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Commercial Paper Two-Week Discount Rates

Published July 09, 2008, 12:00 a.m. EDT
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Updated July 09, 2008, 10:18 a.m. EDT
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Year to date as of 08/16
Term (days) 08/10 08/11 08/12 08/13 08/16 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.44 1.45 1.46 1.47 1.53 0.40 1.47 1.53 0.89
7-day 1.47 1.48 1.48 1.49 1.50 5.80 1.48 1.50 0.92
15-day 1.48 1.47 1.48 1.49 1.50 7.80 1.48 1.50 0.98
30-day 1.50 1.51 1.50 1.50 1.50 4.00 1.50 1.51 1.00
60-day 1.53 1.55 1.55 1.56 1.58 3.00 1.55 1.58 1.01
90-day 1.59 1.62 1.62 1.64 1.62 -0.40 1.62 1.65 1.02
AA Nonfinancial
1-day 1.44 1.45 1.46 1.47 1.55 9.60 1.47 1.55 0.89
7-day 1.49 1.47 1.47 1.47 1.50 2.40 1.48 1.50 0.90
15-day 1.47 1.47 1.47 1.50 1.49 5.00 1.48 1.50 0.97
30-day 1.48 1.48 1.48 1.48 1.50 4.60 1.48 1.50 0.97
60-day 1.50 1.52 1.52 1.53 1.54 2.40 1.52 1.54 0.98
90-day − 1.58 1.56 1.60 1.60 2.17 1.58 1.60 0.98
A2/P2 Nonfinancial
1-day 1.51 1.53 1.54 1.56 1.62 0.00 1.55 1.62 1.00
7-day 1.55 1.54 1.58 1.60 1.59 1.60 1.57 1.60 1.02
15-day 1.60 1.62 1.54 1.58 1.57 6.00 1.58 1.62 1.05
30-day 1.61 1.66 1.64 1.63 1.65 5.00 1.64 1.66 1.07
60-day 1.73 1.73 1.65 1.65 1.70 3.20 1.69 1.73 1.06
90-day 1.76 1.77 1.78 1.76 1.78 2.40 1.77 1.78 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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