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ABS

Commercial Paper Two-Week Discount Rates

Published November 08, 2004, 12:00 a.m. EST
1 Min Read
Year to date as of 11/10
Term (days) 11/04 11/05 11/08 11/09 11/10 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.75 1.75 1.84 1.81 1.85 3.40 1.80 1.87 0.94
7-day 1.78 1.84 1.96 1.99 1.99 4.20 1.91 1.99 0.92
15-day 1.89 1.89 1.98 1.99 2.00 1.80 1.95 2.00 0.98
30-day 1.96 1.95 1.98 2.01 2.04 7.80 1.99 2.04 1.00
60-day 2.02 2.08 2.07 2.13 2.09 8.00 2.08 2.13 1.01
90-day 2.08 2.14 2.15 2.16 2.17 5.60 2.14 2.17 1.02
AA Nonfinancial
1-day 1.76 1.76 1.83 1.82 1.88 2.80 1.81 1.88 0.91
7-day 1.81 1.85 1.94 1.91 1.91 1.60 1.88 1.94 0.90
15-day 1.88 1.90 1.95 1.97 2.00 0.00 1.94 2.00 0.97
30-day 1.97 1.95 1.98 2.00 2.02 0.20 1.98 2.02 0.97
60-day 2.02 2.03 2.05 2.06 2.06 3.73 2.04 2.06 0.98
90-day 2.08 2.14 − − − 1.00 2.11 2.14 0.98
A2/P2 Nonfinancial
1-day 1.81 1.81 1.89 1.87 1.96 2.80 1.87 1.96 1.00
7-day 1.86 1.99 2.06 2.03 2.03 2.00 1.99 2.06 1.02
15-day 1.94 2.01 2.08 2.04 2.14 0.60 2.04 2.14 1.05
30-day 2.12 2.05 2.09 2.13 2.11 5.40 2.10 2.13 1.07
60-day 2.18 2.18 2.21 2.25 2.27 9.80 2.22 2.27 1.06
90-day 2.25 2.29 2.29 2.33 2.31 9.00 2.29 2.33 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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