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Commercial Paper Two-Week Discount Rates

Year to date as of 11/09
Term (days) 11/03 11/04 11/07 11/08 11/09 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 3.97 3.96 3.97 3.97 3.94 2.00 3.96 4.00 1.85
7-day 3.96 3.96 3.97 3.97 3.96 -0.20 3.96 4.00 1.96
15-day 3.98 3.99 3.99 3.99 3.97 0.80 3.98 4.00 1.99
30-day 4.01 4.00 3.99 4.00 3.99 0.20 4.00 4.01 2.02
60-day 4.10 4.12 4.12 4.12 4.13 4.20 4.12 4.13 2.09
90-day 4.17 4.17 4.18 4.20 4.20 4.00 4.18 4.20 2.17
AA Nonfinancial
1-day 3.97 3.96 3.96 3.96 3.95 1.00 3.96 4.02 1.88
7-day 3.97 3.99 3.98 3.98 3.97 1.20 3.98 4.00 1.91
15-day 3.95 3.95 3.98 3.98 3.98 0.40 3.97 4.00 1.98
30-day 3.97 3.97 3.96 4.00 -1.70 3.98 4.02 2.00
60-day 4.05 4.03 0.25 4.04 4.13 2.06
90-day 4.06 2.16
A2/P2 Nonfinancial
1-day 4.05 4.05 4.05 4.04 4.04 2.60 4.05 4.10 1.96
7-day 4.05 4.06 4.05 4.07 4.04 -5.00 4.05 4.14 2.03
15-day 4.07 4.12 4.07 4.07 4.07 -1.40 4.08 4.12 2.08
30-day 4.14 4.09 4.17 4.15 4.12 0.20 4.13 4.20 2.11
60-day 4.20 4.27 4.28 4.22 4.25 2.60 4.24 4.28 2.27
90-day 4.28 4.27 4.28 4.26 1.50 4.27 4.32 2.29
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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ABS CDOs
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