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ABS

Commercial Paper Two-Week Discount Rates

December 12, 2005, 12:00 a.m. EST 1 Min Read
Year to date as of 12/09
Term (days) 12/05 12/06 12/07 12/08 12/09 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 3.99 3.97 3.99 4.06 4.15 3.60 4.03 4.15 2.01
7-day 4.01 4.07 4.10 4.10 4.15 8.40 4.09 4.15 1.97
15-day 4.13 4.16 4.17 4.17 4.19 1.60 4.16 4.19 2.09
30-day 4.24 4.22 4.23 4.24 4.25 0.20 4.24 4.25 2.25
60-day 4.27 4.28 4.29 4.31 4.33 4.20 4.30 4.33 2.24
90-day 4.31 4.35 4.32 4.36 4.36 4.40 4.34 4.36 2.28
AA Nonfinancial
1-day 4.01 3.98 3.99 4.06 4.15 4.20 4.04 4.15 2.06
7-day 4.00 3.96 4.06 4.00 4.20 1.40 4.04 4.20 2.16
15-day 4.07 4.04 4.15 4.23 4.24 7.60 4.15 4.24 2.18
30-day − 4.14 4.21 4.21 4.15 5.75 4.18 4.21 2.19
60-day − − − − − − − 4.15 2.27
90-day − − − − − − − 4.23 2.35
A2/P2 Nonfinancial
1-day 4.09 4.07 4.08 4.13 4.23 5.60 4.12 4.23 2.06
7-day 4.12 4.15 4.24 4.28 4.29 2.20 4.22 4.29 2.25
15-day 4.23 4.28 4.28 4.31 4.30 2.60 4.28 4.31 2.25
30-day 4.41 4.36 4.43 4.43 4.42 1.40 4.41 4.43 2.40
60-day 4.37 4.35 4.38 4.39 4.42 2.20 4.38 4.42 2.44
90-day − 4.38 4.42 4.36 4.48 1.33 4.41 4.48 2.50
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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