| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 02/04 | ||||||||||
| Term (days) | 01/29 | 01/30 | 02/02 | 02/03 | 02/04 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 0.99 | 0.99 | 0.99 | 0.96 | 0.96 | -0.80 | 0.98 | 1.38 | 0.89 | |
| 7-day | 0.97 | 0.97 | 1.00 | 1.00 | 0.98 | 0.40 | 0.98 | 1.28 | 0.92 | |
| 15-day | 1.00 | 1.00 | 1.01 | 1.00 | 0.99 | 0.40 | 1.00 | 1.27 | 0.91 | |
| 30-day | 1.01 | 1.00 | 1.01 | 1.00 | 1.01 | -0.40 | 1.01 | 1.26 | 0.92 | |
| 60-day | 1.03 | 1.03 | 1.03 | 1.03 | 1.03 | 0.80 | 1.03 | 1.26 | 0.89 | |
| 90-day | 1.03 | 1.04 | 1.03 | 1.04 | 1.04 | − | 1.04 | 1.26 | 0.91 | |
| AA Nonfinancial | ||||||||||
| 1-day | 0.98 | 0.98 | 0.97 | 0.94 | 0.96 | -0.60 | 0.97 | 1.37 | 0.89 | |
| 7-day | 1.00 | 1.00 | 0.99 | 0.98 | 0.98 | 0.60 | 0.99 | 1.27 | 0.90 | |
| 15-day | 0.98 | 1.00 | 0.98 | 0.98 | 0.98 | -1.00 | 0.98 | 1.27 | 0.95 | |
| 30-day | 0.99 | 0.99 | 0.98 | 0.99 | 0.99 | -1.40 | 0.99 | 1.28 | 0.91 | |
| 60-day | 1.00 | 1.07 | 1.03 | 1.00 | 1.00 | 2.40 | 1.02 | 1.28 | 0.90 | |
| 90-day | 1.00 | − | 1.01 | 1.02 | 1.01 | 0.67 | 1.01 | 1.33 | 0.88 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 1.03 | 1.06 | 1.05 | 1.03 | 1.02 | 0.40 | 1.04 | 1.49 | 1.00 | |
| 7-day | 1.05 | 1.05 | 1.06 | 1.08 | 1.05 | − | 1.06 | 1.43 | 1.03 | |
| 15-day | 1.07 | 1.10 | 1.07 | 1.06 | 1.07 | -2.00 | 1.07 | 1.43 | 1.06 | |
| 30-day | 1.13 | 1.10 | 1.10 | 1.10 | 1.16 | -0.20 | 1.12 | 1.54 | 1.08 | |
| 60-day | 1.16 | 1.26 | 1.11 | 1.06 | 1.21 | 4.60 | 1.16 | 1.54 | 1.06 | |
| 90-day | 1.13 | 1.20 | 1.13 | 1.20 | − | -6.30 | 1.16 | 1.61 | 1.05 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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