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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 12/09
Term (days) 12/03 12/06 12/07 12/08 12/09 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.96 1.98 1.99 1.98 2.03 -1.20 1.99 2.04 0.94
7-day 1.99 2.00 2.04 2.04 2.08 3.00 2.03 2.08 0.92
15-day 2.06 2.10 2.12 2.13 2.15 9.60 2.11 2.15 0.98
30-day 2.17 2.19 2.20 2.24 2.26 8.00 2.21 2.26 1.00
60-day 2.27 2.28 2.28 2.31 2.31 5.40 2.29 2.31 1.01
90-day 2.32 2.34 2.35 2.36 2.37 6.00 2.35 2.37 1.02
AA Nonfinancial
1-day 1.95 1.96 1.98 1.97 2.02 -3.20 1.98 2.05 0.91
7-day 2.00 2.00 2.00 2.03 2.12 3.20 2.03 2.12 0.90
15-day 2.07 2.08 2.13 2.14 2.18 1.00 2.12 2.18 0.97
30-day 2.13 2.10 2.19 2.16 2.27 6.80 2.17 2.27 0.97
60-day 2.23 2.22 2.24 2.25 2.26 4.25 2.24 2.26 0.98
90-day − 2.26 − − 2.35 0.50 2.30 2.35 0.98
A2/P2 Nonfinancial
1-day 2.04 2.05 2.05 2.04 2.08 -1.80 2.05 2.10 1.00
7-day 2.06 2.06 2.10 2.14 2.20 3.80 2.11 2.20 1.02
15-day 2.19 2.21 2.21 2.26 2.26 8.40 2.23 2.26 1.05
30-day 2.34 2.37 2.38 2.41 2.43 8.40 2.39 2.43 1.07
60-day 2.45 2.38 2.39 2.45 2.44 6.60 2.42 2.45 1.06
90-day 2.48 2.47 2.46 2.51 − 2.75 2.48 2.51 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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