| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 08/11 | ||||||||||
| Term (days) | 08/05 | 08/06 | 08/07 | 08/08 | 08/11 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 0.99 | 0.91 | 0.96 | 0.94 | 1.01 | -9.80 | 0.96 | 1.97 | 0.91 | |
| 7-day | 1.02 | 0.99 | 1.00 | 0.99 | 1.03 | -2.80 | 1.01 | 1.81 | 0.93 | |
| 15-day | 1.05 | 1.02 | 1.01 | 1.02 | 1.02 | -1.20 | 1.02 | 1.81 | 0.91 | |
| 30-day | 1.04 | 1.04 | 1.04 | 1.04 | 1.02 | -0.40 | 1.04 | 1.76 | 0.92 | |
| 60-day | 1.05 | 1.04 | 1.05 | 1.04 | 1.05 | 0.40 | 1.05 | 1.78 | 0.89 | |
| 90-day | 1.07 | 1.04 | 1.04 | 1.06 | 1.05 | 0.40 | 1.05 | 1.77 | 0.91 | |
| AA Nonfinancial | ||||||||||
| 1-day | 0.98 | 0.91 | 0.95 | 0.93 | 1.00 | -9.60 | 0.95 | 1.96 | 0.91 | |
| 7-day | 1.04 | 0.99 | 1.01 | 1.00 | 1.02 | -2.20 | 1.01 | 1.83 | 0.97 | |
| 15-day | 1.01 | 1.02 | 1.02 | 1.03 | 1.01 | -1.20 | 1.02 | 1.78 | 0.95 | |
| 30-day | 1.03 | 1.02 | 1.01 | 1.02 | 1.04 | 0.00 | 1.02 | 1.78 | 0.91 | |
| 60-day | 1.03 | 1.04 | 1.02 | 1.01 | 1.02 | -1.40 | 1.02 | 1.75 | 0.90 | |
| 90-day | 1.04 | 1.04 | 1.03 | 1.02 | 1.04 | 0.15 | 1.03 | 1.78 | 0.88 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 1.08 | 1.02 | 1.06 | 1.02 | 1.08 | -8.00 | 1.05 | 2.17 | 1.02 | |
| 7-day | 1.12 | 1.12 | 1.09 | 1.10 | 1.12 | -2.20 | 1.11 | 2.09 | 1.07 | |
| 15-day | 1.12 | 1.16 | 1.10 | 1.09 | 1.11 | -2.00 | 1.12 | 2.05 | 1.09 | |
| 30-day | 1.20 | 1.19 | 1.22 | 1.16 | 1.18 | 1.60 | 1.19 | 2.12 | 1.14 | |
| 60-day | 1.22 | 1.22 | 1.25 | 1.18 | 1.24 | 3.20 | 1.22 | 2.18 | 1.10 | |
| 90-day | 1.24 | 1.23 | 1.29 | 1.23 | 1.25 | 6.40 | 1.25 | 2.25 | 1.05 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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