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ABS

Commercial Paper Two-Week Discount Rates

April 05, 2004, 12:00 a.m. EDT 1 Min Read
Year to date as of 04/01
Term (days) 03/26 03/29 03/30 03/31 04/01 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.99 1.03 1.00 1.04 1.01 2.80 1.01 1.37 0.89
7-day 1.00 1.02 0.96 1.02 1.00 0.80 1.00 1.26 0.92
15-day 1.01 1.01 1.02 1.01 1.01 0.60 1.01 1.25 0.91
30-day 1.01 1.03 1.02 1.02 1.01 0.40 1.02 1.25 0.92
60-day 1.03 1.04 1.03 1.02 1.04 1.00 1.03 1.26 0.89
90-day 1.02 1.03 1.04 1.04 1.04 0.60 1.03 1.25 0.91
AA Nonfinancial
1-day 0.98 1.06 1.00 1.04 1.01 3.40 1.02 1.33 0.89
7-day 0.96 1.01 1.01 1.02 1.00 0.60 1.00 1.27 0.90
15-day 0.98 1.01 1.00 1.06 1.01 2.00 1.01 1.25 0.95
30-day 0.99 1.05 1.00 0.99 1.00 2.40 1.01 1.25 0.91
60-day 0.99 0.99 1.00 1.01 0.99 -0.20 1.00 1.25 0.90
90-day 1.02 1.00 1.00 1.02 − − 1.01 1.25 0.88
A2/P2 Nonfinancial
1-day 1.06 1.07 1.07 1.09 1.06 2.80 1.07 1.47 1.00
7-day 1.08 1.08 1.09 1.10 1.07 1.60 1.08 1.40 1.03
15-day 1.08 1.07 1.07 1.08 1.07 -0.20 1.07 1.42 1.05
30-day 1.13 1.08 1.08 1.16 1.08 − 1.11 1.54 1.07
60-day 1.09 1.18 1.13 1.13 1.10 -2.60 1.13 1.54 1.06
90-day 1.14 1.12 1.16 1.20 − 1.70 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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