Level from FR Board, Short-Term Funding Markets Section, Commercial Paper statistical release, table Commercial Paper Outstanding: Level and Changes, Not Seasonally Adjusted Data and from BEA BOP release. Series is calculated as: [DTCC domestic financial + dtcc abs - (BOP total 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