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ABS

Commercial Paper Two-Week Discount Rates

Published February 28, 2005, 12:00 a.m. EST
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Year to date as of 02/24
Term (days) 02/18 02/21 02/22 02/23 02/24 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 2.45 − 2.49 2.48 2.52 -0.30 2.49 2.54 0.95
7-day 2.45 − 2.49 2.48 2.47 -0.35 2.47 2.50 0.96
15-day 2.48 − 2.49 2.49 2.51 0.25 2.49 2.52 0.98
30-day 2.49 − 2.53 2.52 2.53 1.95 2.52 2.53 1.00
60-day 2.64 − 2.66 2.66 2.65 3.65 2.65 2.66 1.01
90-day 2.75 − 2.75 2.73 2.75 3.90 2.74 2.75 1.02
AA Nonfinancial
1-day 2.44 − 2.48 2.48 2.50 -1.30 2.48 2.53 0.95
7-day 2.50 − 2.45 2.53 2.50 0.10 2.50 2.53 0.96
15-day 2.51 − 2.47 2.49 2.50 -0.35 2.49 2.51 0.97
30-day 2.48 − 2.48 2.49 2.51 0.80 2.49 2.51 0.97
60-day − − − 2.61 2.63 6.50 2.62 2.63 0.98
90-day − − − − − − − 2.60 0.99
A2/P2 Nonfinancial
1-day 2.51 − 2.54 2.54 2.58 -1.15 2.54 2.60 1.03
7-day 2.51 − 2.58 2.57 2.60 1.10 2.56 2.60 1.02
15-day 2.58 − 2.60 2.68 2.62 4.80 2.62 2.68 1.05
30-day 2.59 − 2.72 2.67 2.73 6.15 2.68 2.73 1.07
60-day 2.71 − 2.79 2.78 2.77 2.65 2.76 2.79 1.07
90-day 2.90 − 2.84 2.81 2.87 3.90 2.86 2.90 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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