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ABS

Commercial Paper Two-Week Discount Rates

December 15, 2003, 12:00 a.m. EST 1 Min Read
Year to date as of 12/22
Term (days) 12/16 12/17 12/18 12/19 12/22 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.98 0.98 1.00 0.99 1.00 0.60 0.99 1.38 0.89
7-day 1.00 1.00 1.01 1.00 1.01 0.40 1.00 1.33 0.93
15-day 1.03 1.02 1.05 1.04 1.04 3.20 1.04 1.33 0.91
30-day 1.06 1.06 1.06 1.06 1.06 -0.40 1.06 1.31 0.92
60-day 1.07 1.06 1.06 1.06 1.07 -1.00 1.06 1.32 0.89
90-day 1.06 1.07 1.06 1.08 1.08 -1.00 1.07 1.32 0.91
AA Nonfinancial
1-day 0.97 1.09 0.99 0.99 0.99 3.40 1.01 1.37 0.89
7-day 1.00 1.00 0.99 0.99 1.01 0.80 1.00 1.39 0.96
15-day 1.01 1.01 1.02 1.03 1.03 2.80 1.02 1.38 0.95
30-day 1.05 1.03 1.02 1.02 1.02 0.20 1.03 1.34 0.91
60-day 1.05 1.05 1.06 1.07 1.09 1.80 1.06 1.34 0.90
90-day − 1.08 − − 1.06 2.00 1.07 1.36 0.88
A2/P2 Nonfinancial
1-day 1.04 1.04 1.06 1.06 1.10 0.60 1.06 1.57 1.00
7-day 1.06 1.06 1.06 1.06 1.06 -1.20 1.06 1.75 1.05
15-day 1.11 1.12 1.13 1.14 1.17 3.80 1.13 1.79 1.07
30-day 1.27 1.27 1.20 1.17 1.18 3.00 1.22 1.92 1.12
60-day 1.33 1.28 1.29 1.21 1.25 0.80 1.27 1.93 1.10
90-day 1.36 1.35 1.36 1.38 1.27 -0.10 1.34 1.96 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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