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CDOs

Commercial Paper Two-Week Discount Rates

September 13, 2004, 12:00 a.m. EDT 1 Min Read
Year to date as of 09/14
Term (days) 09/08 09/09 09/10 09/13 09/14 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.49 1.49 1.47 1.48 1.47 -1.75 1.48 1.55 0.94
7-day 1.50 1.50 1.49 1.50 1.52 1.20 1.50 1.52 0.92
15-day 1.56 1.54 1.56 1.59 1.60 4.50 1.57 1.60 0.98
30-day 1.64 1.66 1.65 1.67 1.68 8.50 1.66 1.68 1.00
60-day 1.70 1.71 1.70 1.73 1.73 4.90 1.71 1.73 1.01
90-day 1.79 1.77 1.78 1.81 1.78 5.35 1.79 1.81 1.02
AA Nonfinancial
1-day 1.49 1.49 1.45 1.48 1.47 -1.90 1.48 1.55 0.91
7-day 1.49 1.49 1.51 1.53 1.52 1.80 1.51 1.53 0.90
15-day 1.50 1.50 1.52 1.57 1.58 3.90 1.53 1.58 0.97
30-day 1.61 1.62 1.61 1.64 1.66 7.80 1.63 1.66 0.97
60-day 1.63 1.65 1.69 1.71 1.73 6.70 1.68 1.73 0.98
90-day − 1.75 1.76 − − 7.17 1.76 1.93 0.98
A2/P2 Nonfinancial
1-day 1.56 1.56 1.55 1.57 1.55 -0.95 1.56 1.63 1.00
7-day 1.60 1.57 1.62 1.57 1.61 1.90 1.59 1.63 1.02
15-day 1.62 1.65 1.64 1.69 1.75 5.50 1.67 1.75 1.05
30-day 1.74 1.75 1.77 1.78 1.79 3.85 1.77 1.79 1.07
60-day 1.81 1.77 1.81 1.81 1.85 4.00 1.81 1.85 1.06
90-day 1.83 1.88 1.91 1.91 1.92 4.00 1.89 1.92 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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