Volume Statistics for Commercial Paper Issuance RSS DDP

Derived from data supplied by The Depository Trust & Clearing Corporation
Data as of December 14, 2017Posted December 15, 2017

Volume statistics for daily commercial paper issuance are provided for each of the commercial paper rate categories: AA nonfinancial, A2/P2 nonfinancial, AA financial, and AA asset-backed; as well as for the total market. Total market is not the sum of the four rate categories as there is additional issuance that does not fall in any of the rate categories. The criteria that determine which issues are included in the rate categories are detailed in the Rate Calculations section of the About page of this release. The market statistics reflect all sales of commercial paper to investors by dealers or direct issuers, excluding secondary issues and repurchase agreement and financing issues.

AA nonfinancial
Period Amount 1 Number of issues
Total Days to maturity Total Days to maturity
1 - 4 days 5 - 9 days 10 - 20 days 21 - 40 days 41 - 80 days 81+ days 1 - 4 days 5 - 9 days 10 - 20 days 21 - 40 days 41 - 80 days 81+ days
Annual average
2015 6,135 3,973 833 369 460 317 183 226 142 27 16 20 13 8
2016 7,324 4,282 1,355 379 492 488 327 282 158 44 17 23 21 18
2017* 7,907 4,597 1,436 543 698 324 309 303 167 49 24 32 14 17
Monthly average
2017-July 9,482 6,082 1,309 884 595 268 343 382 225 51 36 33 15 22
Aug. 8,938 5,493 1,596 455 875 268 252 351 201 56 21 41 14 19
Sept. 9,613 5,727 1,980 573 707 221 405 361 203 69 24 34 8 22
Oct. 7,960 4,957 901 512 771 545 275 307 182 34 26 30 21 15
Nov. 4,290 2,051 625 453 654 250 257 182 89 20 22 30 12 10
Dec.* 4,875 2,874 685 352 395 217 352 190 111 21 18 17 7 17
Weekly (Friday) average
Nov. 17 3,699 1,370 188 798 760 258 325 156 62 7 34 30 10 12
Nov. 24 3,101 1,462 715 245 291 172 217 130 63 24 13 14 8 7
Dec. 1 4,302 2,725 422 347 246 300 262 188 119 13 19 12 12 12
Dec. 8 6,031 3,551 846 481 549 179 427 215 127 24 21 21 5 18
Dec. 15* 3,330 2,114 187 170 282 282 295 151 88 10 13 15 8 17
Daily
Dec. 8 6,470 420 4,147 887 588 346 82 190 18 115 24 18 8 7
Dec. 11 6,195 5,427 0 190 117 238 224 269 225 0 18 7 8 11
Dec. 12 3,723 2,519 168 170 613 30 222 180 102 15 14 31 1 17
Dec. 13 1,031 167 204 45 35 175 405 58 10 14 7 1 8 18
Dec. 14 2,372 343 377 275 364 685 327 98 14 11 14 21 15 23
* Data through December 14.
A2/P2 nonfinancial
Period Amount 1 Number of issues
Total Days to maturity Total Days to maturity
1 - 4 days 5 - 9 days 10 - 20 days 21 - 40 days 41 - 80 days 81+ days 1 - 4 days 5 - 9 days 10 - 20 days 21 - 40 days 41 - 80 days 81+ days
Annual average
2015 5,085 2,827 638 631 750 189 50 451 228 57 67 77 18 4
2016 5,545 3,263 718 638 732 159 35 500 278 64 65 74 16 2
2017* 7,190 4,636 875 644 838 155 42 593 354 75 62 81 17 4
Monthly average
2017-July 6,365 3,943 945 691 670 90 26 555 324 83 68 68 10 2
Aug. 5,904 3,715 774 447 826 127 14 533 310 79 47 80 15 2
Sept. 7,259 4,895 803 611 771 140 38 587 361 68 59 82 14 2
