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ABS

Commercial Paper Two-Week Discount Rates

July 19, 2004, 12:00 a.m. EDT 1 Min Read
Year to date as of 07/15
Term (days) 07/09 07/12 07/13 07/14 07/15 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.23 1.25 1.24 1.23 1.28 -0.65 1.25 1.39 0.89
7-day 1.23 1.25 1.25 1.24 1.25 -1.10 1.24 1.28 0.92
15-day 1.25 1.25 1.24 1.25 1.25 -0.70 1.25 1.27 0.98
30-day 1.26 1.30 1.31 1.30 1.30 2.40 1.29 1.31 1.00
60-day 1.37 1.37 1.37 1.40 1.40 2.20 1.38 1.40 1.01
90-day 1.47 1.48 1.51 1.47 1.46 1.30 1.48 1.51 1.02
AA Nonfinancial
1-day 1.23 1.24 1.23 1.23 1.26 -0.70 1.24 1.42 0.89
7-day 1.23 1.23 1.24 1.22 1.25 -2.10 1.23 1.29 0.90
15-day 1.24 1.24 1.25 1.24 1.23 -0.50 1.24 1.28 0.97
30-day 1.25 1.25 1.25 1.24 1.29 1.10 1.26 1.29 0.97
60-day 1.35 1.36 1.33 1.34 1.36 0.80 1.35 1.36 0.98
90-day − − 1.46 1.48 1.50 1.00 1.48 1.50 0.98
A2/P2 Nonfinancial
1-day 1.31 1.31 1.30 1.30 1.35 -1.60 1.31 1.62 1.00
7-day 1.33 1.36 1.32 1.32 1.31 -0.70 1.33 1.42 1.02
15-day 1.39 1.34 1.36 1.35 1.35 -1.70 1.36 1.43 1.05
30-day 1.37 1.45 1.44 1.43 1.43 0.65 1.42 1.45 1.07
60-day 1.48 1.47 1.51 1.50 1.49 -0.75 1.49 1.60 1.06
90-day 1.63 1.60 1.64 1.68 1.67 -3.60 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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