Volume Statistics for Commercial Paper Issuance RSS DDP

Derived from data supplied by The Depository Trust & Clearing Corporation
Data as of December 7, 2017Posted December 8, 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* 7,991 4,657 1,445 547 706 325 310 306 169 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.* 5,791 3,972 391 390 446 140 452 221 149 11 20 18 5 18
Weekly (Friday) average
Nov. 10 4,535 2,529 147 376 948 292 243 215 116 6 18 46 18 10
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* 5,922 4,333 21 379 539 137 513 221 154 1 20 21 4 20
Daily
Dec. 1 5,269 2,526 1,874 434 75 153 207 222 130 49 20 4 9 10
Dec. 4 7,518 5,989 0 497 590 125 317 292 239 0 20 19 3 11
Dec. 5 8,399 6,781 45 266 377 8 922 312 231 2 27 13 3 36
Dec. 6 6,017 4,372 21 209 693 294 429 202 134 1 9 32 8 18
Dec. 7 1,752 191 17 544 497 120 384 77 11 1 24 21 4 16
* Data through December 7.
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* 7,194 4,636 881 648 839 152 39 595 355 76 63 81 16 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.* 7,581 4,902 754 502 1,137 245 41 582 341 71 54 93 21 2
Weekly (Friday) average
Nov. 10 7,414 4,728 1,174 341 678 437 55 642 367 101 40 68 63 2
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* 7,524 4,934 763 340 1,231 204 52 564 343 71 34 96 16 3
Daily
Dec. 1 7,811 4,777 718 1,150 760 406 0 654 330 68 132 83 41 0
Dec. 4 7,540 5,116 676 380 1,319 49 0 622 406 68 45 99 4 0
Dec. 5 7,554 4,797 813 170 1,536 138 100 545 335 94 16 83 15 2
Dec. 6 8,251 5,269 1,037 380 1,253 275 38 589 333 73 32 131 17 3
Dec. 7 6,750 4,553 526 431 816 355 69 499 299 50 43 71 30 6
* Data through December 7.
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* 9,971 9,204 375 60 95 95 142 364 326 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.* 10,249 8,841 851 67 192 167 131 359 306 25 3 6 7 12
Weekly (Friday) average
Nov. 10 10,380 9,201 848 113 116 66 35 377 318 29 6 9 4 11
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* 9,873 8,877 448 38 191 171 147 349 305 14 2 6 8 13
Daily
Dec. 1 11,753 8,695 2,461 184 199 150 64 399 311 67 8 5 3 5
Dec. 4 9,968 8,391 1,095 0 0 202 280 352 292 31 0 0 8 21
Dec. 5 10,648 9,880 318 45 311 60 34 349 320 9 3 7 5 5
Dec. 6 10,846 9,961 199 58 225 308 95 376 338 7 4 5 10 12
Dec. 7 8,029 7,277 180 50 228 115 180 318 270 9 1 13 10 15
* Data through December 7.
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* 13,131 8,663 1,319 384 810 548 1,407 518 338 50 16 36 21 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.* 13,562 8,617 1,251 325 755 529 2,085 477 299 41 17 28 18 74
Weekly (Friday) average
Nov. 10 12,899 9,245 1,022 329 683 312 1,308 542 370 40 12 38 18 64
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* 14,012 8,797 1,227 265 805 603 2,315 485 304 39 12 30 21 79
Daily
Dec. 1 11,764 7,896 1,349 562 556 232 1,168 445 280 50 34 18 8 55
Dec. 4 13,216 8,330 909 364 459 1,248 1,905 464 281 31 24 20 39 69
Dec. 5 13,780 8,661 1,376 128 463 638 2,514 493 310 38 9 26 19 91
Dec. 6 14,011 8,593 1,259 370 685 292 2,812 481 295 38 11 26 16 95
Dec. 7 15,042 9,603 1,363 200 1,613 235 2,027 502 328 48 6 49 10 61
* Data through December 7.
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* 84,261 52,867 11,606 3,805 6,290 3,141 6,553 3,965 2,280 506 253 401 172 352
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.* 89,461 51,046 15,794 3,873 6,390 3,309 9,050 4,005 2,165 613 275 371 161 419
Weekly (Friday) average
Nov. 10 85,104 50,625 13,315 2,983 8,254 3,664 6,263 4,138 2,279 561 206 491 246 355
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* 89,282 51,498 14,880 3,333 6,517 3,182 9,873 3,974 2,163 601 238 360 157 455
Daily
Dec. 1 90,178 49,237 19,451 6,036 5,880 3,819 5,755 4,126 2,174 662 422 415 176 277
Dec. 4 90,258 53,256 13,246 4,298 6,594 3,896 8,969 4,035 2,310 537 293 364 174 357
Dec. 5 93,555 52,952 17,908 2,815 6,738 3,780 9,361 4,163 2,192 746 232 378 169 446
Dec. 6 94,801 53,058 17,843 2,976 6,397 3,040 11,487 4,022 2,137 664 211 379 161 470
Dec. 7 78,515 46,726 10,522 3,241 6,340 2,011 9,676 3,678 2,014 458 216 318 125 547
* Data through December 7.

Footnotes

1. Millions of dollars.

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Last Update: December 8, 2017