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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 01/20
Term (days) 01/14 01/17 01/18 01/19 01/20 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 2.25 − 2.30 2.22 2.22 3.15 2.25 2.30 0.95
7-day 2.21 − 2.23 2.22 2.22 0.40 2.22 2.37 0.95
15-day 2.23 − 2.25 2.25 2.27 0.80 2.25 2.31 0.98
30-day 2.33 − 2.38 2.39 2.39 6.05 2.37 2.39 1.00
60-day 2.44 − 2.47 2.48 2.49 4.20 2.47 2.49 1.01
90-day 2.56 − 2.59 2.59 2.61 7.15 2.59 2.61 1.02
AA Nonfinancial
1-day 2.26 − 2.29 2.21 2.21 5.25 2.24 2.29 0.94
7-day 2.24 − 2.26 2.24 2.23 2.45 2.24 2.31 0.90
15-day 2.25 − 2.30 2.25 2.29 3.05 2.27 2.41 0.97
30-day 2.33 − 2.33 2.35 2.36 6.45 2.34 2.36 0.97
60-day 2.40 − 2.41 2.41 2.43 6.25 2.41 2.43 0.98
90-day 2.51 − 2.52 2.52 2.55 5.00 2.52 2.55 0.99
A2/P2 Nonfinancial
1-day 2.32 − 2.37 2.29 2.28 3.30 2.32 2.37 1.02
7-day 2.32 − 2.36 2.32 2.33 2.85 2.33 2.50 1.02
15-day 2.39 − 2.39 2.40 2.36 3.30 2.39 2.57 1.05
30-day 2.48 − 2.57 2.59 2.56 7.60 2.55 2.59 1.07
60-day 2.59 − 2.61 2.59 2.63 1.10 2.60 2.63 1.06
90-day 2.72 − 2.72 2.75 2.70 3.25 2.72 2.75 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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