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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 03/17
Term (days) 03/11 03/14 03/15 03/16 03/17 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 2.48 2.53 2.60 2.50 2.58 6.60 2.54 2.60 0.95
7-day 2.48 2.54 2.57 2.61 2.65 9.00 2.57 2.65 0.96
15-day 2.57 2.60 2.67 2.67 2.61 0.60 2.62 2.67 0.98
30-day 2.69 2.71 2.72 2.74 2.75 6.60 2.72 2.75 1.00
60-day 2.77 2.80 2.81 2.82 2.85 5.40 2.81 2.85 1.01
90-day 2.86 2.93 2.89 2.94 2.95 5.40 2.91 2.95 1.02
AA Nonfinancial
1-day 2.47 2.54 2.61 2.51 2.58 8.60 2.54 2.61 0.95
7-day 2.50 2.53 2.61 2.58 2.65 7.20 2.57 2.65 0.96
15-day 2.52 2.64 2.63 2.63 2.70 2.40 2.62 2.70 0.97
30-day 2.62 2.64 2.69 2.68 2.69 5.80 2.66 2.69 0.97
60-day 2.73 2.72 2.75 2.76 2.76 4.40 2.74 2.76 0.99
90-day 2.81 − − − − 3.50 2.81 2.81 1.00
A2/P2 Nonfinancial
1-day 2.55 2.59 2.67 2.58 2.65 8.00 2.61 2.67 1.03
7-day 2.59 2.65 2.66 2.65 2.73 0.40 2.66 2.73 1.02
15-day 2.67 2.75 2.78 2.77 2.80 2.40 2.75 2.80 1.05
30-day 2.85 2.84 2.93 2.86 2.95 8.40 2.89 2.95 1.08
60-day 2.93 2.97 2.95 2.92 2.93 8.00 2.94 2.97 1.07
90-day 3.00 3.06 3.02 3.07 3.10 7.25 3.05 3.10 1.09
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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