Oct. 7,058 4,708 755 545 757 205 88 604 359 66 59 81 27 12
Nov. 7,261 4,546 1,023 582 768 302 39 606 345 88 59 73 36 4
Dec.* 7,275 4,778 684 467 972 254 119 549 323 63 48 85 23 8
Weekly (Friday) average
Nov. 17 7,992 5,191 461 1,077 916 309 39 640 366 39 100 96 34 6
Nov. 24 5,736 2,919 1,653 373 452 265 74 476 222 136 37 45 30 6
Dec. 1 7,376 4,751 1,003 617 684 312 9 632 380 92 64 61 34 1
Dec. 8 7,314 4,860 655 380 1,161 207 51 548 332 63 39 95 17 3
Dec. 15* 7,091 4,677 711 405 788 275 235 525 310 63 38 72 25 16
Daily
Dec. 8 6,477 4,563 223 540 882 219 50 484 286 28 58 90 19 3
Dec. 11 7,596 5,165 363 355 978 235 500 498 319 31 33 86 19 10
Dec. 12 6,584 4,322 822 165 827 315 132 498 277 91 11 69 32 18
Dec. 13 7,038 4,814 1,148 302 555 134 86 560 340 96 41 53 17 13
Dec. 14 7,145 4,406 513 798 791 417 220 544 305 35 68 82 33 21
* Data through December 14.
AA financial
Period Amount 1 Number of issues
Total Days to maturity Total Days to maturity
1 - 4 days 5 - 9 days 10 - 20 days 21 - 40 days 41 - 80 days 81+ days 1 - 4 days 5 - 9 days 10 - 20 days 21 - 40 days 41 - 80 days 81+ days
Annual average
2015 1,113 425 118 28 75 106 362 64 28 4 2 4 5 21
2016 11,132 10,283 193 46 83 98 429 345 296 6 2 4 5 32
2017* 9,978 9,205 377 62 95 98 142 364 325 12 3 5 5 14
Monthly average
2017-July 8,920 8,192 343 31 102 113 138 345 312 10 2 5 5 12
Aug. 9,136 8,217 532 81 116 84 107 360 320 15 3 6 5 9
Sept. 9,655 8,534 715 76 132 96 103 364 322 19 3 6 5 8
Oct. 8,991 7,906 561 94 130 148 152 356 303 17 4 7 7 17
Nov. 9,564 8,491 659 105 103 125 80 350 299 22 4 6 6 12
Dec.* 10,286 9,052 660 103 131 204 135 357 309 19 3 6 8 11
Weekly (Friday) average
Nov. 17 9,586 8,496 589 178 133 153 37 343 296 18 8 8 7 7
Nov. 24 8,720 7,541 1,022 28 5 92 33 319 272 35 1 2 4 5
Dec. 1 10,484 9,437 560 56 56 217 158 370 323 18 3 3 10 13
Dec. 8 9,837 8,787 544 47 169 153 138 346 304 17 2 5 7 11
Dec. 15* 10,480 9,473 357 154 66 281 150 359 316 10 4 6 12 11
Daily
Dec. 8 9,694 8,425 925 80 80 82 102 337 299 27 2 2 3 4
Dec. 11 9,252 8,647 266 150 0 120 69 333 307 9 3 0 6 8
Dec. 12 10,088 9,243 315 0 4 362 163 347 310 9 0 2 13 13
Dec. 13 11,954 11,186 0 100 50 496 122 377 348 0 2 2 18 7
Dec. 14 10,626 8,817 845 366 208 145 245 378 298 24 11 20 9 16
* Data through December 14.
AA asset-backed
Period Amount 1 Number of issues
Total Days to maturity Total Days to maturity
1 - 4 days 5 - 9 days 10 - 20 days 21 - 40 days 41 - 80 days 81+ days 1 - 4 days 5 - 9 days 10 - 20 days 21 - 40 days 41 - 80 days 81+ days
Annual average
2015 11,484 6,749 1,149 386 1,439 581 1,179 432 257 45 15 52 21 41
2016 12,316 7,583 1,105 374 1,155 601 1,498 443 271 42 13 43 20 54
2017* 13,145 8,679 1,318 384 806 547 1,411 518 338 50 16 35 20 58
Monthly average
2017-July 13,617 9,109 1,255 313 775 505 1,660 548 360 53 14 33 19 68
Aug. 12,138 8,714 918 339 633 332 1,201 516 362 41 15 29 15 53
Sept. 13,273 8,654 1,288 435 826 549 1,521 540 352 50 17 38 22 61
