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ABS

Commercial Paper Two-Week Discount Rates

Published May 26, 2003, 12:00 a.m. EDT
1 Min Read
Year to date as of May 21
Term (days) 05/15 05/16 05/19 05/20 05/21 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.33 1.23 1.25 1.23 1.22 1.00 1.25 1.99 1.16
7-day 1.24 1.23 1.24 1.23 1.22 0.40 1.23 1.81 1.19
15-day 1.22 1.24 1.24 1.23 1.23 0.00 1.23 1.81 1.19
30-day 1.24 1.24 1.24 1.24 1.21 -0.20 1.23 1.77 1.18
60-day 1.23 1.22 1.22 1.21 1.20 -0.60 1.22 1.80 1.17
90-day 1.21 1.21 1.21 1.20 1.18 -0.20 1.20 1.84 1.15
AA Nonfinancial
1-day 1.32 1.22 1.23 1.21 1.19 0.60 1.23 1.98 1.18
7-day 1.23 1.24 1.20 1.20 1.23 -1.00 1.22 1.83 1.19
15-day 1.21 1.20 1.20 1.20 1.21 -1.20 1.20 1.80 1.19
30-day 1.24 1.22 1.20 1.20 1.20 0.60 1.21 1.81 1.16
60-day 1.19 1.21 1.18 1.19 1.18 -0.80 1.19 1.80 1.14
90-day 1.19 1.18 1.17 1.17 1.17 -1.60 1.18 1.83 1.14
A2/P2 Nonfinancial
1-day 1.41 1.32 1.34 1.31 1.32 1.00 1.34 2.17 1.30
7-day 1.33 1.30 1.36 1.31 1.31 -0.60 1.32 2.23 1.30
15-day 1.34 1.31 1.33 1.37 1.32 -2.80 1.33 2.14 1.29
30-day 1.42 1.37 1.44 1.39 1.47 -1.80 1.42 2.21 1.34
60-day 1.41 1.44 1.42 1.41 1.44 -5.00 1.42 2.20 1.35
90-day 1.50 1.51 1.49 1.49 1.49 2.40 1.50 2.29 1.32
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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