| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 09/11 | ||||||||||
| Term (days) | 09/05 | 09/08 | 09/09 | 09/10 | 09/11 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 0.94 | 1.00 | 0.98 | 0.96 | 0.98 | -8.05 | 0.97 | 1.97 | 0.89 | |
| 7-day | 1.00 | 1.01 | 1.00 | 1.03 | 1.02 | -1.55 | 1.01 | 1.78 | 0.93 | |
| 15-day | 1.01 | 1.02 | 1.02 | 1.03 | 1.02 | -0.75 | 1.02 | 1.81 | 0.91 | |
| 30-day | 1.04 | 1.05 | 1.05 | 1.04 | 1.04 | -0.10 | 1.04 | 1.76 | 0.92 | |
| 60-day | 1.06 | 1.06 | 1.05 | 1.05 | 1.04 | -0.05 | 1.05 | 1.78 | 0.89 | |
| 90-day | 1.06 | 1.07 | 1.06 | 1.06 | 1.05 | -1.00 | 1.06 | 1.77 | 0.91 | |
| AA Nonfinancial | ||||||||||
| 1-day | 0.92 | 0.98 | 0.96 | 0.94 | 0.96 | -7.55 | 0.95 | 1.96 | 0.89 | |
| 7-day | 1.00 | 1.00 | 0.99 | 0.97 | 0.97 | -3.65 | 0.99 | 1.83 | 0.97 | |
| 15-day | 1.01 | 1.00 | 0.97 | 1.02 | 1.01 | -2.80 | 1.00 | 1.78 | 0.95 | |
| 30-day | 1.05 | 1.03 | 1.02 | 1.02 | 1.02 | -0.70 | 1.03 | 1.78 | 0.91 | |
| 60-day | 1.04 | 1.03 | 1.03 | 1.03 | 1.02 | -0.50 | 1.03 | 1.75 | 0.90 | |
| 90-day | 1.06 | 1.05 | 1.03 | 1.04 | 1.04 | -0.35 | 1.04 | 1.78 | 0.88 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 1.02 | 1.05 | 1.05 | 1.02 | 1.04 | -8.15 | 1.04 | 2.17 | 1.00 | |
| 7-day | 1.10 | 1.12 | 1.12 | 1.12 | 1.16 | -0.60 | 1.12 | 2.09 | 1.07 | |
| 15-day | 1.16 | 1.12 | 1.10 | 1.10 | 1.12 | -2.75 | 1.12 | 2.03 | 1.09 | |
| 30-day | 1.21 | 1.18 | 1.18 | 1.15 | 1.17 | -2.95 | 1.18 | 2.04 | 1.14 | |
| 60-day | 1.25 | 1.22 | 1.17 | 1.15 | 1.24 | 0.10 | 1.21 | 2.18 | 1.10 | |
| 90-day | 1.20 | 1.21 | 1.22 | 1.21 | 1.22 | -0.55 | 1.21 | 2.25 | 1.05 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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