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ABS

Commercial Paper Two-Week Discount Rates

Published May 03, 2004, 12:00 a.m. EDT
1 Min Read
Year to date as of 04/29
Term (days) 04/23 04/26 04/27 04/28 04/29 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.95 0.96 0.96 0.97 0.99 0.40 0.97 1.34 0.89
7-day 0.99 0.99 1.00 1.00 1.01 0.40 1.00 1.26 0.92
15-day 1.02 1.02 1.00 1.03 1.00 1.00 1.01 1.25 0.91
30-day 1.01 1.02 1.03 1.02 1.01 − 1.02 1.25 0.92
60-day 1.04 1.04 1.04 1.03 1.03 0.20 1.04 1.23 0.89
90-day 1.06 1.07 1.08 1.07 1.08 1.00 1.07 1.23 0.91
AA Nonfinancial
1-day 0.95 0.96 0.96 0.97 0.98 -0.20 0.96 1.33 0.89
7-day 0.98 0.99 0.99 1.00 1.00 0.60 0.99 1.26 0.90
15-day 0.99 0.99 1.00 1.01 1.05 1.80 1.01 1.24 0.95
30-day 0.97 0.99 0.99 0.98 0.97 -3.80 0.98 1.25 0.91
60-day 1.00 1.06 1.01 1.01 1.03 1.40 1.02 1.21 0.90
90-day 1.05 1.09 1.06 1.08 1.07 2.75 1.07 1.25 0.88
A2/P2 Nonfinancial
1-day 1.03 1.03 1.04 1.03 1.05 -0.40 1.04 1.42 1.00
7-day 1.03 1.02 1.06 1.05 1.05 -1.60 1.04 1.40 1.02
15-day 1.07 1.08 1.08 1.08 1.09 0.60 1.08 1.42 1.05
30-day 1.10 1.10 1.15 1.10 1.12 1.60 1.11 1.54 1.07
60-day 1.13 1.12 1.15 1.13 1.12 -1.20 1.13 1.54 1.06
90-day 1.23 1.21 1.15 1.21 1.25 3.50 1.21 1.54 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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