| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 02/11 | ||||||||||
| Term (days) | 02/05 | 02/06 | 02/09 | 02/10 | 02/11 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 0.99 | 0.96 | 0.97 | 0.97 | 0.98 | -0.40 | 0.97 | 1.38 | 0.89 | |
| 7-day | 0.99 | 0.99 | 0.98 | 0.98 | 0.99 | 0.20 | 0.99 | 1.28 | 0.92 | |
| 15-day | 1.00 | 0.99 | 1.01 | 1.00 | 1.01 | 0.20 | 1.00 | 1.27 | 0.91 | |
| 30-day | 1.01 | 1.00 | 1.01 | 1.02 | 1.01 | 0.40 | 1.01 | 1.25 | 0.92 | |
| 60-day | 1.03 | 1.02 | 1.02 | 1.03 | 1.02 | -0.60 | 1.02 | 1.26 | 0.89 | |
| 90-day | 1.04 | 1.04 | 1.04 | 1.04 | 1.04 | 0.40 | 1.04 | 1.26 | 0.91 | |
| AA Nonfinancial | ||||||||||
| 1-day | 0.97 | 0.96 | 0.97 | 0.96 | 0.97 | − | 0.97 | 1.37 | 0.89 | |
| 7-day | 0.98 | 0.94 | 0.98 | 0.99 | 0.98 | -1.60 | 0.97 | 1.27 | 0.90 | |
| 15-day | 0.99 | 0.99 | 0.99 | 0.98 | 1.00 | 0.60 | 0.99 | 1.27 | 0.95 | |
| 30-day | 1.00 | 1.00 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.28 | 0.91 | |
| 60-day | 1.01 | 1.00 | 1.00 | 1.01 | 1.00 | -1.60 | 1.00 | 1.28 | 0.90 | |
| 90-day | 1.01 | 1.01 | − | 1.01 | 1.00 | -0.25 | 1.01 | 1.33 | 0.88 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 1.03 | 1.02 | 1.03 | 1.03 | 1.02 | -1.20 | 1.03 | 1.49 | 1.00 | |
| 7-day | 1.06 | 1.07 | 1.06 | 1.05 | 1.04 | -0.20 | 1.06 | 1.43 | 1.03 | |
| 15-day | 1.07 | 1.07 | 1.07 | 1.06 | 1.07 | -0.60 | 1.07 | 1.43 | 1.06 | |
| 30-day | 1.09 | 1.08 | 1.11 | 1.12 | 1.14 | -1.00 | 1.11 | 1.54 | 1.08 | |
| 60-day | 1.26 | 1.10 | 1.11 | 1.12 | 1.11 | -2.00 | 1.14 | 1.54 | 1.06 | |
| 90-day | 1.25 | 1.16 | 1.12 | 1.15 | 1.15 | 0.10 | 1.17 | 1.61 | 1.05 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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