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ABS

Commercial Paper Two-Week Discount Rates

Published June 14, 2004, 12:00 a.m. EDT
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Year to date as of 06/09
Term (days) 06/03 06/04 06/07 06/08 06/09 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.98 0.98 0.99 0.98 0.98 -1.30 0.98 1.32 0.89
7-day 1.00 0.98 0.98 0.98 1.00 -2.45 0.99 1.23 0.92
15-day 1.00 1.01 1.01 0.99 1.00 -0.55 1.00 1.21 0.91
30-day 1.04 1.04 1.08 1.07 1.08 3.20 1.06 1.13 0.92
60-day 1.14 1.18 1.19 1.17 1.20 2.35 1.18 1.20 0.89
90-day 1.26 1.32 1.28 1.29 1.34 6.80 1.30 1.34 0.91
AA Nonfinancial
1-day 0.99 0.98 0.98 0.98 0.97 -2.75 0.98 1.31 0.89
7-day 1.02 1.01 1.00 0.99 0.97 -2.20 1.00 1.23 0.90
15-day 1.00 0.99 1.00 1.07 0.99 -0.25 1.01 1.18 0.95
30-day 0.98 1.04 1.06 1.05 1.05 2.85 1.04 1.11 0.91
60-day 1.11 1.11 1.14 1.13 1.19 4.10 1.14 1.19 0.90
90-day 1.23 − 1.27 1.25 1.29 5.00 1.26 1.29 0.88
A2/P2 Nonfinancial
1-day 1.06 1.05 1.08 1.05 1.04 -1.40 1.06 1.42 1.00
7-day 1.08 1.04 1.08 1.08 1.07 -2.50 1.07 1.34 1.02
15-day 1.09 1.09 1.11 1.10 1.11 -1.75 1.10 1.31 1.05
30-day 1.17 1.18 1.26 1.22 1.20 6.85 1.21 1.35 1.07
60-day 1.31 1.28 1.28 1.32 1.38 8.15 1.31 1.38 1.06
90-day 1.36 1.43 1.38 1.47 1.45 7.05 1.42 1.47 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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