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Commercial Paper Two-Week Discount Rates

Year to date as of 03/04
Term (days) 02/27 03/01 03/02 03/03 03/04 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 1.02 1.03 1.00 0.99 1.00 3.00 1.01 1.38 0.89
7-day 1.01 1.00 1.00 0.99 0.99 0.80 1.00 1.27 0.92
15-day 1.01 1.00 1.00 1.00 0.99 1.00 1.00 1.26 0.91
30-day 1.00 1.01 1.01 1.01 1.01 0.00 1.01 1.25 0.92
60-day 1.03 1.03 1.03 1.02 1.02 0.40 1.03 1.26 0.89
90-day 1.03 1.03 1.04 1.02 1.03 -0.40 1.03 1.25 0.91
AA Nonfinancial
1-day 1.02 1.03 0.99 0.97 0.98 2.80 1.00 1.37 0.89
7-day 1.01 1.00 1.00 0.99 0.98 -0.40 1.00 1.27 0.90
15-day 0.99 1.00 1.00 0.99 1.01 1.00 1.25 0.95
30-day 1.00 0.99 0.99 0.99 0.98 -0.40 0.99 1.25 0.91
60-day 1.02 1.00 1.01 1.01 1.00 0.30 1.01 1.25 0.90
90-day 1.00 1.00 1.00 0.00 1.00 1.25 0.88
A2/P2 Nonfinancial
1-day 1.09 1.08 1.05 1.04 1.04 2.20 1.06 1.49 1.00
7-day 1.09 1.08 1.06 1.07 1.06 1.20 1.07 1.42 1.03
15-day 1.09 1.08 1.07 1.06 1.07 -0.80 1.07 1.42 1.06
30-day 1.11 1.13 1.09 1.10 1.11 -0.20 1.11 1.54 1.08
60-day 1.18 1.10 1.13 1.18 1.09 2.60 1.14 1.54 1.06
90-day 1.17 1.07 1.21 1.22 1.14 -1.80 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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ABS CDOs
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