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ABS

Commercial Paper Two-Week Discount Rates

Published January 19, 2004, 12:00 a.m. EST
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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

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