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ABS

Commercial Paper Two-Week Discount Rates

Published October 25, 2004, 12:00 a.m. EDT
1 Min Read
Year to date as of 10/27
Term (days) 10/21 10/22 10/25 10/26 10/27 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.73 1.71 1.73 1.71 1.73 -2.40 1.72 1.87 0.94
7-day 1.74 1.73 1.76 1.75 1.76 0.40 1.75 1.77 0.92
15-day 1.77 1.76 1.75 1.76 1.77 0.20 1.76 1.77 0.98
30-day 1.81 1.82 1.85 1.85 1.87 4.60 1.84 1.87 1.00
60-day 1.94 1.94 1.94 1.95 1.95 5.20 1.94 1.95 1.01
90-day 2.01 1.98 2.03 2.05 2.02 5.60 2.02 2.05 1.02
AA Nonfinancial
1-day − 1.71 1.74 1.73 1.73 -0.85 1.73 1.84 0.91
7-day − 1.73 1.75 1.75 1.74 -1.35 1.74 1.80 0.90
15-day − 1.74 1.75 1.74 1.76 -1.05 1.75 1.79 0.97
30-day − 1.84 1.83 1.85 1.84 5.00 1.84 1.85 0.97
60-day − 1.89 1.89 1.90 1.90 4.10 1.89 1.90 0.98
90-day − − − − − -5.67 − 1.96 0.98
A2/P2 Nonfinancial
1-day 1.80 1.79 1.81 1.79 1.79 -1.80 1.80 1.92 1.00
7-day 1.79 1.82 1.84 1.86 1.85 0.20 1.83 1.88 1.02
15-day 1.85 1.86 1.88 1.84 1.86 2.00 1.86 1.88 1.05
30-day 1.94 1.92 2.02 1.93 1.99 4.40 1.96 2.02 1.07
60-day 2.02 2.07 2.02 2.01 2.04 4.40 2.03 2.07 1.06
90-day 2.11 2.10 2.14 2.14 2.16 4.20 2.13 2.16 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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