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ABS

Commercial Paper Two-Week Discount Rates

Published March 07, 2005, 12:00 a.m. EST
1 Min Read
Year to date as of 03/03
Term (days) 02/25 02/28 03/01 03/02 03/03 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 2.52 2.58 2.51 2.44 2.49 2.30 2.51 2.58 0.95
7-day 2.51 2.52 2.50 2.47 2.45 1.75 2.49 2.52 0.96
15-day 2.50 2.52 2.50 2.49 2.51 1.15 2.50 2.52 0.98
30-day 2.55 2.55 2.60 2.60 2.62 6.65 2.58 2.62 1.00
60-day 2.65 2.71 2.72 2.71 2.73 5.15 2.70 2.73 1.01
90-day 2.74 2.79 2.82 2.83 2.81 5.30 2.80 2.83 1.02
AA Nonfinancial
1-day 2.53 2.58 2.49 2.43 2.48 2.70 2.50 2.58 0.95
7-day 2.54 2.54 2.52 2.51 2.51 2.90 2.52 2.54 0.96
15-day 2.50 2.54 2.49 2.48 2.48 0.55 2.50 2.54 0.97
30-day 2.51 2.64 2.56 2.55 2.58 7.80 2.57 2.64 0.97
60-day − 2.66 2.65 2.66 2.69 4.50 2.66 2.69 0.98
90-day − − − − − − − 2.60 0.99
A2/P2 Nonfinancial
1-day 2.60 2.65 2.57 2.51 2.55 3.35 2.58 2.65 1.03
7-day 2.62 2.62 2.56 2.54 2.55 1.30 2.58 2.62 1.02
15-day 2.59 2.61 2.60 2.57 2.56 -3.40 2.59 2.68 1.05
30-day 2.74 2.82 2.81 2.81 2.77 1.25 2.79 2.82 1.07
60-day 2.81 2.78 2.79 2.81 2.85 4.55 2.81 2.85 1.07
90-day 3.00 2.93 2.96 2.95 2.94 0.10 2.96 3.00 1.09
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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