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Commercial Paper Two-Week Discount Rates

Published January 10, 2005, 12:00 a.m. EST
1 Min Read
Year to date as of 01/06
Term (days) 12/31 01/03 01/04 01/05 01/06 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 2.18 2.22 2.22 2.24 2.24 3.60 2.22 2.27 0.95
7-day 1.97 2.27 2.24 2.24 2.22 -0.40 2.19 2.37 0.95
15-day 2.09 2.24 2.24 2.24 2.24 -5.20 2.21 2.31 0.98
30-day 2.29 2.27 2.28 2.29 2.27 − 2.28 2.33 1.00
60-day 2.24 2.40 2.40 2.40 2.40 0.30 2.37 2.40 1.01
90-day 2.28 2.46 2.48 2.50 2.48 2.50 2.44 2.50 1.02
AA Nonfinancial
1-day 2.15 2.21 2.19 2.20 2.21 -2.55 2.19 2.27 0.94
7-day 2.17 2.24 2.23 2.23 2.23 -4.50 2.22 2.31 0.90
15-day 2.22 2.24 2.24 2.23 2.24 -7.10 2.23 2.41 0.97
30-day 2.19 2.24 2.24 2.24 2.25 -3.30 2.23 2.29 0.97
60-day − 2.32 2.29 2.30 2.32 2.75 2.31 2.32 0.98
90-day − − − − − − − 2.38 0.98
A2/P2 Nonfinancial
1-day 2.25 2.30 2.30 2.30 2.29 -1.95 2.29 2.34 1.00
7-day 2.41 2.33 2.31 2.29 2.34 -0.40 2.34 2.50 1.02
15-day 2.33 2.37 2.35 2.33 2.35 -2.40 2.35 2.57 1.05
30-day 2.49 2.48 2.49 2.50 2.43 -3.70 2.48 2.58 1.07
60-day 2.57 2.54 2.50 2.51 2.59 -2.13 2.54 2.59 1.06
90-day 2.65 2.63 2.57 2.63 2.64 -1.93 2.62 2.66 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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