Volume Statistics for Commercial Paper Issuance RSS DDP

Derived from data supplied by The Depository Trust & Clearing Corporation
Data as of October 20, 2017Posted October 23, 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* 8,541 4,999 1,596 564 727 340 316 325 179 55 25 33 15 18
Monthly average
2017-May 9,913 6,152 1,953 400 709 494 206 363 215 63 21 32 19 12
June 9,611 6,020 1,657 633 807 154 340 363 216 55 29 37 8 18
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.* 9,847 6,087 1,258 549 939 699 315 369 217 46 27 35 27 17
Weekly (Friday) average
Sept. 22 12,076 7,383 2,803 508 668 94 620 417 247 89 20 29 4 29
Sept. 29 7,142 5,871 123 231 677 29 211 273 211 9 11 31 1 10
Oct. 6 10,932 6,651 1,148 390 1,318 1,185 239 412 235 45 21 52 42 18
Oct. 13 7,680 4,745 988 627 697 491 132 283 162 36 29 26 20 9
Oct. 20* 10,496 6,597 1,585 647 753 380 535 394 243 54 30 26 18 23
Daily
Oct. 16 15,270 11,715 660 950 1,121 312 513 556 416 21 45 32 22 20
Oct. 17 10,622 8,099 879 288 784 261 311 442 312 47 26 29 11 17
Oct. 18 9,711 7,339 346 681 442 568 335 358 252 13 31 22 24 16
Oct. 19 7,740 2,850 2,672 482 561 386 788 277 102 81 21 22 19 32
Oct. 20 9,135 2,983 3,366 831 855 370 730 336 131 110 29 25 12 29
* Data through October 20.
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* 7,183 4,629 874 664 846 133 37 594 355 75 64 82 14 3
Monthly average
2017-May 7,590 5,063 948 571 845 144 19 614 375 84 58 80 15 1
June 7,693 5,029 1,100 672 809 34 49 642 394 97 67 77 4 3
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.* 7,056 4,611 749 579 832 193 92 601 347 64 64 88 27 12
Weekly (Friday) average
Sept. 22 7,309 5,159 761 560 720 105 3 580 384 63 44 77 11 1
Sept. 29 7,078 4,938 750 444 732 194 20 576 371 58 45 82 19 1
Oct. 6 7,229 4,552 872 591 886 272 57 633 356 76 66 93 34 9
Oct. 13 6,984 4,561 660 726 846 66 124 573 334 58 75 82 10 15
Oct. 20* 6,940 4,711 696 449 767 216 101 592 348 57 52 87 34 13
Daily
Oct. 16 7,526 4,999 527 718 1,080 164 37 658 395 48 71 111 29 4
Oct. 17 7,123 4,850 813 375 694 381 10 665 365 75 53 120 47 5
Oct. 18 6,899 4,719 528 484 718 333 117 621 343 59 59 83 63 14
Oct. 19 6,780 5,055 1,003 251 428 25 19 500 348 61 36 45 5 5
Oct. 20 6,371 3,931 610 417 917 175 321 515 291 43 43 78 24 36
* Data through October 20.
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* 10,050 9,331 336 56 92 85 150 366 330 10 2 5 4 14
Monthly average
2017-May 11,275 10,645 334 28 72 91 104 389 356 10 1 4 4 13
June 10,766 10,135 345 56 87 55 87 390 356 11 2 5 3 12
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.* 9,165 7,955 656 120 150 112 173 367 309 20 5 9 7 18
Weekly (Friday) average
Sept. 22 9,647 8,847 503 48 113 75 61 362 328 14 2 4 5 9
Sept. 29 8,237 7,938 22 6 106 112 53 315 300 1 0 5 4 4
Oct. 6 9,712 8,388 782 125 218 114 85 383 316 24 5 13 10 16
Oct. 13 9,457 7,880 788 177 174 127 312 378 308 24 6 9 5 26
Oct. 20* 8,383 7,582 423 69 62 98 149 342 301 13 4 4 5 14
