About the data

This site is a static snapshot. Python loaders pull FRED series and SEC Form N-MFP TSV tables, write JSON under web/public/data, and Next.js reads those files at request time. Nothing here is served live.

Sources

• SEC Form N-MFP data sets
• SEC EDGAR (company filings & XBRL company facts)
• FRED · FEDFUNDS, SOFR, CPIAUCSL
• EDINET (Japan Financial Services Agency)
• AMF France (info-financiere.gouv.fr)
• AFM Netherlands (Register of financial reporting)
• FCA National Storage Mechanism (UK)
• FCA Financial Services Register (UK MMF registry)
• Oslo Børs NewsWeb (Norway)
• DART (Korea Financial Supervisory Service)
• APRA (Australian Prudential Regulation Authority)
• OSFI (Office of the Superintendent of Financial Institutions, Canada)
• Shanghai Stock Exchange (China)
• ECB Statistical Data Warehouse (euro-area MMF sector holdings)

This snapshot

Generated (UTC) 2026-09-02T21:30:00Z

N-MFP report window 2026-07-31 – 2026-07-31

Filing types —

Liquidity layout —

Notes and open questions

• Category mapping is heuristic. “Exempt Government, Treasury” is bucketed as Treasury because Treasury is checked before Government. Reversed comma order is treated the same. Confirm if you want a different split (for example a separate “Treasury-only” vs “mixed government” cut).
• Intra-month cadence follows the filing schema exactly. N-MFP3 supplies dated daily liquidity, series NAV, gross yield, and class shareholder flows. N-MFP1/N-MFP2 supply fixed Friday liquidity and NAV slots and, when present, weekly class flows; their slot dates are not inferred. Original N-MFP values remain point-in-time or monthly observations. “Daily,” “Friday,” “point,” and “monthly” therefore describe different sampling schemes and should not be compared as if they were identical.
• Five Friday slots include a documented zero-sentinel on short months. Those zeros are dropped before the minimum. If a fund truly reported 0% liquid assets on a Friday, that observation is currently indistinguishable from the sentinel and is also dropped.
• SEVENDAYGROSSYIELD values in this extract sit near 0.05, so they are treated as fractions, not percent points. If a later extract stores 5.3 instead of 0.053, the charts will be wrong until the builder learns both conventions.
• WAM/WAL are treated as days from AVERAGEPORTFOLIOMATURITY / AVERAGELIFEMATURITY. The metadata width for WAM is unusually small (maxLength 2); observed values still go to the mid-50s.
• FEDFUNDS and UNRATE are native monthly. SOFR is native daily; the overview/rates monthly line is a mean resampled to month-start (freq=MS). CPI YoY is a 12-lag percent change on CPIAUCSL, not a FRED ID.
• One DERA zip can contain more than one report date (this file has two). The explorer is a filing cross-section, not a fund-level panel across months.
• Gross yield of 0 and net assets of 0 are kept as reported. They may be true zeros, new/liquidating series, or missing values coded as 0.

Questions or feedback

Open an issue on the GitHub repository.