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ABS

Commercial Paper Two-Week Discount Rates

October 18, 2004, 12:00 a.m. EDT 1 Min Read
Year to date as of 10/21
Term (days) 10/15 10/18 10/19 10/20 10/21 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.81 1.74 1.72 1.71 1.73 -0.80 1.74 1.87 0.94
7-day 1.74 1.74 1.74 1.74 1.74 -1.75 1.74 1.77 0.92
15-day 1.76 1.76 1.76 1.76 1.77 1.45 1.76 1.77 0.98
30-day 1.78 1.80 1.80 1.81 1.81 3.00 1.80 1.81 1.00
60-day 1.87 1.91 1.91 1.89 1.94 3.40 1.90 1.94 1.01
90-day 1.91 1.97 1.98 1.96 2.01 0.85 1.97 2.01 1.02
AA Nonfinancial
1-day 1.79 1.73 1.71 1.71 − 0.50 1.74 1.84 0.91
7-day 1.80 1.75 1.74 1.74 − 0.75 1.76 1.80 0.90
15-day 1.79 1.75 1.75 1.75 − 1.75 1.76 1.79 0.97
30-day 1.78 1.83 1.79 1.78 − 4.00 1.80 1.83 0.97
60-day 1.84 1.85 1.85 1.88 − 2.00 1.86 1.88 0.98
90-day 1.96 − − 1.96 − 0.50 1.96 1.96 0.98
A2/P2 Nonfinancial
1-day 1.87 1.81 1.79 1.78 1.80 − 1.81 1.92 1.00
7-day 1.82 1.87 1.82 1.81 1.79 0.20 1.82 1.88 1.02
15-day 1.85 1.84 1.83 1.82 1.85 0.30 1.84 1.86 1.05
30-day 1.89 1.93 1.94 1.93 1.94 4.10 1.93 1.94 1.07
60-day 1.94 1.99 2.01 2.03 2.02 2.80 2.00 2.03 1.06
90-day 2.08 2.12 2.06 2.08 2.11 2.00 2.09 2.12 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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