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ABS

Commercial Paper Two-Week Discount Rates

September 22, 2003, 12:00 a.m. EDT 1 Min Read
Year to date as of 09/24
Term (days) 09/18 09/19 09/22 09/23 09/24 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.97 0.94 0.98 0.98 1.00 -4.00 0.97 1.97 0.89
7-day 0.98 0.97 0.99 1.00 1.03 -2.20 0.99 1.78 0.93
15-day 1.02 1.03 1.02 1.03 1.03 0.20 1.03 1.81 0.91
30-day 1.03 1.03 1.03 1.03 1.03 -1.00 1.03 1.76 0.92
60-day 1.05 1.04 1.05 1.03 1.06 -0.40 1.05 1.78 0.89
90-day 1.04 1.05 1.05 1.05 1.04 -1.00 1.05 1.77 0.91
AA Nonfinancial
1-day 0.96 0.93 0.97 0.97 0.99 -2.60 0.96 1.96 0.89
7-day 1.00 0.97 1.00 0.99 1.02 -0.60 1.00 1.83 0.97
15-day 1.02 1.03 1.01 1.04 1.01 2.00 1.02 1.78 0.95
30-day 1.02 1.03 1.02 1.03 1.01 0.80 1.02 1.78 0.91
60-day 1.02 1.00 1.02 1.01 1.01 -1.60 1.01 1.75 0.90
90-day 1.05 1.03 1.05 1.04 1.03 0.20 1.04 1.78 0.88
A2/P2 Nonfinancial
1-day 1.04 1.00 1.04 1.06 1.08 -3.00 1.04 2.17 1.00
7-day 1.10 1.05 1.15 1.08 1.12 -2.80 1.10 2.09 1.05
15-day 1.16 1.15 1.14 1.12 1.16 -0.20 1.15 2.03 1.09
30-day 1.15 1.17 1.18 1.22 1.26 1.80 1.20 2.04 1.14
60-day 1.22 1.22 1.22 1.22 1.17 -1.00 1.21 2.18 1.10
90-day 1.26 1.27 1.20 1.21 1.26 -0.40 1.24 2.25 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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