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Commercial Paper Two-Week Discount Rates

July 05, 2004, 12:00 a.m. EDT 1 Min Read
Year to date as of 07/01
Term (days) 06/25 06/28 06/29 06/30 07/01 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.01 1.08 1.12 1.39 1.35 0.20 1.19 1.39 0.89
7-day 1.10 1.20 1.26 1.28 1.26 2.00 1.22 1.28 0.92
15-day 1.18 1.21 1.24 1.27 1.25 2.60 1.23 1.27 0.98
30-day 1.25 1.28 1.31 1.31 1.28 8.40 1.29 1.31 1.00
60-day 1.33 1.35 1.36 1.39 1.38 4.40 1.36 1.39 1.01
90-day 1.43 1.45 1.48 1.47 1.49 0.40 1.46 1.49 1.01
AA Nonfinancial
1-day 1.01 1.08 1.12 1.42 1.35 1.40 1.20 1.42 0.89
7-day 1.10 1.16 1.20 1.29 1.28 7.60 1.21 1.29 0.90
15-day 1.11 1.22 1.24 1.24 1.28 2.40 1.22 1.28 0.97
30-day 1.19 1.24 1.25 1.27 1.27 7.20 1.24 1.27 0.97
60-day 1.29 1.29 1.34 1.31 1.35 6.00 1.32 1.35 0.98
90-day − 1.43 − 1.47 1.48 6.00 1.46 1.48 0.98
A2/P2 Nonfinancial
1-day 1.12 1.16 1.21 1.62 1.43 4.80 1.31 1.62 1.00
7-day 1.26 1.35 1.34 1.42 1.39 4.60 1.35 1.42 1.02
15-day 1.32 1.40 1.38 1.43 1.41 4.00 1.39 1.43 1.05
30-day 1.37 1.38 1.40 1.39 1.44 8.00 1.40 1.44 1.07
60-day 1.51 1.57 1.60 1.54 1.48 7.00 1.54 1.60 1.06
90-day 1.62 1.60 1.66 1.64 1.67 5.60 1.64 1.71 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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