Daily
Oct. 16 8,045 7,753 0 0 40 80 172 319 310 0 0 1 2 6
Oct. 17 8,748 7,571 646 100 201 96 133 386 311 23 5 12 10 25
Oct. 18 7,518 7,181 166 46 3 55 67 319 290 7 12 1 3 6
Oct. 19 8,463 7,411 595 50 7 225 174 336 291 14 1 4 6 20
Oct. 20 9,140 7,993 709 150 57 36 196 349 305 20 3 4 2 15
* Data through October 20.
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* 13,154 8,629 1,329 392 833 544 1,426 519 336 51 16 37 20 58
Monthly average
2017-May 12,822 8,565 1,259 425 1,010 475 1,088 505 327 47 17 50 17 47
June 14,234 9,176 1,476 477 852 367 1,885 574 368 57 24 37 15 73
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.* 13,576 9,546 1,257 337 715 589 1,132 546 372 48 16 33 22 54
Weekly (Friday) average
Sept. 22 13,233 8,772 1,182 472 1,027 574 1,206 554 374 42 23 41 23 51
Sept. 29 13,627 8,454 1,581 288 1,086 816 1,401 539 329 58 10 49 35 58
Oct. 6 13,580 9,009 1,143 320 816 1,018 1,275 549 358 44 17 38 30 63
Oct. 13 14,091 10,161 1,571 318 738 149 1,153 572 388 59 17 40 12 56
Oct. 20* 13,161 9,591 1,120 369 594 514 973 522 374 43 14 24 22 45
Daily
Oct. 16 14,504 10,439 648 284 1,018 275 1,841 554 400 27 7 41 18 61
Oct. 17 13,144 9,751 1,148 403 235 556 1,051 502 365 44 12 7 25 49
Oct. 18 11,707 9,127 745 142 532 224 938 499 367 28 4 29 12 59
Oct. 19 13,591 10,018 1,499 555 355 905 259 530 381 58 33 9 38 11
Oct. 20 12,861 8,619 1,562 461 832 609 777 526 358 59 13 33 19 44
* Data through October 20.
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* 84,461 53,355 11,245 3,822 6,330 3,102 6,605 3,973 2,293 496 253 406 169 356
Monthly average
2017-May 85,881 57,419 10,843 3,351 6,504 2,814 4,949 3,937 2,366 483 236 426 152 274
June 89,977 58,417 11,580 4,194 6,710 2,286 6,790 4,253 2,527 555 283 414 129 344
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.* 87,803 53,398 12,964 3,529 7,323 3,853 6,735 4,215 2,367 542 237 468 227 376
Weekly (Friday) average
Sept. 22 92,233 58,102 14,159 4,474 6,286 2,611 6,602 4,271 2,526 596 264 381 144 359
Sept. 29 84,873 55,206 11,094 2,851 6,891 3,589 5,242 4,006 2,461 451 195 409 184 307
Oct. 6 91,048 54,383 11,632 3,542 8,859 5,484 7,148 4,394 2,385 502 250 533 294 430
Oct. 13 87,715 52,113 14,330 3,385 8,049 2,804 7,035 4,158 2,311 581 232 484 178 371
Oct. 20* 84,628 53,442 13,205 3,630 5,206 3,062 6,082 4,083 2,394 550 228 389 198 325
Daily
Oct. 16 86,545 59,980 5,278 4,416 7,269 2,193 7,409 4,137 2,623 261 291 461 158 343
Oct. 17 95,891 55,671 20,443 3,118 4,792 4,005 7,862 4,595 2,455 796 200 491 241 412
Oct. 18 83,832 53,744 13,882 2,779 4,510 3,124 5,793 4,113 2,396 575 228 362 230 322
Oct. 19 76,896 49,153 12,244 4,187 4,133 2,931 4,249 3,743 2,242 551 232 302 176 240
Oct. 20 79,975 48,662 14,178 3,652 5,328 3,058 5,096 3,827 2,252 566 187 328 185 309
* Data through October 20.

Footnotes

1. Millions of dollars.

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Last Update: October 23, 2017