Volume Statistics for Commercial Paper Issuance RSS DDP

Derived from data supplied by The Depository Trust & Clearing Corporation
Data as of November 21, 2017Posted November 22, 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* 8,171 4,747 1,501 558 725 332 309 313 172 51 25 33 14 17
Monthly average
2017-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. 7,960 4,957 901 512 771 545 275 307 182 34 26 30 21 15
Nov.* 4,809 2,131 782 520 847 260 269 204 93 24 25 38 13 10
Weekly (Friday) average
Oct. 27 4,535 2,932 194 499 335 321 255 194 120 9 27 14 12 12
Nov. 3 5,430 2,265 1,640 371 908 110 137 216 93 47 22 42 7 6
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* 5,087 2,880 775 245 547 344 297 221 121 28 16 28 16 12
Daily
Nov. 15 3,538 853 31 184 1,373 320 777 163 57 5 15 46 12 28
Nov. 16 2,138 157 378 347 610 355 292 111 12 17 17 34 18 13
Nov. 17 5,255 989 0 3,407 376 409 75 231 70 0 132 15 12 2
Nov. 20 8,588 5,599 998 215 583 688 504 377 231 43 17 36 32 18
Nov. 21 1,587 161 551 275 511 0 89 65 11 13 16 20 0 5
* Data through November 21.
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* 7,211 4,661 865 658 841 147 39 597 357 74 64 82 16 4
Monthly average
2017-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. 7,058 4,708 755 545 757 205 88 604 359 66 59 81 27 12
Nov.* 7,693 5,008 789 656 879 316 45 638 372 69 67 86 40 4
Weekly (Friday) average
Oct. 27 6,781 4,752 667 489 563 195 114 585 370 65 46 63 25 15
Nov. 3 7,822 5,188 917 474 1,006 233 5 655 398 79 59 94 25 0
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* 7,252 4,926 746 485 702 295 98 616 378 70 47 73 37 12
Daily
Nov. 15 9,321 5,439 508 2,021 964 388 0 710 382 46 156 86 40 0
Nov. 16 8,269 5,490 706 1,000 787 265 22 706 403 46 119 99 32 7
Nov. 17 8,126 5,581 362 1,327 442 265 150 644 377 36 138 49 28 16
Nov. 20 7,941 5,589 470 589 780 346 167 662 408 61 54 88 35 16
Nov. 21 6,563 4,264 1,022 381 623 243 30 570 347 79 40 58 39 7
* Data through November 21.
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* 9,970 9,221 359 61 95 91 143 364 327 11 3 5 5 14
Monthly average
2017-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. 8,991 7,906 561 94 130 148 152 356 303 17 4 7 7 17
Nov.* 9,476 8,328 690 144 141 112 62 353 297 24 6 8 6 13
Weekly (Friday) average
Oct. 27 9,608 8,621 473 58 92 220 142 373 323 16 3 5 8 18
Nov. 3 7,751 6,688 528 114 201 124 97 304 251 18 4 7 5 20
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* 8,467 7,709 450 55 10 181 62 330 288 21 2 4 7 9
Daily
Nov. 15 11,310 8,627 2,454 20 16 156 35 380 287 63 7 11 6 6
Nov. 16 8,364 8,025 118 18 96 86 20 315 288 7 5 3 6 6
Nov. 17 8,641 7,970 30 557 26 1 57 320 293 1 12 2 1 11
Nov. 20 9,237 8,137 597 110 6 341 46 349 302 26 4 2 9 6
Nov. 21 7,697 7,280 304 0 14 21 78 311 273 16 0 5 5 12
* Data through November 21.
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* 13,160 8,710 1,305 389 823 542 1,392 521 340 50 16 36 20 58
Monthly average
2017-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. 13,251 9,463 1,188 293 721 537 1,049 531 373 44 13 32 20 49
Nov.* 13,531 9,591 1,073 435 719 563 1,150 560 384 40 20 32 25 59
Weekly (Friday) average
Oct. 27 12,517 9,410 1,061 239 739 246 824 498 378 37 9 30 11 33
Nov. 3 12,784 8,926 1,044 289 785 510 1,230 521 353 38 18 33 18 61
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* 14,796 10,015 1,803 203 465 1,271 1,038 610 408 54 9 22 52 66
Daily
Nov. 15 14,288 9,647 539 149 1,172 1,262 1,520 554 374 19 10 46 32 73
Nov. 16 14,537 10,161 925 767 918 800 965 649 400 58 48 37 49 57
Nov. 17 14,177 10,216 816 1,603 604 270 668 565 432 25 50 18 14 26
Nov. 20 15,721 10,332 1,619 333 765 1,818 854 658 428 48 13 32 67 70
Nov. 21 13,871 9,697 1,987 74 166 724 1,223 562 387 59 5 12 38 61
* Data through November 21.
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* 84,310 53,073 11,390 3,832 6,357 3,127 6,531 3,976 2,291 499 254 407 172 353
Monthly average
2017-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. 84,964 52,161 12,792 3,377 6,737 3,602 6,294 4,096 2,343 533 229 426 210 355
Nov.* 84,630 50,672 12,965 4,347 7,141 3,499 6,006 4,074 2,254 527 291 446 221 335
Weekly (Friday) average
Oct. 27 80,761 51,005 12,129 3,171 5,562 3,180 5,715 3,901 2,350 499 206 337 182 328
Nov. 3 79,512 46,746 14,386 3,006 6,798 2,653 5,922 3,924 2,167 587 236 425 173 335
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* 85,672 51,832 17,045 3,303 5,330 4,153 4,009 4,075 2,237 713 252 364 237 272
Daily
Nov. 15 96,949 52,843 16,551 4,562 9,831 5,435 7,726 4,370 2,310 547 363 509 263 378
Nov. 16 81,044 51,938 7,132 6,333 5,378 3,246 7,016 4,087 2,275 311 479 426 228 368
Nov. 17 83,913 50,911 4,291 16,293 4,414 2,658 5,347 4,158 2,356 184 817 313 198 290
Nov. 20 87,939 57,112 12,397 3,684 6,065 5,218 3,463 4,274 2,454 586 299 386 282 267
Nov. 21 83,406 46,552 21,693 2,922 4,595 3,088 4,555 3,876 2,020 840 206 341 192 277
* Data through November 21.

Footnotes

1. Millions of dollars.

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Last Update: November 22, 2017