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ABS

Commercial Paper Two-Week Discount Rates

August 16, 2004, 12:00 a.m. EDT 1 Min Read
Year to date as of 08/23
Term (days) 08/17 08/18 08/19 08/20 08/23 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.45 1.37 1.45 1.44 1.48 -3.20 1.44 1.53 0.94
7-day 1.48 1.43 1.47 1.46 1.49 -1.80 1.47 1.50 0.92
15-day 1.49 1.48 1.50 1.47 1.50 0.40 1.49 1.50 0.98
30-day 1.50 1.49 1.50 1.49 1.50 -0.60 1.50 1.51 1.00
60-day 1.56 1.57 1.56 1.58 1.59 1.80 1.57 1.59 1.01
90-day 1.60 1.63 1.65 1.65 1.64 1.60 1.63 1.65 1.02
AA Nonfinancial
1-day 1.47 1.37 1.45 1.45 1.47 -3.20 1.44 1.55 0.91
7-day 1.48 1.45 1.47 1.48 1.48 -0.80 1.47 1.50 0.90
15-day 1.49 1.49 1.48 1.49 1.53 1.60 1.50 1.53 0.97
30-day 1.49 1.49 1.48 1.48 1.49 0.20 1.49 1.50 0.97
60-day 1.52 1.54 1.54 1.55 1.55 1.80 1.54 1.55 0.98
90-day 1.64 1.60 1.60 1.62 − 3.00 1.62 1.64 0.98
A2/P2 Nonfinancial
1-day 1.53 1.47 1.53 1.53 1.55 -3.00 1.52 1.62 1.00
7-day 1.57 1.54 1.54 1.54 1.60 -1.40 1.56 1.60 1.02
15-day 1.58 1.59 1.59 1.61 1.57 0.60 1.59 1.62 1.05
30-day 1.66 1.59 1.66 1.63 1.62 -0.60 1.63 1.66 1.07
60-day 1.69 1.71 1.68 1.71 1.68 0.20 1.69 1.73 1.06
90-day 1.78 1.75 1.75 1.78 1.71 -1.60 1.75 1.78 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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