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Commercial Paper Two-Week Discount Rates

Published July 14, 2003, 12:00 a.m. EDT
1 Min Read
Year to date as of Jul 9
Term (days) 07/03 07/04 07/07 07/08 07/09 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.98 n.a. 1.04 1.01 0.97 -4.20 1.00 1.99 0.97
7-day 1.02 n.a. 1.01 1.02 1.01 -2.30 1.02 1.81 1.01
15-day 1.02 n.a. 1.02 1.01 1.03 0.00 1.02 1.81 1.01
30-day 1.03 n.a. 1.02 1.03 1.03 -0.25 1.03 1.77 1.02
60-day 1.03 n.a. 1.03 1.03 1.02 0.55 1.03 1.79 0.97
90-day 1.02 n.a. 1.03 1.02 1.02 1.25 1.02 1.80 0.94
AA Nonfinancial
1-day 0.97 n.a. 1.02 0.99 0.96 -3.70 0.98 1.98 0.96
7-day 0.98 n.a. 1.00 1.00 1.01 -3.25 1.00 1.83 0.98
15-day 1.00 n.a. 1.00 1.02 0.99 -1.95 1.00 1.78 0.99
30-day 1.01 n.a. 1.03 1.01 1.01 -0.30 1.02 1.81 0.99
60-day 1.02 n.a. 0.99 1.01 1.01 0.95 1.01 1.76 0.95
90-day 1.00 n.a. 1.02 1.01 1.01 0.80 1.01 1.82 0.93
A2/P2 Nonfinancial
1-day 1.08 n.a. 1.11 1.07 1.04 -4.90 1.08 2.17 1.04
7-day 1.12 n.a. 1.12 1.14 1.12 -6.90 1.12 2.14 1.12
15-day 1.14 n.a. 1.16 1.13 1.16 -3.85 1.15 2.06 1.12
30-day 1.17 n.a. 1.18 1.20 1.20 -1.85 1.19 2.12 1.17
60-day 1.22 n.a. 1.22 1.20 1.21 0.25 1.21 2.18 1.16
90-day 1.19 n.a. 1.23 1.21 1.19 -3.70 1.20 2.25 1.16
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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