New York Commercial Paper Covers 60-90 Day Notes. Source: Derived By NBER By Subtracting Series 13016 (London Open Market Rate, Three Month Bank Bills) From Series 13001 (Call Money Rates, New York City); Data Are From F.R. Macaulay Of NBER And The Economist.
Release: NBER Macrohistory Database
National Bureau of Economic Research, Excess of New York Commercial Paper Rates Over London Discount Rates On Three Month Bank Bills [M1318AM156NNBR], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/M1318AM156NNBR, February 13, 2016.