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ABS

Commercial Paper Two-Week Discount Rates

November 01, 2004, 12:00 a.m. EST 1 Min Read
Year to date as of 11/03
Term (days) 10/28 10/29 11/01 11/02 11/03 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.74 1.82 1.80 1.74 1.73 4.40 1.77 1.87 0.94
7-day 1.79 1.78 1.77 1.75 1.76 2.20 1.77 1.79 0.92
15-day 1.82 1.80 1.84 1.84 1.86 7.00 1.83 1.86 0.98
30-day 1.89 1.89 1.91 1.93 1.93 7.00 1.91 1.93 1.00
60-day 1.98 2.02 1.98 2.01 2.00 5.40 2.00 2.02 1.01
90-day 2.07 2.08 2.09 2.07 2.11 6.60 2.08 2.11 1.02
AA Nonfinancial
1-day 1.76 1.83 1.82 1.75 1.75 5.45 1.78 1.84 0.91
7-day 1.75 1.78 1.81 1.75 1.75 2.55 1.77 1.81 0.90
15-day 1.82 1.82 1.84 1.82 1.90 9.25 1.84 1.90 0.97
30-day 1.87 1.87 1.89 1.85 1.93 4.20 1.88 1.93 0.97
60-day − 2.02 − 1.98 2.02 1.17 2.01 2.02 0.98
90-day − − − − − − − 1.96 0.98
A2/P2 Nonfinancial
1-day 1.82 1.90 1.88 1.80 1.80 4.40 1.84 1.92 1.00
7-day 1.87 1.91 1.83 1.89 1.87 4.20 1.87 1.91 1.02
15-day 1.96 1.94 1.90 1.93 1.95 7.80 1.94 1.96 1.05
30-day 2.00 1.99 2.07 2.07 2.10 8.60 2.05 2.10 1.07
60-day 2.10 2.15 2.10 2.11 2.14 8.80 2.12 2.15 1.06
90-day 2.18 2.15 2.16 2.24 2.29 7.40 2.20 2.29 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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