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ABS

Commercial Paper Two-Week Discount Rates

Published July 12, 2004, 12:00 a.m. EDT
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Year to date as of 07/08
Term (days) 07/02 07/05 07/06 07/07 07/08 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.26 − 1.25 1.25 1.25 6.25 1.25 1.39 0.89
7-day 1.27 − 1.25 1.25 1.25 3.50 1.26 1.28 0.92
15-day 1.25 − 1.26 1.26 1.25 2.50 1.26 1.27 0.98
30-day 1.28 − 1.27 1.26 1.27 -1.60 1.27 1.31 1.00
60-day 1.34 − 1.37 1.35 1.38 -0.20 1.36 1.39 1.01
90-day 1.46 − 1.49 1.45 1.46 0.10 1.46 1.49 1.01
AA Nonfinancial
1-day 1.27 − 1.25 1.23 1.23 4.90 1.24 1.42 0.89
7-day 1.27 − 1.24 1.26 1.25 4.90 1.26 1.29 0.90
15-day 1.26 − 1.25 1.23 1.24 2.70 1.24 1.28 0.97
30-day 1.25 − 1.25 1.24 1.24 0.10 1.24 1.27 0.97
60-day 1.34 − 1.34 1.34 1.34 2.40 1.34 1.35 0.98
90-day 1.48 − − − 1.46 1.00 1.47 1.48 0.98
A2/P2 Nonfinancial
1-day 1.35 − 1.33 1.32 1.32 2.20 1.33 1.62 1.00
7-day 1.35 − 1.32 1.35 1.32 -1.70 1.34 1.42 1.02
15-day 1.37 − 1.36 1.37 1.40 -1.30 1.38 1.43 1.05
30-day 1.44 − 1.40 1.45 1.38 2.15 1.42 1.45 1.07
60-day 1.54 − 1.46 1.47 1.52 -4.25 1.50 1.60 1.06
90-day 1.71 − 1.69 1.69 1.63 4.20 1.68 1.71 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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