| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 12/10 | ||||||||||
| Term (days) | 12/04 | 12/05 | 12/08 | 12/09 | 12/10 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 0.98 | 0.98 | 0.99 | 0.98 | 0.97 | -2.75 | 0.98 | 1.38 | 0.89 | |
| 7-day | 0.97 | 0.99 | 1.00 | 1.00 | 1.00 | -1.55 | 0.99 | 1.33 | 0.93 | |
| 15-day | 1.00 | 1.00 | 1.01 | 1.01 | 1.00 | -1.60 | 1.00 | 1.33 | 0.91 | |
| 30-day | 1.04 | 1.04 | 1.06 | 1.06 | 1.07 | 2.40 | 1.05 | 1.32 | 0.92 | |
| 60-day | 1.08 | 1.08 | 1.08 | 1.08 | 1.07 | 1.55 | 1.08 | 1.32 | 0.89 | |
| 90-day | 1.07 | 1.09 | 1.09 | 1.09 | 1.08 | 0.65 | 1.08 | 1.33 | 0.91 | |
| AA Nonfinancial | ||||||||||
| 1-day | 0.96 | 0.96 | 0.97 | 0.96 | 0.95 | -3.25 | 0.96 | 1.37 | 0.89 | |
| 7-day | 1.00 | 1.02 | 0.98 | 0.97 | 1.00 | -1.35 | 0.99 | 1.39 | 0.96 | |
| 15-day | 1.00 | 0.99 | 0.98 | 0.99 | 0.99 | -2.00 | 0.99 | 1.38 | 0.95 | |
| 30-day | 1.03 | 1.03 | 1.02 | 1.04 | 1.03 | 1.75 | 1.03 | 1.35 | 0.91 | |
| 60-day | 1.05 | 1.04 | 1.05 | 1.05 | 1.05 | -0.45 | 1.05 | 1.35 | 0.90 | |
| 90-day | 1.05 | 1.05 | 1.04 | 1.05 | 1.06 | -1.75 | 1.05 | 1.36 | 0.88 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 1.05 | 1.05 | 1.07 | 1.05 | 1.04 | -2.80 | 1.05 | 1.57 | 1.00 | |
| 7-day | 1.08 | 1.07 | 1.06 | 1.07 | 1.06 | -2.70 | 1.07 | 1.75 | 1.05 | |
| 15-day | 1.11 | 1.09 | 1.10 | 1.08 | 1.10 | -0.15 | 1.10 | 1.80 | 1.08 | |
| 30-day | 1.25 | 1.24 | 1.19 | 1.17 | 1.21 | 4.70 | 1.21 | 1.97 | 1.12 | |
| 60-day | 1.33 | 1.24 | 1.36 | 1.33 | 1.16 | 2.40 | 1.28 | 1.96 | 1.10 | |
| 90-day | 1.17 | 1.35 | 1.36 | − | 1.28 | -2.67 | 1.29 | 1.97 | 1.05 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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