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ABS

Commercial Paper Two-Week Discount Rates

Published February 02, 2004, 12:00 a.m. EST
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Year to date as of 02/04
Term (days) 01/29 01/30 02/02 02/03 02/04 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.99 0.99 0.99 0.96 0.96 -0.80 0.98 1.38 0.89
7-day 0.97 0.97 1.00 1.00 0.98 0.40 0.98 1.28 0.92
15-day 1.00 1.00 1.01 1.00 0.99 0.40 1.00 1.27 0.91
30-day 1.01 1.00 1.01 1.00 1.01 -0.40 1.01 1.26 0.92
60-day 1.03 1.03 1.03 1.03 1.03 0.80 1.03 1.26 0.89
90-day 1.03 1.04 1.03 1.04 1.04 − 1.04 1.26 0.91
AA Nonfinancial
1-day 0.98 0.98 0.97 0.94 0.96 -0.60 0.97 1.37 0.89
7-day 1.00 1.00 0.99 0.98 0.98 0.60 0.99 1.27 0.90
15-day 0.98 1.00 0.98 0.98 0.98 -1.00 0.98 1.27 0.95
30-day 0.99 0.99 0.98 0.99 0.99 -1.40 0.99 1.28 0.91
60-day 1.00 1.07 1.03 1.00 1.00 2.40 1.02 1.28 0.90
90-day 1.00 − 1.01 1.02 1.01 0.67 1.01 1.33 0.88
A2/P2 Nonfinancial
1-day 1.03 1.06 1.05 1.03 1.02 0.40 1.04 1.49 1.00
7-day 1.05 1.05 1.06 1.08 1.05 − 1.06 1.43 1.03
15-day 1.07 1.10 1.07 1.06 1.07 -2.00 1.07 1.43 1.06
30-day 1.13 1.10 1.10 1.10 1.16 -0.20 1.12 1.54 1.08
60-day 1.16 1.26 1.11 1.06 1.21 4.60 1.16 1.54 1.06
90-day 1.13 1.20 1.13 1.20 − -6.30 1.16 1.61 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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