| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 01/07 | ||||||||||
| Term (days) | 01/01 | 01/02 | 01/05 | 01/06 | 01/07 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | − | 1.00 | 1.00 | 0.97 | 0.96 | 0.25 | 0.98 | 1.38 | 0.89 | |
| 7-day | − | 0.98 | 0.99 | 0.98 | 0.98 | -0.50 | 0.98 | 1.28 | 0.92 | |
| 15-day | − | 1.00 | 1.01 | 1.00 | 0.99 | -2.75 | 1.00 | 1.27 | 0.91 | |
| 30-day | − | 1.01 | 1.02 | 1.02 | 1.01 | -1.25 | 1.02 | 1.27 | 0.92 | |
| 60-day | − | 1.02 | 1.04 | 1.03 | 1.03 | -1.25 | 1.03 | 1.29 | 0.89 | |
| 90-day | − | 1.03 | 1.05 | 1.05 | 1.05 | -1.00 | 1.05 | 1.29 | 0.91 | |
| AA Nonfinancial | ||||||||||
| 1-day | − | 0.98 | 0.99 | 0.96 | 0.95 | -1.75 | 0.97 | 1.37 | 0.89 | |
| 7-day | − | 1.00 | 1.00 | 0.97 | 0.97 | -2.50 | 0.98 | 1.27 | 0.96 | |
| 15-day | − | 1.00 | 0.99 | 1.00 | 0.98 | -5.25 | 0.99 | 1.27 | 0.95 | |
| 30-day | − | 1.03 | 1.02 | 1.00 | 1.00 | -1.75 | 1.01 | 1.28 | 0.91 | |
| 60-day | − | 1.02 | 1.01 | 1.01 | 1.01 | -2.75 | 1.01 | 1.33 | 0.90 | |
| 90-day | − | − | − | − | − | -3.00 | − | 1.33 | 0.88 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | − | 1.06 | 1.05 | 1.03 | 1.00 | -2.25 | 1.04 | 1.49 | 1.00 | |
| 7-day | − | 1.07 | 1.08 | 1.09 | 1.09 | -6.25 | 1.08 | 1.47 | 1.05 | |
| 15-day | − | 1.12 | 1.10 | 1.07 | 1.14 | -3.00 | 1.11 | 1.48 | 1.07 | |
| 30-day | − | 1.14 | 1.21 | 1.27 | 1.22 | -3.00 | 1.21 | 1.61 | 1.12 | |
| 60-day | − | 1.21 | 1.26 | 1.14 | 1.25 | -4.83 | 1.21 | 1.60 | 1.10 | |
| 90-day | − | − | − | 1.30 | 1.18 | -0.00 | 1.24 | 1.61 | 1.05 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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