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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 02/09
Term (days) 02/03 02/04 02/07 02/08 02/09 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 2.46 2.45 2.47 2.45 2.45 4.40 2.46 2.47 0.95
7-day 2.48 2.48 2.49 2.47 2.46 4.80 2.48 2.50 0.96
15-day 2.47 2.48 2.49 2.48 2.49 1.60 2.48 2.52 0.98
30-day 2.51 2.51 2.52 2.53 2.53 2.00 2.52 2.53 1.00
60-day 2.58 2.58 2.58 2.57 2.58 3.80 2.58 2.58 1.01
90-day 2.67 2.68 2.69 2.67 2.69 1.20 2.68 2.69 1.02
AA Nonfinancial
1-day 2.45 2.43 2.46 2.45 2.44 4.00 2.45 2.47 0.95
7-day 2.40 2.47 2.47 2.47 2.47 2.40 2.46 2.48 0.96
15-day 2.48 2.47 2.48 2.48 2.49 2.80 2.48 2.50 0.97
30-day 2.48 2.47 2.48 2.47 2.48 1.40 2.48 2.48 0.97
60-day 2.54 2.54 2.53 2.55 2.55 3.40 2.54 2.55 0.98
90-day − − − − − -0.00 − 2.60 0.99
A2/P2 Nonfinancial
1-day 2.52 2.52 2.53 2.52 2.52 3.60 2.52 2.56 1.02
7-day 2.53 2.55 2.56 2.55 2.53 1.20 2.54 2.58 1.02
15-day 2.57 2.55 2.55 2.56 2.53 -2.20 2.55 2.60 1.05
30-day 2.63 2.62 2.62 2.62 2.62 -2.40 2.62 2.67 1.07
60-day 2.73 2.64 2.75 2.62 2.69 -0.20 2.69 2.75 1.07
90-day 2.82 2.75 2.79 2.72 2.84 2.60 2.78 2.84 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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