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Commercial Paper Two-Week Discount Rates

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COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES
Year to date as of 07/29
Term (days) 07/23 07/26 07/27 07/28 07/29 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.22 1.24 1.25 1.26 1.28 1.40 1.25 1.39 0.89
7-day 1.23 1.28 1.25 1.27 1.27 2.00 1.26 1.28 0.92
15-day 1.24 1.28 1.27 1.29 1.31 2.60 1.28 1.31 0.98
30-day 1.33 1.36 1.36 1.38 1.41 5.00 1.37 1.41 1.00
60-day 1.45 1.45 1.48 1.46 1.48 4.20 1.46 1.48 1.01
90-day 1.54 1.53 1.57 1.60 1.61 5.60 1.57 1.61 1.02
AA Nonfinancial
1-day 1.22 1.23 1.23 1.23 1.26 0.20 1.23 1.42 0.89
7-day 1.25 1.30 1.22 1.26 1.28 1.40 1.26 1.30 0.90
15-day 1.24 1.24 1.23 1.25 1.27 − 1.25 1.28 0.97
30-day 1.32 1.33 1.34 1.34 1.34 3.00 1.33 1.34 0.97
60-day 1.40 1.42 1.42 1.45 1.45 4.60 1.43 1.45 0.98
90-day 1.51 1.54 1.53 1.55 1.56 3.80 1.54 1.56 0.98
A2/P2 Nonfinancial
1-day 1.29 1.31 1.30 1.32 1.35 1.20 1.31 1.62 1.00
7-day 1.33 1.36 1.36 1.36 1.38 2.20 1.36 1.42 1.02
15-day 1.40 1.40 1.39 1.43 1.45 4.60 1.41 1.45 1.05
30-day 1.47 1.46 1.52 1.49 1.52 1.20 1.49 1.52 1.07
60-day 1.60 1.61 1.57 1.64 1.72 5.60 1.63 1.72 1.06
90-day 1.73 1.70 1.68 1.74 1.77 5.00 1.72 1.77 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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