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ABS

Commercial Paper Two-Week Discount Rates

Published June 16, 2003, 12:00 a.m. EDT
1 Min Read
Year to date as of Jun 11
Term (days) 06/05 06/06 06/09 06/10 06/11 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.25 1.23 1.25 1.24 1.23 -4.00 1.24 1.99 1.16
7-day 1.22 1.22 1.24 1.23 1.22 -1.20 1.23 1.81 1.19
15-day 1.23 1.23 1.23 1.23 1.21 -1.20 1.23 1.81 1.19
30-day 1.21 1.19 1.18 1.17 1.13 -6.20 1.18 1.77 1.13
60-day 1.16 1.13 1.13 1.09 1.07 -8.60 1.12 1.79 1.07
90-day 1.14 1.10 1.11 1.07 1.04 -9.60 1.09 1.82 1.04
AA Nonfinancial
1-day 1.22 1.21 1.24 1.22 1.22 -4.60 1.22 1.98 1.18
7-day 1.22 1.22 1.22 1.20 1.21 -0.80 1.21 1.83 1.19
15-day 1.23 1.24 1.18 1.18 1.17 -2.00 1.20 1.80 1.17
30-day 1.21 1.19 1.14 1.14 1.11 -6.60 1.16 1.81 1.11
60-day 1.16 1.13 1.12 1.11 1.05 -8.20 1.11 1.78 1.05
90-day 1.10 1.12 1.08 1.08 1.01 -2.60 1.08 1.82 1.01
A2/P2 Nonfinancial
1-day 1.30 1.29 1.30 1.29 1.28 -5.20 1.29 2.17 1.28
7-day 1.31 1.31 1.30 1.31 1.31 -4.00 1.31 2.14 1.30
15-day 1.34 1.31 1.35 1.33 1.27 -3.20 1.32 2.11 1.27
30-day 1.38 1.40 1.38 1.29 1.26 -3.40 1.34 2.12 1.26
60-day 1.40 1.44 1.42 1.26 1.34 -6.00 1.37 2.18 1.26
90-day 1.42 - 1.39 1.27 1.37 -6.15 1.36 2.25 1.27
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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