Oct. 13,251 9,463 1,188 293 721 537 1,049 531 373 44 13 32 20 49
Nov. 12,973 8,801 1,323 377 608 633 1,232 529 351 50 17 27 26 57
Dec.* 13,688 9,022 1,260 350 695 526 1,834 488 321 43 14 26 18 65
Weekly (Friday) average
Nov. 17 13,988 10,133 833 631 784 666 941 574 407 36 26 31 27 46
Nov. 24 11,465 6,387 2,825 180 410 806 857 457 257 98 7 18 34 42
Dec. 1 13,103 8,824 1,017 338 387 866 1,671 515 344 40 17 16 31 68
Dec. 8 14,145 8,745 1,271 291 835 780 2,223 491 305 41 14 30 24 76
Dec. 15* 13,598 9,651 1,224 372 555 282 1,514 494 350 44 10 23 12 55
Daily
Dec. 8 14,676 8,535 1,449 392 956 1,486 1,858 513 313 52 19 31 34 64
Dec. 11 12,699 9,363 602 150 285 699 1,599 483 335 36 3 11 32 66
Dec. 12 13,035 10,000 1,116 344 629 130 816 476 361 31 16 31 6 31
Dec. 13 12,387 8,834 1,131 559 489 277 1,097 438 321 42 12 13 8 42
Dec. 14 16,271 10,407 2,046 435 817 23 2,543 581 383 66 11 38 3 80
* Data through December 14.
Total market
Period Amount 1 Number of issues
Total Days to maturity Total Days to maturity
1 - 4 days 5 - 9 days 10 - 20 days 21 - 40 days 41 - 80 days 81+ days 1 - 4 days 5 - 9 days 10 - 20 days 21 - 40 days 41 - 80 days 81+ days
Annual average
2015 79,575 50,679 8,793 3,790 6,476 3,184 6,652 3,454 2,013 374 244 373 161 288
2016 78,277 49,126 9,347 3,620 6,157 3,323 6,703 3,527 2,008 413 235 371 172 328
2017* 84,350 52,918 11,661 3,797 6,275 3,141 6,559 3,963 2,280 507 252 400 172 351
Monthly average
2017-July 85,085 51,798 12,602 4,074 6,364 3,261 6,985 4,103 2,316 550 263 410 175 390
Aug. 83,570 52,886 11,872 3,315 6,162 3,061 6,274 4,073 2,375 528 239 413 173 346
Sept. 88,626 54,634 13,330 4,362 6,327 2,932 7,042 4,225 2,433 559 279 408 162 385
Oct. 84,964 52,161 12,792 3,377 6,737 3,602 6,294 4,096 2,343 533 229 426 210 355
Nov. 82,677 49,477 13,927 3,863 6,116 3,502 5,792 3,910 2,172 577 265 380 206 310
Dec.* 88,997 53,181 15,013 3,653 5,964 3,236 7,950 3,929 2,215 589 241 349 158 377
Weekly (Friday) average
Nov. 17 85,339 52,459 9,742 6,590 6,693 3,713 6,143 4,040 2,291 375 405 428 218 323
Nov. 24 72,741 40,583 20,140 2,508 3,562 2,681 3,267 3,306 1,703 826 178 241 158 199
Dec. 1 87,856 54,141 14,000 3,803 4,928 4,492 6,492 4,044 2,343 589 288 307 210 307
Dec. 8 88,654 50,765 15,709 3,437 6,351 3,210 9,182 3,909 2,130 619 237 344 155 424
Dec. 15* 89,130 57,186 13,035 3,327 5,502 3,122 6,959 3,905 2,330 534 202 339 156 343
Daily
Dec. 8 86,140 47,834 19,026 3,852 5,686 3,323 6,419 3,645 1,999 691 232 280 144 299
Dec. 11 86,004 56,817 10,414 2,909 5,837 3,340 6,687 3,869 2,364 494 199 341 157 314
Dec. 12 88,304 58,060 12,744 2,823 5,346 2,992 6,339 3,924 2,372 594 145 327 153 333
Dec. 13 84,820 58,543 11,196 2,765 4,515 2,693 5,110 3,650 2,322 480 167 268 143 270
Dec. 14 97,392 55,325 17,785 4,810 6,310 3,463 9,699 4,178 2,263 568 297 421 173 456
* Data through December 14.

Footnotes

1. Millions of dollars.

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Last Update: December 15, 2017