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ABS

Commercial Paper Two-Week Discount Rates

October 06, 2003, 12:00 a.m. EDT 1 Min Read
Year to date as of 10/08
Term (days) 10/02 10/03 10/06 10/07 10/08 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.04 0.98 1.00 0.97 0.97 -7.20 0.99 1.89 0.89
7-day 1.01 1.00 1.00 1.00 0.99 -3.60 1.00 1.78 0.93
15-day 1.01 1.02 1.02 1.02 1.01 -1.80 1.02 1.77 0.91
30-day 1.02 1.03 1.03 1.02 1.03 -0.60 1.03 1.76 0.92
60-day 1.04 1.05 1.04 1.04 1.04 0.60 1.04 1.78 0.89
90-day 1.04 1.05 1.06 1.06 1.05 0.20 1.05 1.77 0.91
AA Nonfinancial
1-day 1.01 0.96 0.98 0.95 0.95 -7.40 0.97 1.89 0.89
7-day 1.01 0.99 0.99 1.00 0.99 -3.40 1.00 1.79 0.97
15-day 1.02 1.02 1.01 0.99 0.99 -1.60 1.01 1.76 0.95
30-day 1.02 1.01 1.02 1.02 1.03 1.20 1.02 1.76 0.91
60-day 1.03 1.02 1.02 1.03 1.03 0.00 1.03 1.75 0.90
90-day 1.04 1.05 1.03 1.06 1.04 0.40 1.04 1.78 0.88
A2/P2 Nonfinancial
1-day 1.11 1.07 1.08 1.04 1.04 -6.20 1.07 2.01 1.00
7-day 1.12 1.10 1.11 1.12 1.10 -5.80 1.11 2.09 1.05
15-day 1.16 1.16 1.13 1.12 1.11 -3.40 1.14 2.03 1.09
30-day 1.12 1.19 1.18 1.18 1.17 0.40 1.17 2.03 1.12
60-day 1.20 1.15 1.24 1.18 1.16 -1.60 1.19 2.18 1.10
90-day 1.22 1.20 1.25 1.26 1.28 4.70 1.24 2.25 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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