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ABS

Commercial Paper Two-Week Discount Rates

Published September 27, 2004, 12:00 a.m. EDT
1 Min Read
Year to date as of 09/30
Term (days) 09/24 09/27 09/28 09/29 09/30 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.71 1.74 1.72 1.74 1.87 1.80 1.76 1.87 0.94
7-day 1.74 1.76 1.76 1.74 1.76 5.80 1.75 1.76 0.92
15-day 1.74 1.74 1.75 1.74 1.76 2.60 1.75 1.76 0.98
30-day 1.75 1.75 1.74 1.77 1.77 1.00 1.76 1.77 1.00
60-day 1.79 1.80 1.81 1.81 1.79 2.20 1.80 1.81 1.01
90-day 1.87 1.84 1.87 1.90 1.86 3.60 1.87 1.90 1.02
AA Nonfinancial
1-day 1.71 1.73 1.72 1.71 1.84 9.20 1.74 1.84 0.91
7-day 1.73 1.75 1.74 1.73 1.74 5.20 1.74 1.75 0.90
15-day 1.72 1.76 1.75 1.75 1.75 1.20 1.75 1.76 0.97
30-day 1.75 1.75 1.74 1.74 1.74 2.60 1.74 1.75 0.97
60-day 1.75 1.78 1.77 1.76 1.78 1.40 1.77 1.78 0.98
90-day − 1.82 1.82 − − 4.00 1.82 1.93 0.98
A2/P2 Nonfinancial
1-day 1.79 1.81 1.80 1.79 1.92 0.20 1.82 1.92 1.00
7-day 1.80 1.88 1.85 1.85 1.86 4.60 1.85 1.88 1.02
15-day 1.86 1.83 1.86 1.81 1.83 1.80 1.84 1.86 1.05
30-day 1.83 1.90 1.86 1.86 1.88 1.00 1.87 1.90 1.07
60-day 1.91 1.90 1.93 1.90 1.87 1.20 1.90 1.93 1.06
90-day 1.97 1.95 1.95 − 1.92 -0.45 1.95 1.98 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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