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Commercial Paper Two-Week Discount Rates

October 03, 2005, 12:00 a.m. EDT 1 Min Read
Year to date as of 09/29
Term (days) 09/23 09/26 09/27 09/28 09/29 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 3.70 3.74 3.78 3.74 3.77 9.20 3.75 3.78 1.71
7-day 3.71 3.75 3.75 3.79 3.80 7.00 3.76 3.80 1.73
15-day 3.74 3.75 3.75 3.76 3.78 2.60 3.76 3.78 1.71
30-day 3.73 3.74 3.75 3.77 3.79 2.60 3.76 3.79 1.74
60-day 3.80 3.82 3.82 3.83 3.86 6.20 3.83 3.86 1.79
90-day 3.84 3.86 3.90 3.83 3.93 5.60 3.87 3.93 1.80
AA Nonfinancial
1-day 3.70 3.72 3.78 3.73 3.76 9.00 3.74 3.78 1.71
7-day 3.72 3.74 3.73 3.59 3.75 5.00 3.71 3.75 1.72
15-day 3.71 3.72 3.72 3.68 3.73 4.80 3.71 3.73 1.73
30-day 3.70 3.72 3.72 3.72 3.73 2.00 3.72 3.73 1.73
60-day 3.74 3.77 3.77 3.78 − 5.50 3.76 3.78 1.78
90-day − 3.84 3.85 3.85 − 7.17 3.85 3.85 1.90
A2/P2 Nonfinancial
1-day 3.79 3.82 3.85 3.82 3.85 9.20 3.83 3.85 1.78
7-day 3.85 3.82 3.87 3.88 3.92 7.20 3.87 3.92 1.79
15-day 3.90 3.86 3.87 3.88 3.90 4.20 3.88 3.90 1.81
30-day 3.91 3.90 3.92 3.93 3.91 2.00 3.91 3.93 1.85
60-day 3.96 3.95 3.88 3.89 3.91 4.00 3.92 3.96 1.87
90-day − − 3.97 3.87 3.78 1.33 3.87 3.97 1.92
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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