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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 12/02
Term (days) 11/26 11/29 11/30 12/01 12/02 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.97 2.00 2.04 2.01 1.98 6.75 2.00 2.04 0.94
7-day 2.00 2.00 2.00 1.99 2.01 1.00 2.00 2.01 0.92
15-day 1.99 2.00 2.01 2.02 2.06 1.85 2.02 2.06 0.98
30-day 2.10 2.15 2.13 2.14 2.14 6.70 2.13 2.15 1.00
60-day 2.18 2.25 2.24 2.25 2.26 3.85 2.24 2.26 1.01
90-day 2.18 2.30 2.31 2.32 2.33 2.80 2.29 2.33 1.02
AA Nonfinancial
1-day 2.00 2.02 2.05 2.00 1.97 3.30 2.01 2.05 0.91
7-day 2.00 2.00 2.00 1.99 2.00 1.80 2.00 2.03 0.90
15-day 2.02 2.01 2.00 2.00 2.02 1.25 2.01 2.02 0.97
30-day 2.07 2.10 2.09 2.16 2.09 4.70 2.10 2.16 0.97
60-day − 2.17 2.17 2.23 2.22 5.75 2.20 2.23 0.98
90-day − − − − − -2.67 − 2.23 0.98
A2/P2 Nonfinancial
1-day 2.05 2.08 2.10 2.07 2.05 2.75 2.07 2.10 1.00
7-day 2.05 2.07 2.09 2.07 2.09 -1.60 2.07 2.16 1.02
15-day 2.13 2.12 2.13 2.15 2.18 2.45 2.14 2.18 1.05
30-day 2.19 2.35 2.27 2.37 2.33 6.95 2.30 2.37 1.07
60-day 2.30 2.34 2.37 2.36 2.41 3.35 2.36 2.41 1.06
90-day 2.48 − 2.42 2.44 2.47 6.50 2.45 2.48 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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