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ABS

Commercial Paper Two-Week Discount Rates

Published August 11, 2003, 12:00 a.m. EDT
1 Min Read
Year to date as of 08/11
Term (days) 08/05 08/06 08/07 08/08 08/11 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.99 0.91 0.96 0.94 1.01 -9.80 0.96 1.97 0.91
7-day 1.02 0.99 1.00 0.99 1.03 -2.80 1.01 1.81 0.93
15-day 1.05 1.02 1.01 1.02 1.02 -1.20 1.02 1.81 0.91
30-day 1.04 1.04 1.04 1.04 1.02 -0.40 1.04 1.76 0.92
60-day 1.05 1.04 1.05 1.04 1.05 0.40 1.05 1.78 0.89
90-day 1.07 1.04 1.04 1.06 1.05 0.40 1.05 1.77 0.91
AA Nonfinancial
1-day 0.98 0.91 0.95 0.93 1.00 -9.60 0.95 1.96 0.91
7-day 1.04 0.99 1.01 1.00 1.02 -2.20 1.01 1.83 0.97
15-day 1.01 1.02 1.02 1.03 1.01 -1.20 1.02 1.78 0.95
30-day 1.03 1.02 1.01 1.02 1.04 0.00 1.02 1.78 0.91
60-day 1.03 1.04 1.02 1.01 1.02 -1.40 1.02 1.75 0.90
90-day 1.04 1.04 1.03 1.02 1.04 0.15 1.03 1.78 0.88
A2/P2 Nonfinancial
1-day 1.08 1.02 1.06 1.02 1.08 -8.00 1.05 2.17 1.02
7-day 1.12 1.12 1.09 1.10 1.12 -2.20 1.11 2.09 1.07
15-day 1.12 1.16 1.10 1.09 1.11 -2.00 1.12 2.05 1.09
30-day 1.20 1.19 1.22 1.16 1.18 1.60 1.19 2.12 1.14
60-day 1.22 1.22 1.25 1.18 1.24 3.20 1.22 2.18 1.10
90-day 1.24 1.23 1.29 1.23 1.25 6.40 1.25 2.25 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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