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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 10/16
Term (days) 10/10 10/13 10/14 10/15 10/16 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 0.97 − 1.07 1.10 1.03 6.05 1.04 1.89 0.89
7-day 1.01 − 1.02 1.01 1.01 1.25 1.01 1.78 0.93
15-day 1.02 − 1.02 1.03 1.03 0.90 1.02 1.77 0.91
30-day 1.01 − 1.04 1.03 1.03 -0.05 1.03 1.76 0.92
60-day 1.04 − 1.05 1.04 1.05 0.30 1.04 1.78 0.89
90-day 1.04 − 1.06 1.06 1.08 0.60 1.06 1.77 0.91
AA Nonfinancial
1-day 0.96 − 1.05 1.07 1.00 6.00 1.02 1.89 0.89
7-day 0.99 − 1.02 1.02 1.02 2.45 1.01 1.79 0.97
15-day 1.00 − 1.00 1.03 1.01 1.00 1.01 1.76 0.95
30-day 1.01 − 1.00 1.00 1.02 -1.25 1.01 1.76 0.91
60-day 1.01 − 1.02 1.03 1.02 -0.60 1.02 1.75 0.90
90-day 1.06 − 1.06 1.09 1.06 2.35 1.07 1.78 0.88
A2/P2 Nonfinancial
1-day 1.06 − 1.14 1.16 1.09 5.65 1.11 2.00 1.00
7-day 1.09 − 1.11 1.10 1.10 -0.40 1.10 2.09 1.05
15-day 1.11 − 1.15 1.15 1.11 0.40 1.13 2.03 1.09
30-day 1.16 − 1.21 1.21 1.17 0.55 1.19 2.03 1.12
60-day 1.17 − 1.27 1.20 1.17 2.85 1.20 2.18 1.10
90-day 1.25 − 1.20 1.26 1.22 0.45 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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