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ABS

Commercial Paper Two-Week Discount Rates

May 12, 2003, 12:00 a.m. EDT 1 Min Read
Year to date as of May 7
Term (days) 05/01 05/02 05/05 05/06 05/07 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.29 1.23 1.24 1.19 1.24 -3.60 1.24 1.99 1.16
7-day 1.23 1.23 1.23 1.22 1.22 -2.40 1.23 1.81 1.19
15-day 1.24 1.23 1.23 1.22 1.21 -0.80 1.23 1.81 1.19
30-day 1.23 1.24 1.24 1.23 1.24 -1.00 1.24 1.78 1.18
60-day 1.23 1.23 1.23 1.22 1.22 -1.20 1.23 1.81 1.17
90-day 1.23 1.22 1.23 1.22 1.20 -2.20 1.22 1.87 1.15
AA Nonfinancial
1-day 1.26 1.21 1.22 1.18 1.22 -3.40 1.22 1.98 1.18
7-day 1.23 1.20 1.22 1.19 1.21 -1.20 1.21 1.83 1.19
15-day 1.24 1.22 1.22 1.20 1.19 -2.60 1.21 1.80 1.19
30-day 1.22 1.21 1.21 1.21 1.19 -1.80 1.21 1.81 1.16
60-day 1.20 1.19 1.21 1.20 1.19 -2.40 1.20 1.81 1.14
90-day 1.20 1.19 1.20 1.19 n.a. -1.70 1.20 1.90 1.14
A2/P2 Nonfinancial
1-day 1.37 1.35 1.36 1.34 1.34 -2.80 1.35 2.17 1.30
7-day 1.35 1.31 1.35 1.34 1.32 -3.00 1.33 2.23 1.30
15-day 1.35 1.36 1.34 1.36 1.34 -3.20 1.35 2.19 1.29
30-day 1.42 1.40 1.39 1.48 1.41 -0.20 1.42 2.21 1.34
60-day 1.45 1.44 1.48 1.42 1.45 -3.00 1.45 2.32 1.35
90-day 1.54 1.51 1.45 1.41 1.44 -6.40 1.47 2.34 1.32
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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