| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 10/22 | ||||||||||
| Term (days) | 10/16 | 10/17 | 10/20 | 10/21 | 10/22 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 1.03 | 0.97 | 1.00 | 0.99 | 0.98 | -3.85 | 0.99 | 1.89 | 0.89 | |
| 7-day | 1.01 | 1.00 | 1.00 | 1.00 | 0.99 | -1.25 | 1.00 | 1.78 | 0.93 | |
| 15-day | 1.03 | 1.02 | 1.03 | 1.03 | 1.01 | 0.40 | 1.02 | 1.77 | 0.91 | |
| 30-day | 1.03 | 1.03 | 1.04 | 1.03 | 1.03 | 0.45 | 1.03 | 1.76 | 0.92 | |
| 60-day | 1.05 | 1.06 | 1.06 | 1.05 | 1.05 | 1.15 | 1.05 | 1.76 | 0.89 | |
| 90-day | 1.08 | 1.06 | 1.08 | 1.08 | 1.07 | 2.15 | 1.07 | 1.76 | 0.91 | |
| AA Nonfinancial | ||||||||||
| 1-day | 1.00 | 0.96 | 0.98 | 0.96 | 0.96 | -3.80 | 0.97 | 1.89 | 0.89 | |
| 7-day | 1.02 | 0.96 | 1.01 | 0.99 | 1.02 | 0.00 | 1.00 | 1.79 | 0.96 | |
| 15-day | 1.01 | 0.99 | 1.00 | 0.99 | 1.02 | -0.30 | 1.00 | 1.76 | 0.95 | |
| 30-day | 1.02 | 1.02 | 1.03 | 1.02 | 1.02 | 1.45 | 1.02 | 1.76 | 0.91 | |
| 60-day | 1.02 | 1.02 | 1.02 | 1.03 | 1.02 | -0.05 | 1.02 | 1.75 | 0.90 | |
| 90-day | 1.06 | 1.04 | 1.04 | 1.04 | − | -1.75 | 1.04 | 1.75 | 0.88 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 1.09 | 1.05 | 1.08 | 1.06 | 1.06 | -3.45 | 1.07 | 2.00 | 1.00 | |
| 7-day | 1.10 | 1.09 | 1.08 | 1.06 | 1.06 | -1.95 | 1.08 | 2.09 | 1.05 | |
| 15-day | 1.11 | 1.11 | 1.08 | 1.11 | 1.10 | -2.80 | 1.10 | 2.03 | 1.08 | |
| 30-day | 1.17 | 1.20 | 1.16 | 1.18 | 1.13 | -2.45 | 1.17 | 2.03 | 1.12 | |
| 60-day | 1.17 | 1.22 | 1.20 | 1.19 | 1.30 | 2.10 | 1.22 | 2.18 | 1.10 | |
| 90-day | 1.22 | 1.27 | 1.24 | 1.25 | 1.30 | 4.10 | 1.26 | 2.25 | 1.05 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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