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ABS

Commercial Paper Two-Week Discount Rates

December 01, 2003, 12:00 a.m. EST 1 Min Read
Year to date as of 12/03
Term (days) 11/27 11/28 12/01 12/02 12/03 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day − 1.04 1.03 0.98 0.98 1.35 1.01 1.38 0.89
7-day − 1.02 1.02 1.00 0.99 -0.25 1.01 1.33 0.93
15-day − 1.03 1.02 1.02 1.01 0.80 1.02 1.33 0.91
30-day − 1.02 1.03 1.02 1.05 0.80 1.03 1.34 0.92
60-day − 1.05 1.06 1.07 1.07 0.25 1.06 1.32 0.89
90-day − 1.06 1.08 1.08 1.09 0.35 1.08 1.33 0.91
AA Nonfinancial
1-day − 1.04 1.00 0.97 0.96 1.85 0.99 1.37 0.89
7-day − 1.03 1.01 1.00 0.99 0.95 1.01 1.39 0.96
15-day − 1.03 1.01 1.00 1.00 0.20 1.01 1.38 0.95
30-day − 1.02 1.02 1.00 1.01 -0.75 1.01 1.35 0.91
60-day − 1.07 1.03 1.05 1.06 0.45 1.05 1.35 0.90
90-day − 1.09 1.06 1.07 1.05 -0.05 1.07 1.36 0.88
A2/P2 Nonfinancial
1-day − 1.13 1.09 1.05 1.05 1.40 1.08 1.57 1.00
7-day − 1.14 1.10 1.07 1.07 -0.50 1.10 1.75 1.05
15-day − 1.12 1.09 1.09 1.09 -3.45 1.10 1.80 1.08
30-day − 1.12 1.21 1.17 1.16 1.30 1.16 1.97 1.12
60-day − 1.25 1.33 1.30 1.16 -1.60 1.26 1.96 1.10
90-day − 1.34 − 1.34 1.27 -1.83 1.32 1.97 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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