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ABS

Commercial Paper Two-Week Discount Rates

Published June 23, 2003, 12:00 a.m. EDT
1 Min Read
Year to date as of Jun 18
Term (days) 06/12 06/13 06/16 06/17 06/18 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.25 1.23 1.32 1.24 1.24 1.60 1.26 1.99 1.16
7-day 1.20 1.22 1.23 1.22 1.23 -0.60 1.22 1.81 1.19
15-day 1.19 1.16 1.15 1.06 1.06 -0.20 1.12 1.81 1.19
30-day 1.10 1.07 1.03 1.03 1.03 -2.40 1.05 1.77 1.18
60-day 1.04 1.02 0.99 0.97 0.99 -1.40 1.00 1.79 1.13
90-day 1.00 0.99 0.96 0.95 0.99 -1.40 0.98 1.82 1.10
AA Nonfinancial
1-day 1.23 1.21 1.31 1.22 1.22 1.60 1.24 1.98 1.18
7-day 1.19 1.23 1.21 1.22 1.19 -0.60 1.21 1.83 1.19
15-day 1.18 1.14 1.07 1.02 1.07 -0.40 1.10 1.80 1.19
30-day 1.06 1.05 1.00 1.00 1.01 -3.40 1.02 1.81 1.16
60-day 1.04 1.01 0.95 0.96 0.96 -3.00 0.98 1.77 1.13
90-day 1.00 0.98 0.95 0.93 0.98 -1.00 0.97 1.82 1.10
A2/P2 Nonfinancial
1-day 1.29 1.28 1.38 1.30 1.30 1.80 1.31 2.17 1.28
7-day 1.34 1.28 1.30 1.30 1.29 -0.60 1.30 2.14 1.30
15-day 1.31 1.29 1.28 1.24 1.26 -4.40 1.28 2.10 1.29
30-day 1.35 1.34 1.24 1.28 1.31 -3.80 1.30 2.12 1.32
60-day 1.32 1.26 1.25 1.21 1.16 -3.20 1.24 2.18 1.35
90-day 1.20 1.22 1.22 1.22 1.27 -3.65 1.23 2.25 1.32
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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