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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 03/10
Term (days) 03/04 03/07 03/08 03/09 03/10 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 2.46 2.49 2.47 2.45 2.49 -3.60 2.47 2.58 0.95
7-day 2.48 2.49 2.49 2.48 2.46 -1.00 2.48 2.52 0.96
15-day 2.50 2.52 2.53 2.52 2.52 1.40 2.52 2.53 0.98
30-day 2.62 2.66 2.66 2.67 2.67 7.20 2.66 2.67 1.00
60-day 2.74 2.74 2.75 2.75 2.80 5.20 2.76 2.80 1.01
90-day 2.83 2.87 2.86 2.84 2.90 6.20 2.86 2.90 1.02
AA Nonfinancial
1-day 2.45 2.46 2.45 2.44 2.48 -4.60 2.46 2.58 0.95
7-day 2.50 2.49 2.49 2.51 2.52 -2.20 2.50 2.54 0.96
15-day 2.48 2.50 2.50 2.51 2.51 0.20 2.50 2.54 0.97
30-day 2.58 2.63 2.60 2.62 2.60 3.80 2.61 2.64 0.97
60-day 2.68 2.72 2.69 2.69 2.72 3.50 2.70 2.72 0.98
90-day 2.75 − − − 2.80 7.50 2.78 2.80 1.00
A2/P2 Nonfinancial
1-day 2.52 2.55 2.52 2.51 2.54 -4.80 2.53 2.65 1.03
7-day 2.56 2.57 2.55 2.54 2.54 -2.60 2.55 2.62 1.02
15-day 2.61 2.68 2.63 2.59 2.64 4.40 2.63 2.68 1.05
30-day 2.76 2.85 2.76 2.83 2.81 1.20 2.80 2.85 1.07
60-day 2.82 2.86 2.84 2.85 2.93 5.20 2.86 2.93 1.07
90-day 2.97 2.96 2.98 3.00 − 2.15 2.98 3.00 1.09
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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