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ABS

Commercial Paper Two-Week Discount Rates

August 09, 2004, 12:00 a.m. EDT 1 Min Read
Year to date as of 08/05
Term (days) 07/30 08/02 08/03 08/04 08/05 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.29 1.29 1.24 1.23 1.24 0.80 1.26 1.39 0.89
7-day 1.26 1.26 1.26 1.28 1.32 1.60 1.28 1.32 0.92
15-day 1.33 1.35 1.38 1.38 1.40 9.00 1.37 1.40 0.98
30-day 1.40 1.41 1.43 1.45 1.47 6.40 1.43 1.47 1.00
60-day 1.53 1.53 1.50 1.52 1.53 5.80 1.52 1.53 1.01
90-day 1.61 1.62 1.63 1.65 1.63 5.80 1.63 1.65 1.02
AA Nonfinancial
1-day 1.30 1.31 1.25 1.24 1.26 3.80 1.27 1.42 0.89
7-day 1.28 1.29 1.29 1.30 1.31 3.20 1.29 1.31 0.90
15-day 1.32 1.35 1.42 1.35 1.44 3.00 1.38 1.44 0.97
30-day 1.33 1.40 1.41 1.43 1.45 7.00 1.40 1.45 0.97
60-day 1.47 − 1.46 1.49 1.54 6.20 1.49 1.54 0.98
90-day − − 1.55 1.58 1.56 2.53 1.56 1.58 0.98
A2/P2 Nonfinancial
1-day 1.38 1.39 1.32 1.32 1.34 3.60 1.35 1.62 1.00
7-day 1.42 1.39 1.39 1.40 1.46 5.40 1.41 1.46 1.02
15-day 1.45 1.48 1.49 1.51 1.54 8.00 1.49 1.54 1.05
30-day 1.53 1.54 1.59 1.58 1.58 7.20 1.56 1.59 1.07
60-day 1.61 1.61 1.67 1.62 1.62 -0.20 1.63 1.72 1.06
90-day 1.73 1.67 1.75 1.74 1.74 0.20 1.73 1.77 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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