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ABS

Commercial Paper Two-Week Discount Rates

Published July 28, 2003, 12:00 a.m. EDT
1 Min Read
Year to date as of Jul 23
Term (days) 07/10 07/11 07/14 07/15 07/16 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.98 0.95 1.00 1.09 1.02 0.80 1.01 1.99 0.95
7-day 1.00 0.99 1.00 1.01 1.00 -1.50 1.00 1.81 0.99
15-day 1.01 1.00 1.00 1.01 1.01 -1.40 1.01 1.81 1.00
30-day 1.02 1.02 1.01 1.02 1.01 -1.15 1.02 1.77 1.01
60-day 1.02 1.02 1.03 1.01 1.02 -0.75 1.02 1.78 0.97
90-day 1.02 1.01 1.02 1.02 1.02 -0.45 1.02 1.79 0.94
AA Nonfinancial
1-day 0.97 0.94 0.98 1.08 1.02 1.30 1.00 1.98 0.94
7-day 0.99 1.02 0.98 1.02 0.99 0.25 1.00 1.83 0.98
15-day 0.97 0.98 0.98 1.01 1.00 -1.45 0.99 1.78 0.97
30-day 1.01 1.00 1.00 1.00 1.01 -1.10 1.00 1.81 0.99
60-day 1.02 1.02 1.00 1.01 1.01 0.45 1.01 1.76 0.95
90-day 1.02 1.01 1.01 1.00 1.00 -0.20 1.01 1.81 0.93
A2/P2 Nonfinancial
1-day 1.06 1.02 1.08 1.19 1.11 1.70 1.09 2.17 1.02
7-day 1.11 1.09 1.11 1.13 1.10 -1.70 1.11 2.12 1.09
15-day 1.15 1.16 1.14 1.12 1.13 -0.75 1.14 2.06 1.12
30-day 1.14 1.16 1.24 1.14 1.19 -1.35 1.17 2.12 1.14
60-day 1.15 1.23 1.21 1.18 1.17 -2.45 1.19 2.18 1.15
90-day 1.16 1.24 n.a. 1.15 1.20 -1.75 1.19 2.25 1.15
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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