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Commercial Paper Two-Week Discount Rates

Published August 18, 2003, 12:00 a.m. EDT
1 Min Read
Year to date as of 09/02
Term (days) 08/27 08/28 08/29 09/01 09/02 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.01 1.04 1.08 0.00 1.07 8.20 1.05 1.97 0.89
7-day 1.05 1.05 1.03 0.00 1.04 4.45 1.04 1.78 0.93
15-day 1.03 1.03 1.03 0.00 1.03 0.60 1.03 1.81 0.91
30-day 1.04 1.03 1.03 0.00 1.04 -0.50 1.04 1.76 0.92
60-day 1.06 1.06 1.05 0.00 1.06 0.55 1.06 1.78 0.89
90-day 1.07 1.10 1.08 0.00 1.07 2.20 1.08 1.77 0.91
AA Nonfinancial
1-day 0.99 1.01 1.06 0.00 1.04 7.50 1.03 1.96 0.89
7-day 1.04 1.02 1.04 0.00 1.01 3.35 1.03 1.83 0.97
15-day 1.02 1.02 1.04 0.00 1.02 1.10 1.02 1.78 0.95
30-day 1.00 1.03 1.04 0.00 1.03 -0.70 1.03 1.78 0.91
60-day 1.03 1.02 1.04 0.00 1.04 -0.15 1.03 1.75 0.90
90-day 1.01 1.04 1.05 0.00 1.04 -1.00 1.04 1.78 0.88
A2/P2 Nonfinancial
1-day 1.08 1.10 1.14 0.00 1.13 6.45 1.11 2.17 1.00
7-day 1.13 1.12 1.15 0.00 1.12 1.00 1.13 2.09 1.07
15-day 1.14 1.18 1.14 0.00 1.14 -0.60 1.15 2.03 1.09
30-day 1.25 1.18 1.24 0.00 1.24 2.15 1.23 2.05 1.14
60-day 1.18 1.23 1.19 0.00 1.26 -0.90 1.22 2.18 1.10
90-day 1.15 1.29 1.19 0.00 1.24 -1.75 1.22 2.25 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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