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ABS

Commercial Paper Two-Week Discount Rates

March 13, 2006, 12:00 a.m. EST 1 Min Read
Year to date as of 03/09
Term (days) 03/03 03/06 03/07 03/08 03/09 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 4.48 4.49 4.47 4.48 4.48 -0.80 4.48 4.53 2.48
7-day 4.47 4.49 4.48 4.46 4.46 -0.20 4.47 4.50 2.46
15-day 4.49 4.49 4.49 4.48 4.48 -0.60 4.49 4.51 2.52
30-day 4.55 4.57 4.59 4.59 4.59 5.80 4.58 4.59 2.67
60-day 4.65 4.65 4.66 4.66 4.70 3.60 4.66 4.70 2.77
90-day 4.72 4.71 4.75 4.76 4.72 3.60 4.73 4.76 2.86
AA Nonfinancial
1-day 4.46 4.48 4.46 4.46 4.48 -0.40 4.47 4.53 2.47
7-day 4.48 4.48 4.48 4.50 4.47 -0.20 4.48 4.53 2.50
15-day 4.47 4.48 4.49 4.48 4.49 0.40 4.48 4.50 2.51
30-day 4.48 4.52 4.50 4.56 4.52 3.60 4.52 4.56 2.60
60-day 4.57 4.59 − − 4.59 3.00 4.58 4.59 2.72
90-day − − − − − − − 4.55 2.80
A2/P2 Nonfinancial
1-day 4.54 4.55 4.54 4.54 4.54 -1.40 4.54 4.61 2.54
7-day 4.53 4.57 4.56 4.57 4.57 -1.80 4.56 4.60 2.54
15-day 4.59 4.60 4.59 4.60 4.62 0.80 4.60 4.62 2.64
30-day 4.68 4.70 4.72 4.70 4.72 1.00 4.70 4.72 2.81
60-day 4.75 4.76 4.73 4.78 4.82 2.40 4.77 4.82 2.92
90-day 4.79 4.82 4.78 4.76 4.85 2.00 4.80 4.85 3.00
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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