ABS

Commercial Paper Two-Week Discount Rates

Published June 30, 2003 12:00 AM EDT 1 Min Read

<!–

–>

COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES
Year to date as of Jun 25

Term (days)	06/12	06/13	06/16	06/17	06/18	1-week Change (bps)*	5-day Average	52-wk High	52-wk Low


AA Financial
1-day	1.25	1.23	1.32	1.24	1.24	1.60	1.26	1.99	1.16
7-day	1.20	1.22	1.23	1.22	1.23	-0.60	1.22	1.81	1.19
15-day	1.19	1.16	1.15	1.06	1.06	-0.20	1.12	1.81	1.19
30-day	1.10	1.07	1.03	1.03	1.03	-2.40	1.05	1.77	1.18
60-day	1.04	1.02	0.99	0.97	0.99	-1.40	1.00	1.79	1.13
90-day	1.00	0.99	0.96	0.95	0.99	-1.40	0.98	1.82	1.10

AA Nonfinancial
1-day	1.23	1.21	1.31	1.22	1.22	1.60	1.24	1.98	1.18
7-day	1.19	1.23	1.21	1.22	1.19	-0.60	1.21	1.83	1.19
15-day	1.18	1.14	1.07	1.02	1.07	-0.40	1.10	1.80	1.19
30-day	1.06	1.05	1.00	1.00	1.01	-3.40	1.02	1.81	1.16
60-day	1.04	1.01	0.95	0.96	0.96	-3.00	0.98	1.77	1.13
90-day	1.00	0.98	0.95	0.93	0.98	-1.00	0.97	1.82	1.10

A2/P2 Nonfinancial
1-day	1.29	1.28	1.38	1.30	1.30	1.80	1.31	2.17	1.28
7-day	1.34	1.28	1.30	1.30	1.29	-0.60	1.30	2.14	1.30
15-day	1.31	1.29	1.28	1.24	1.26	-4.40	1.28	2.10	1.29
30-day	1.35	1.34	1.24	1.28	1.31	-3.80	1.30	2.12	1.32
60-day	1.32	1.26	1.25	1.21	1.16	-3.20	1.24	2.18	1.35
90-day	1.20	1.22	1.22	1.22	1.27	-3.65	1.23	2.25	1.32



Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank