Level from FR Board, Capital Markets Section, Commercial Paper statistical release, table Commercial Paper Outstanding: Level and Changes, Not Seasonally Adjusted Data and BEA BOP release. Series is calculated as [DTCC ABS - (BOP tot foreign - (DTCC frn fin + dtcc frn nfin))]. Series is compiled by FR Board from data obtained from DTCC and BOP Unadjusted transactions are the change in the level; seasonally adjusted transactions are obtained using X-13-ARIMA procedure.
Last edited on: 05/09/2018