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Commercial Paper Two-Week Discount Rates

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COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES
Year to date as of 09/16
Term (days) 09/10 09/11 09/12 09/15 09/16 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.96 0.98 1.01 1.12 0.99 1.60 1.01 1.97 0.89
7-day 1.03 1.02 1.03 1.02 1.01 1.20 1.02 1.78 0.93
15-day 1.03 1.02 1.03 1.03 1.02 0.60 1.03 1.81 0.91
30-day 1.04 1.04 1.04 1.04 1.04 -1.00 1.04 1.76 0.92
60-day 1.05 1.04 1.05 1.05 1.06 -0.40 1.05 1.78 0.89
90-day 1.06 1.05 1.06 1.06 1.06 -0.60 1.06 1.77 0.91
AA Nonfinancial
1-day 0.94 0.96 0.98 1.08 0.97 1.20 0.99 1.96 0.89
7-day 0.97 0.97 1.00 1.04 1.00 -1.00 1.00 1.83 0.97
15-day 1.02 1.01 1.00 1.01 1.00 -0.00 1.01 1.78 0.95
30-day 1.02 1.02 0.98 1.01 1.03 -2.20 1.01 1.78 0.91
60-day 1.03 1.02 1.02 1.04 1.03 -0.40 1.03 1.75 0.90
90-day 1.04 1.04 1.04 1.03 1.04 -1.00 1.04 1.78 0.88
A2/P2 Nonfinancial
1-day 1.02 1.04 1.05 1.17 1.07 0.60 1.07 2.17 1.00
7-day 1.12 1.16 1.11 1.13 1.11 0.80 1.13 2.09 1.07
15-day 1.10 1.12 1.13 1.15 1.14 -1.00 1.13 2.03 1.09
30-day 1.15 1.17 1.17 1.19 1.17 -1.40 1.17 2.04 1.14
60-day 1.15 1.24 1.22 1.19 1.23 0.40 1.21 2.18 1.10
90-day 1.21 1.22 1.26 1.19 1.25 1.20 1.23 2.25 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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