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ABS

Commercial Paper Two-Week Discount Rates

Published June 07, 2004, 12:00 a.m. EDT
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Year to date as of 06/03
Term (days) 05/28 05/31 06/01 06/02 06/03 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.00 − 1.01 0.99 0.98 1.90 1.00 1.32 0.89
7-day 1.03 − 1.01 1.00 1.00 1.20 1.01 1.24 0.92
15-day 1.02 − 0.98 1.00 1.00 -2.40 1.00 1.23 0.91
30-day 1.02 − 1.03 1.03 1.04 0.40 1.03 1.21 0.92
60-day 1.15 − 1.14 1.15 1.14 2.50 1.14 1.17 0.89
90-day 1.23 − 1.24 1.23 1.26 3.60 1.24 1.26 0.91
AA Nonfinancial
1-day 1.02 − 1.02 0.99 0.99 1.90 1.00 1.31 0.89
7-day 1.01 − 1.02 1.01 1.02 0.50 1.02 1.23 0.90
15-day 1.01 − 1.01 1.02 1.00 0.80 1.01 1.24 0.95
30-day 1.01 − 1.00 1.02 0.98 -0.15 1.00 1.21 0.91
60-day − − 1.07 1.12 1.11 3.00 1.10 1.16 0.90
90-day − − 1.20 1.22 1.23 1.67 1.22 1.23 0.88
A2/P2 Nonfinancial
1-day 1.10 − 1.08 1.05 1.06 2.65 1.07 1.42 1.00
7-day 1.09 − 1.09 1.10 1.08 0.80 1.09 1.34 1.02
15-day 1.18 − 1.10 1.08 1.09 0.25 1.11 1.35 1.05
30-day 1.14 − 1.13 1.13 1.17 0.45 1.14 1.40 1.07
60-day 1.22 − 1.20 1.27 1.31 2.00 1.25 1.44 1.06
90-day 1.31 − 1.34 1.39 1.36 2.00 1.35 1.42 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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