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ABS

Commercial Paper Two-Week Discount Rates

May 31, 2004, 12:00 a.m. EDT 1 Min Read
Year to date as of 05/27
Term (days) 05/21 05/24 05/25 05/26 05/27 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.97 0.98 0.97 0.98 0.98 -1.40 0.98 1.34 0.89
7-day 0.97 1.00 1.00 1.01 1.01 -0.80 1.00 1.26 0.92
15-day 1.02 1.03 1.01 1.03 1.03 0.20 1.02 1.25 0.91
30-day 1.02 1.02 1.03 1.02 1.04 -0.00 1.03 1.25 0.92
60-day 1.09 1.11 1.14 1.09 1.17 4.40 1.12 1.22 0.89
90-day 1.18 1.19 1.22 1.21 1.22 4.20 1.20 1.22 0.91
AA Nonfinancial
1-day 0.98 0.98 0.98 0.99 1.00 -0.60 0.99 1.33 0.89
7-day 0.99 1.00 1.02 1.00 1.04 0.40 1.01 1.25 0.90
15-day 0.99 1.00 0.99 1.02 1.01 0.40 1.00 1.24 0.95
30-day 1.01 1.01 1.00 1.00 1.00 0.40 1.00 1.24 0.91
60-day 1.05 1.09 1.07 − − 2.25 1.07 1.20 0.90
90-day − − − − − -9.00 − 1.25 0.88
A2/P2 Nonfinancial
1-day 1.04 1.05 1.04 1.05 1.05 -1.00 1.05 1.42 1.00
7-day 1.06 1.08 1.09 1.08 1.10 -0.20 1.08 1.40 1.02
15-day 1.12 1.09 1.12 1.11 1.11 1.20 1.11 1.39 1.05
30-day 1.14 1.10 1.18 1.12 1.15 -1.80 1.14 1.44 1.07
60-day 1.26 1.22 1.21 1.22 1.24 4.60 1.23 1.52 1.06
90-day 1.30 1.32 1.32 1.36 1.35 1.20 1.33 1.47 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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