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ABS

Commercial Paper Two-Week Discount Rates

Published April 19, 2004, 12:00 a.m. EDT
1 Min Read
Year to date as of 04/15
Term (days) 04/09 04/12 04/13 04/14 04/15 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.95 1.00 1.00 0.99 1.00 1.00 0.99 1.35 0.89
7-day 0.99 0.99 1.01 1.01 1.01 0.60 1.00 1.26 0.92
15-day 0.98 1.01 1.01 1.01 1.00 -0.60 1.00 1.25 0.91
30-day 1.00 1.02 1.03 1.02 1.03 0.20 1.02 1.25 0.92
60-day 1.02 1.03 1.03 1.04 1.03 0.40 1.03 1.26 0.89
90-day − 1.04 1.04 1.07 1.06 0.85 1.05 1.25 0.91
AA Nonfinancial
1-day 1.04 1.00 0.99 0.99 1.00 1.60 1.00 1.33 0.89
7-day − 1.00 1.00 1.01 1.01 0.10 1.00 1.26 0.90
15-day − 1.00 1.01 1.00 1.00 0.85 1.00 1.25 0.95
30-day − 0.99 1.02 1.04 1.00 1.25 1.01 1.25 0.91
60-day − 1.01 1.00 1.00 1.01 0.10 1.00 1.25 0.90
90-day − 1.03 − − 1.02 1.50 1.02 1.25 0.88
A2/P2 Nonfinancial
1-day − 1.06 1.05 1.05 1.09 0.85 1.06 1.45 1.00
7-day − 1.08 1.09 1.08 1.07 0.60 1.08 1.40 1.03
15-day − 1.06 1.09 1.07 1.08 0.90 1.08 1.42 1.05
30-day − 1.09 1.11 1.11 1.10 -1.35 1.10 1.54 1.07
60-day − 1.22 1.12 1.10 1.15 3.75 1.15 1.54 1.06
90-day − 1.25 1.20 1.19 1.19 0.55 1.21 1.61 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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