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ABS

Commercial Paper Two-Week Discount Rates

July 26, 2004, 12:00 a.m. EDT 1 Min Read
Year to date as of 07/22
Term (days) 07/16 07/19 07/20 07/21 07/22 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.24 1.24 1.23 1.23 1.24 -1.00 1.24 1.39 0.89
7-day 1.24 1.24 1.25 1.24 1.23 -0.40 1.24 1.28 0.92
15-day 1.24 1.27 1.25 1.25 1.25 0.40 1.25 1.27 0.98
30-day 1.30 1.32 1.30 1.33 1.34 2.40 1.32 1.34 1.00
60-day 1.43 1.41 1.41 1.44 1.42 4.00 1.42 1.44 1.01
90-day 1.50 1.52 1.53 1.52 1.50 3.60 1.51 1.53 1.02
AA Nonfinancial
1-day 1.23 1.25 1.22 1.22 1.24 -0.60 1.23 1.42 0.89
7-day 1.28 1.24 1.24 1.24 1.24 1.40 1.25 1.29 0.90
15-day 1.25 1.25 1.24 1.26 1.23 0.60 1.25 1.28 0.97
30-day 1.27 1.30 1.32 1.31 1.32 4.80 1.30 1.32 0.97
60-day 1.38 1.37 1.36 1.39 1.41 3.40 1.38 1.41 0.98
90-day 1.50 1.49 1.50 1.51 1.50 2.00 1.50 1.51 0.98
A2/P2 Nonfinancial
1-day 1.30 1.30 1.30 1.30 1.31 -1.20 1.30 1.62 1.00
7-day 1.32 1.32 1.33 1.38 1.33 0.80 1.34 1.42 1.02
15-day 1.37 1.35 1.37 1.37 1.38 1.00 1.37 1.43 1.05
30-day 1.45 1.47 1.52 1.51 1.45 5.60 1.48 1.52 1.07
60-day 1.53 1.56 1.60 1.59 1.58 8.20 1.57 1.60 1.06
90-day 1.65 1.71 1.69 1.71 1.61 3.00 1.67 1.71 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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