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Tether Asset breakdown & CP rollover/redemptions
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30 September 2021
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30 Sep 2021 Attestation
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Asset breakdown (30 Sep 2021)%
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Cash & Equivalents & Other Short-Term & Commercial Paper
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CP and Cert Deposits130,595,197,66752.51%44.24%
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Cash & Bank Deposits27,237,204,69412.42%10.46%
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Reverse Repo Notes300.00%0.00%
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Money market funds4999,989,0001.72%1.45%
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Treasury Bills519,434,280,48933.35%28.10%
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Subtotal58,266,671,850100.00%84.25%
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Secured Loans (none to affiliated entities)63,452,029,1904.01%4.99%
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Bonds, Funds & Precious Metals73,607,629,3317.70%5.22%
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Other Investments (inc digital tokens)83,830,441,3033.27%5.54%
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Total10,890,099,824100.00%15.75%
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69,156,771,674100.00%
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Asset allocation (new website format, 20 Jan 2022)
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Reserves breakdown%
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Other Investments83,830,441,3035.54%83,830,441,3035.54%
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Secured Loans63,452,029,1904.99%63,452,029,1904.99%
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Corporate Bonds, Funds & Precious Metals73,607,629,3315.22%73,607,629,3315.22%
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Cash & Cash Equiv & Other Short-Term & CP's1-558,266,671,85084.25%1-558,266,671,85084.25%
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69,156,771,674100.00%69,156,771,674100.00%
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Cash & Cash Equiv & Other Short-Term & CP's%
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Treasury Bills519,434,280,48933.35%519,434,280,48933.35%
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Reverse Repo Notes300.00%300.00%
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Cash & Bank Deposits27,237,204,69412.42%27,237,204,69412.42%
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Money Market Funds4999,989,0001.72%4999,989,0001.72%
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Commercial Paper130,595,197,66752.51%130,595,197,66752.51%
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58,266,671,850100.00%58,266,671,850100.00%
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Commercial paper analysis30 Sep 2021
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GradeUSD%
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A-1 +499,427,6190.49%
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A-114,045,675,36647.12%
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A-214,853,202,69245.39%
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A-3697,445,8375.51%
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Other499,446,1531.49%
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Total30,807,654,349100.00%
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Hypothesis/estimates
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Days outstandingUSD%FaceDiscountRateAnnualised
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0–90 days7,663,706,49925.05%7,700,000,00036,293,5010.47%1.89%4
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91–180 days12,671,177,21341.42%12,800,000,000128,822,7871.01%2.01%2
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181–365 days10,260,313,95533.54%10,500,000,000239,686,0452.28%2.28%1
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Total30,595,197,667100.00%
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MonthlyCumulative
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Implied rollover/redemptionMonthlyCumulativetotal %total %
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31 Dec 20212,554,568,8337,663,706,4993.69%11.08%
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31 Jan 20224,223,725,73811,887,432,2376.11%17.19%
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28 Feb 20224,223,725,73816,111,157,9746.11%23.30%
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31 Mar 20224,223,725,73820,334,883,7126.11%29.40%
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30 Apr 20221,710,052,32622,044,936,0382.47%31.88%
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30 May 20221,710,052,32623,754,988,3642.47%34.35%
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30 Jun 20221,710,052,32625,465,040,6902.47%36.82%
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30 Jul 20221,710,052,32627,175,093,0152.47%39.29%
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30 Aug 20221,710,052,32628,885,145,3412.47%41.77%
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30 Sep 20221,710,052,32630,595,197,6672.47%44.24%
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workings
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end date
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31 Dec 2021907,663,706,499
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31 Mar 202218012,671,177,213
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30 Sep 202236510,260,313,955
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30 Sep 2021
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Link this document
https://bit.ly/346670A
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