| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 08/23 | ||||||||||
| Term (days) | 08/17 | 08/18 | 08/19 | 08/20 | 08/23 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 1.45 | 1.37 | 1.45 | 1.44 | 1.48 | -3.20 | 1.44 | 1.53 | 0.94 | |
| 7-day | 1.48 | 1.43 | 1.47 | 1.46 | 1.49 | -1.80 | 1.47 | 1.50 | 0.92 | |
| 15-day | 1.49 | 1.48 | 1.50 | 1.47 | 1.50 | 0.40 | 1.49 | 1.50 | 0.98 | |
| 30-day | 1.50 | 1.49 | 1.50 | 1.49 | 1.50 | -0.60 | 1.50 | 1.51 | 1.00 | |
| 60-day | 1.56 | 1.57 | 1.56 | 1.58 | 1.59 | 1.80 | 1.57 | 1.59 | 1.01 | |
| 90-day | 1.60 | 1.63 | 1.65 | 1.65 | 1.64 | 1.60 | 1.63 | 1.65 | 1.02 | |
| AA Nonfinancial | ||||||||||
| 1-day | 1.47 | 1.37 | 1.45 | 1.45 | 1.47 | -3.20 | 1.44 | 1.55 | 0.91 | |
| 7-day | 1.48 | 1.45 | 1.47 | 1.48 | 1.48 | -0.80 | 1.47 | 1.50 | 0.90 | |
| 15-day | 1.49 | 1.49 | 1.48 | 1.49 | 1.53 | 1.60 | 1.50 | 1.53 | 0.97 | |
| 30-day | 1.49 | 1.49 | 1.48 | 1.48 | 1.49 | 0.20 | 1.49 | 1.50 | 0.97 | |
| 60-day | 1.52 | 1.54 | 1.54 | 1.55 | 1.55 | 1.80 | 1.54 | 1.55 | 0.98 | |
| 90-day | 1.64 | 1.60 | 1.60 | 1.62 | − | 3.00 | 1.62 | 1.64 | 0.98 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 1.53 | 1.47 | 1.53 | 1.53 | 1.55 | -3.00 | 1.52 | 1.62 | 1.00 | |
| 7-day | 1.57 | 1.54 | 1.54 | 1.54 | 1.60 | -1.40 | 1.56 | 1.60 | 1.02 | |
| 15-day | 1.58 | 1.59 | 1.59 | 1.61 | 1.57 | 0.60 | 1.59 | 1.62 | 1.05 | |
| 30-day | 1.66 | 1.59 | 1.66 | 1.63 | 1.62 | -0.60 | 1.63 | 1.66 | 1.07 | |
| 60-day | 1.69 | 1.71 | 1.68 | 1.71 | 1.68 | 0.20 | 1.69 | 1.73 | 1.06 | |
| 90-day | 1.78 | 1.75 | 1.75 | 1.78 | 1.71 | -1.60 | 1.75 | 1.78 | 1.07 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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By
John Hintze
