.07614357071721 | -2.49042473075133 | 1.14033170135102 |
| Panel 2. Triple-A rating?: Lower bound | -1.73466873584822 | -1.34765646725571 | -0.719002083987019 | -1.27744350519733 | -1.04056436607212 | -6.66517526761331 | -0.85694834082366 |
| Panel 2. Triple-A rating?: Upper bound | 0.0242301214144147 | 0.656024637348773 | 1.38464426724572 | 3.2069775326437 | 3.23812715465395 | 1.87105720133212 | 3.17784782159785 |
| Panel 3. Lehman exposure: Predicted effect | -0.223974607970678 | 0.24013544912056 | 0.173595732176102 | -0.394513851809464 | -1.14891023745407 | 0.945960726998152 | -0.742753915430994 |
| Panel 3. Lehman exposure: Lower bound | -1.02339600613623 | -0.479177220355853 | -0.439342081256844 | -1.62315066836606 | -2.42954649320507 | -1.0541964545087 | -1.83413476925662 |
| Panel 3. Lehman exposure: Upper bound | 0.58190361479844 | 0.964647138279662 | 0.790307051841244 | 0.849467514173696 | 0.148534684861445 | 2.98655043426539 | 0.360760607927291 |
| Panel 4. Expense ratio: Predicted effect | 0.348302150357749 | 0.652939252251672 | 0.554596242970917 | 1.10273894654318 | 0.42775318616044 | 0.79778657138605 | 0.739329586870463 |
| Panel 4. Expense ratio: Lower bound | -0.828844039013288 | -0.376116182039088 | -0.634420038781081 | -0.835477993390932 | -1.46970098537269 | -0.739632037606275 | -0.96267492178479 |
| Panel 4. Expense ratio: Upper bound | 1.53942088182255 | 1.69262421679421 | 1.75784038631064 | 3.07883924264369 | 2.36174771501587 | 2.35901786642616 | 2.47058386923675 |
| Panel 5. Growth, previous year: Predicted effect | -0.534538641920168 | -2.91224107184896 | -0.76073009601767 | -1.76155256366647 | 1.76933891410205 | 0.416545400135582 | 0.451296506727861 |
| Panel 5. Growth, previous year: Lower bound | -1.81842830789569 | -4.89350946211131 | -2.21482752280443 | -4.61440890104727 | -0.862283449862489 | -1.17399151261842 | -1.58153541225764 |
| Panel 5. Growth, previous year: Upper bound | 0.766140047147879 | -0.889698690589247 | 0.714990234048019 | 1.17662891756432 | 4.47081800371563 | 2.03268091501423 | 2.52611653869763 |
| Panel 6. Standard deviation of weekly flow: Predicted effect | -0.0338187249539934 | 5.93797713569719 | 2.17872614985208 | -1.36109429671813 | -12.0327951848049 | 2.9245276907508 | 2.54350875482756 |
| Panel 6. Standard deviation of weekly flow: Lower bound | -0.878407435142115 | 2.30576289505002 | 0.393108651084018 | -5.47875783928781 | -15.1702556680052 | -0.67661260594456 | -0.945268809261757 |
| Panel 6. Standard deviation of weekly flow: Upper bound | 0.817966500856193 | 9.6991477510062 | 3.99610309799616 | 2.93594853311245 | -8.77929452771084 | 6.65623352469502 | 6.15516352776273 |
| Panel 7. Weekly flow sensitivity to relative net yield: Predicted effect | 0.0292628009776141 | 1.87039844915662 | -0.880143351693363 | 2.71542199179711 | -2.25239869008758 | 0.92114907448464 | 0.550655040674219 |
| Panel 7. Weekly flow sensitivity to relative net yield: Lower bound | -1.20405251518745 | 0.294634875281341 | -2.20999672211478 | 0.662020928029694 | -4.19029014559718 | -0.70754760262649 | -1.29539770656528 |
| Panel 7. Weekly flow sensitivity to relative net yield: Upper bound | 1.27797416027817 | 3.47091938760917 | 0.467794791481313 | 4.81071031244462 | -0.27531054669484 | 2.5765613055174 | 2.43123414906008 |
| Panel 8. Bank affiliated?: Predicted effect | 0.264568476618887 | -0.160643711798103 | -0.604893185828381 | -0.96942029911169 | 0.0402660094951823 | -1.95812649066337 | -1.59745538487269 |
| Panel 8. Bank affiliated?: Lower bound | -0.414351241855337 | -1.18492202542747 | -1.48776161958237 | -2.49048686111414 | -1.83158758852383 | -4.51566418869127 | -3.1330598578645 |
| Panel 8. Bank affiliated?: Upper bound | 0.948116693173695 | 0.874251868803833 | 0.285887530542817 | 0.575373624576447 | 1.94781169834408 | 0.667914580417883 | -0.037507404240289 |
| Panel 9. Average CDS spread, previous week: Predicted effect | 0.0557825427985881 | -1.03954543336575 | -0.173504685488246 | -1.58229407741755 | -0.351435923374355 | 0.345781668425182 | 0.365052983946157 |
| Panel 9. Average CDS spread, previous week: Lower bound | -0.473963393114385 | -2.11484711325222 | -1.42906418825723 | -2.94171289684375 | -1.82799611746834 | -1.3895123779985 | -1.28926695603585 |
| Panel 9. Average CDS spread, previous week: Upper bound | 0.588348150489759 | 0.047568801016129 | 1.0980476619465 | -0.20383495157581 | 1.14733253703343 | 2.11161248127372 | 2.04709812036252 |
| Panel 10. Log of assets: Predicted effect | 0.108932992375044 | 0.240360086378244 | 0.638801756184204 | -2.64440601031205 | -2.59132066131837 | -1.10466046913028 | -0.925530771894512 |
| Panel 10. Log of assets: Lower bound | -0.455702917401091 | -0.682979788135385 | -0.105881142241004 | -4.0236184708081 | -3.92305435119177 | -2.18613452328795 | -2.38191820147192 |
| Panel 10. Log of assets: Upper bound | 0.676771634200657 | 1.17228415443742 | 1.38903605869154 | -1.24537380894977 | -1.24112765627039 | -0.0112291518165497 | 0.552584848874038 |
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