| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of Jul 16 | ||||||||||
| Term (days) | 07/10 | 07/11 | 07/14 | 07/15 | 07/16 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 0.98 | 0.95 | 1.00 | 1.09 | 1.02 | 0.80 | 1.01 | 1.99 | 0.95 | |
| 7-day | 1.00 | 0.99 | 1.00 | 1.01 | 1.00 | -1.50 | 1.00 | 1.81 | 0.99 | |
| 15-day | 1.01 | 1.00 | 1.00 | 1.01 | 1.01 | -1.40 | 1.01 | 1.81 | 1.00 | |
| 30-day | 1.02 | 1.02 | 1.01 | 1.02 | 1.01 | -1.15 | 1.02 | 1.77 | 1.01 | |
| 60-day | 1.02 | 1.02 | 1.03 | 1.01 | 1.02 | -0.75 | 1.02 | 1.78 | 0.97 | |
| 90-day | 1.02 | 1.01 | 1.02 | 1.02 | 1.02 | -0.45 | 1.02 | 1.79 | 0.94 | |
| AA Nonfinancial | ||||||||||
| 1-day | 0.97 | 0.94 | 0.98 | 1.08 | 1.02 | 1.30 | 1.00 | 1.98 | 0.94 | |
| 7-day | 0.99 | 1.02 | 0.98 | 1.02 | 0.99 | 0.25 | 1.00 | 1.83 | 0.98 | |
| 15-day | 0.97 | 0.98 | 0.98 | 1.01 | 1.00 | -1.45 | 0.99 | 1.78 | 0.97 | |
| 30-day | 1.01 | 1.00 | 1.00 | 1.00 | 1.01 | -1.10 | 1.00 | 1.81 | 0.99 | |
| 60-day | 1.02 | 1.02 | 1.00 | 1.01 | 1.01 | 0.45 | 1.01 | 1.76 | 0.95 | |
| 90-day | 1.02 | 1.01 | 1.01 | 1.00 | 1.00 | -0.20 | 1.01 | 1.81 | 0.93 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 1.06 | 1.02 | 1.08 | 1.19 | 1.11 | 1.70 | 1.09 | 2.17 | 1.02 | |
| 7-day | 1.11 | 1.09 | 1.11 | 1.13 | 1.10 | -1.70 | 1.11 | 2.12 | 1.09 | |
| 15-day | 1.15 | 1.16 | 1.14 | 1.12 | 1.13 | -0.75 | 1.14 | 2.06 | 1.12 | |
| 30-day | 1.14 | 1.16 | 1.24 | 1.14 | 1.19 | -1.35 | 1.17 | 2.12 | 1.14 | |
| 60-day | 1.15 | 1.23 | 1.21 | 1.18 | 1.17 | -2.45 | 1.19 | 2.18 | 1.15 | |
| 90-day | 1.16 | 1.24 | n.a. | 1.15 | 1.20 | -1.75 | 1.19 | 2.25 | 1.15 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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