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ABS

Commercial Paper Two-Week Discount Rates

Published October 04, 2004, 12:00 a.m. EDT
1 Min Read
Year to date as of 10/07
Term (days) 10/01 10/04 10/05 10/06 10/07 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.84 1.76 1.75 1.74 1.75 1.20 1.77 1.87 0.94
7-day 1.76 1.75 1.74 1.74 1.74 -0.60 1.75 1.76 0.92
15-day 1.74 1.71 1.76 1.73 1.73 -1.20 1.73 1.76 0.98
30-day 1.76 1.75 1.75 1.77 1.75 -0.00 1.76 1.77 1.00
60-day 1.81 1.81 1.82 1.81 1.88 2.60 1.83 1.88 1.01
90-day 1.89 1.92 1.80 1.93 1.94 2.80 1.90 1.94 1.02
AA Nonfinancial
1-day 1.81 1.75 1.74 1.72 1.73 0.80 1.75 1.84 0.91
7-day 1.75 1.76 1.74 1.72 1.73 0.20 1.74 1.76 0.90
15-day 1.76 1.75 1.73 1.77 1.75 0.60 1.75 1.77 0.97
30-day 1.75 1.74 1.74 1.73 1.74 -0.40 1.74 1.75 0.97
60-day 1.81 1.80 1.80 1.81 1.82 4.00 1.81 1.82 0.98
90-day − − − 1.90 1.91 8.50 1.90 1.93 0.98
A2/P2 Nonfinancial
1-day 1.89 1.82 1.81 1.80 1.79 0.00 1.82 1.92 1.00
7-day 1.85 1.82 1.88 1.82 1.79 -1.60 1.83 1.88 1.02
15-day 1.85 1.83 1.84 1.84 1.81 -0.40 1.83 1.86 1.05
30-day 1.85 1.86 1.86 1.88 1.88 − 1.87 1.90 1.07
60-day 1.91 1.93 1.94 1.95 1.94 3.20 1.93 1.95 1.06
90-day 2.01 2.02 − 2.04 2.06 8.50 2.03 2.06 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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