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ABS

Commercial Paper Two-Week Discount Rates

September 08, 2003, 12:00 a.m. EDT 1 Min Read
Year to date as of 09/11
Term (days) 09/05 09/08 09/09 09/10 09/11 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.94 1.00 0.98 0.96 0.98 -8.05 0.97 1.97 0.89
7-day 1.00 1.01 1.00 1.03 1.02 -1.55 1.01 1.78 0.93
15-day 1.01 1.02 1.02 1.03 1.02 -0.75 1.02 1.81 0.91
30-day 1.04 1.05 1.05 1.04 1.04 -0.10 1.04 1.76 0.92
60-day 1.06 1.06 1.05 1.05 1.04 -0.05 1.05 1.78 0.89
90-day 1.06 1.07 1.06 1.06 1.05 -1.00 1.06 1.77 0.91
AA Nonfinancial
1-day 0.92 0.98 0.96 0.94 0.96 -7.55 0.95 1.96 0.89
7-day 1.00 1.00 0.99 0.97 0.97 -3.65 0.99 1.83 0.97
15-day 1.01 1.00 0.97 1.02 1.01 -2.80 1.00 1.78 0.95
30-day 1.05 1.03 1.02 1.02 1.02 -0.70 1.03 1.78 0.91
60-day 1.04 1.03 1.03 1.03 1.02 -0.50 1.03 1.75 0.90
90-day 1.06 1.05 1.03 1.04 1.04 -0.35 1.04 1.78 0.88
A2/P2 Nonfinancial
1-day 1.02 1.05 1.05 1.02 1.04 -8.15 1.04 2.17 1.00
7-day 1.10 1.12 1.12 1.12 1.16 -0.60 1.12 2.09 1.07
15-day 1.16 1.12 1.10 1.10 1.12 -2.75 1.12 2.03 1.09
30-day 1.21 1.18 1.18 1.15 1.17 -2.95 1.18 2.04 1.14
60-day 1.25 1.22 1.17 1.15 1.24 0.10 1.21 2.18 1.10
90-day 1.20 1.21 1.22 1.21 1.22 -0.55 1.21 2.25 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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