| Year to date as of 01/21 | ||||||||||
| Term (days) | 01/15 | 01/16 | 01/19 | 01/20 | 01/21 | 1-week Change (bps)* | 5-day Average | 52-wk High | 52-wk Low | |
| AA Financial | ||||||||||
| 1-day | 1.01 | 0.97 | − | 1.00 | 0.99 | 2.45 | 0.99 | 1.38 | 0.89 | |
| 7-day | 0.98 | 0.97 | − | 0.97 | 0.99 | 0.35 | 0.98 | 1.28 | 0.92 | |
| 15-day | 0.99 | 1.01 | − | 1.00 | 1.00 | 0.60 | 1.00 | 1.27 | 0.91 | |
| 30-day | 1.01 | 1.01 | − | 1.01 | 1.00 | -0.45 | 1.01 | 1.26 | 0.92 | |
| 60-day | 1.02 | 1.01 | − | 1.02 | 1.02 | -0.45 | 1.02 | 1.26 | 0.89 | |
| 90-day | 1.03 | 1.03 | − | 1.04 | 1.03 | -0.35 | 1.03 | 1.26 | 0.91 | |
| AA Nonfinancial | ||||||||||
| 1-day | 1.00 | 0.96 | − | 0.98 | 0.98 | 2.40 | 0.98 | 1.37 | 0.89 | |
| 7-day | 0.97 | 0.96 | − | 0.97 | 0.99 | -2.15 | 0.97 | 1.27 | 0.96 | |
| 15-day | 0.98 | 1.00 | − | 1.01 | 1.00 | 0.55 | 1.00 | 1.27 | 0.95 | |
| 30-day | 0.98 | 0.98 | − | 0.97 | 0.99 | -0.60 | 0.98 | 1.28 | 0.91 | |
| 60-day | 0.99 | 1.00 | − | 1.00 | 0.99 | -1.50 | 1.00 | 1.29 | 0.90 | |
| 90-day | 0.98 | 1.00 | − | 1.00 | 1.00 | -4.50 | 1.00 | 1.33 | 0.88 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 1.06 | 1.02 | − | 1.05 | 1.04 | 2.25 | 1.04 | 1.49 | 1.00 | |
| 7-day | 1.04 | 1.06 | − | 1.08 | 1.07 | 0.85 | 1.06 | 1.43 | 1.03 | |
| 15-day | 1.07 | 1.08 | − | 1.07 | 1.08 | -1.90 | 1.08 | 1.43 | 1.07 | |
| 30-day | 1.11 | 1.11 | − | 1.18 | 1.17 | 0.05 | 1.14 | 1.54 | 1.09 | |
| 60-day | 1.12 | 1.18 | − | 1.13 | 1.11 | 0.70 | 1.14 | 1.54 | 1.10 | |
| 90-day | 1.25 | 1.12 | − | 1.18 | 1.17 | -4.00 | 1.18 | 1.61 | 1.05 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
Commercial Paper Two-Week Discount Rates
Published January 19, 2004, 12:00 a.m. EST
1 Min Read
