| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 06/09 | ||||||||||
| Term (days) | 06/03 | 06/04 | 06/07 | 06/08 | 06/09 | 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 | 0.98 | -1.30 | 0.98 | 1.32 | 0.89 | |
| 7-day | 1.00 | 0.98 | 0.98 | 0.98 | 1.00 | -2.45 | 0.99 | 1.23 | 0.92 | |
| 15-day | 1.00 | 1.01 | 1.01 | 0.99 | 1.00 | -0.55 | 1.00 | 1.21 | 0.91 | |
| 30-day | 1.04 | 1.04 | 1.08 | 1.07 | 1.08 | 3.20 | 1.06 | 1.13 | 0.92 | |
| 60-day | 1.14 | 1.18 | 1.19 | 1.17 | 1.20 | 2.35 | 1.18 | 1.20 | 0.89 | |
| 90-day | 1.26 | 1.32 | 1.28 | 1.29 | 1.34 | 6.80 | 1.30 | 1.34 | 0.91 | |
| AA Nonfinancial | ||||||||||
| 1-day | 0.99 | 0.98 | 0.98 | 0.98 | 0.97 | -2.75 | 0.98 | 1.31 | 0.89 | |
| 7-day | 1.02 | 1.01 | 1.00 | 0.99 | 0.97 | -2.20 | 1.00 | 1.23 | 0.90 | |
| 15-day | 1.00 | 0.99 | 1.00 | 1.07 | 0.99 | -0.25 | 1.01 | 1.18 | 0.95 | |
| 30-day | 0.98 | 1.04 | 1.06 | 1.05 | 1.05 | 2.85 | 1.04 | 1.11 | 0.91 | |
| 60-day | 1.11 | 1.11 | 1.14 | 1.13 | 1.19 | 4.10 | 1.14 | 1.19 | 0.90 | |
| 90-day | 1.23 | − | 1.27 | 1.25 | 1.29 | 5.00 | 1.26 | 1.29 | 0.88 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 1.06 | 1.05 | 1.08 | 1.05 | 1.04 | -1.40 | 1.06 | 1.42 | 1.00 | |
| 7-day | 1.08 | 1.04 | 1.08 | 1.08 | 1.07 | -2.50 | 1.07 | 1.34 | 1.02 | |
| 15-day | 1.09 | 1.09 | 1.11 | 1.10 | 1.11 | -1.75 | 1.10 | 1.31 | 1.05 | |
| 30-day | 1.17 | 1.18 | 1.26 | 1.22 | 1.20 | 6.85 | 1.21 | 1.35 | 1.07 | |
| 60-day | 1.31 | 1.28 | 1.28 | 1.32 | 1.38 | 8.15 | 1.31 | 1.38 | 1.06 | |
| 90-day | 1.36 | 1.43 | 1.38 | 1.47 | 1.45 | 7.05 | 1.42 | 1.47 | 1.05 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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