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ABS

Commercial Paper Two-Week Discount Rates

Published February 23, 2004, 12:00 a.m. EST
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Year to date as of 02/25
Term (days) 02/19 02/20 02/23 02/24 02/25 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.00 0.97 0.99 0.96 0.97 -2.95 0.98 1.38 0.89
7-day 0.99 0.97 0.99 0.99 1.00 -1.20 0.99 1.28 0.92
15-day 0.99 0.98 0.99 1.00 1.00 -1.55 0.99 1.27 0.91
30-day 1.01 1.00 1.02 1.01 1.01 0.25 1.01 1.25 0.92
60-day 1.02 1.02 1.02 1.02 1.03 -0.05 1.02 1.26 0.89
90-day 1.02 1.03 1.04 1.04 1.03 0.70 1.03 1.26 0.91
AA Nonfinancial
1-day 0.98 0.96 0.98 0.96 0.96 -2.70 0.97 1.37 0.89
7-day 0.98 1.00 0.98 0.99 1.03 -0.90 1.00 1.27 0.90
15-day 1.04 1.00 1.01 0.98 1.00 0.60 1.01 1.27 0.95
30-day 1.00 0.98 1.02 1.00 0.99 1.30 1.00 1.28 0.91
60-day 0.99 1.01 1.00 − 1.00 -0.50 1.00 1.28 0.90
90-day − − − − − -1.00 − 1.26 0.88
A2/P2 Nonfinancial
1-day 1.04 1.03 1.05 1.03 1.03 -2.15 1.04 1.49 1.00
7-day 1.05 1.06 1.07 1.06 1.05 0.05 1.06 1.42 1.03
15-day 1.06 1.07 1.07 1.11 1.08 0.30 1.08 1.43 1.06
30-day 1.10 1.10 1.12 1.11 1.13 -0.30 1.11 1.54 1.08
60-day 1.16 1.14 1.11 1.09 1.12 -1.10 1.12 1.54 1.06
90-day 1.19 1.18 1.24 1.18 1.14 1.85 1.19 1.61 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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