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Money market fund

A fund holding very short-dated, high-quality debt such as treasury bills, repo and commercial paper, aiming to preserve principal while paying a short-term rate.

These vehicles are used as cash substitutes by both institutions and individuals. Maturities are typically measured in weeks, and the portfolio is constrained on weighted average maturity and credit quality.

They are not deposits and not guaranteed. In 2008 a large US fund holding Lehman paper priced below a dollar a share, and the resulting run forced an emergency government backstop. Post-crisis rules introduced floating NAVs for some categories plus liquidity fees and redemption gates for others.

The main risks are credit in the underlying paper, liquidity if redemptions spike, and the gap between a fund's yield and the policy rate when rates move quickly. See repurchase-agreement and redemption-gate.

Related: repurchase-agreement, redemption-gate, federal-funds-rate, liquidity, net-asset-value, open-end-fund

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Bid-ask spread in an order bookSell orders stacked above buy orders with a gap between the best of each.SELLERS (asks)50.0690050.051,40050.0460050.011,10050.002,30049.99800spread = 0.03BUYERS (bids)
The bid-ask spread. Buy orders sit below, sell orders above, and the gap between the best bid (50.01) and best ask (50.04) is the spread you pay to cross. Bar length shows the size resting at each price.

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