Release: NBER Macrohistory Database
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.
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://fred.stlouisfed.org/series/M1318AM156NNBR, December 7, 2016.