| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 08/11 | ||||||||||
| Term (days) | 08/05 | 08/08 | 08/09 | 08/10 | 08/11 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 3.39 | 3.46 | 3.44 | 3.44 | 3.42 | 9.20 | 3.43 | 3.46 | 1.37 | |
| 7-day | 3.32 | 3.46 | 3.46 | 3.47 | 3.47 | 3.80 | 3.44 | 3.47 | 1.43 | |
| 15-day | 3.48 | 3.47 | 3.48 | 3.47 | 3.48 | 8.60 | 3.48 | 3.48 | 1.46 | |
| 30-day | 3.46 | 3.49 | 3.51 | 3.50 | 3.50 | 6.00 | 3.49 | 3.51 | 1.49 | |
| 60-day | 3.54 | 3.55 | 3.58 | 3.57 | 3.58 | 4.60 | 3.56 | 3.58 | 1.55 | |
| 90-day | 3.65 | 3.65 | 3.66 | 3.67 | 3.66 | 5.00 | 3.66 | 3.67 | 1.60 | |
| AA Nonfinancial | ||||||||||
| 1-day | 3.38 | 3.45 | 3.44 | 3.43 | 3.41 | 8.40 | 3.42 | 3.45 | 1.37 | |
| 7-day | 3.41 | 3.46 | 3.45 | 3.45 | 3.44 | 3.80 | 3.44 | 3.46 | 1.45 | |
| 15-day | 3.45 | 3.47 | 3.46 | 3.43 | 3.43 | 9.20 | 3.45 | 3.47 | 1.47 | |
| 30-day | 3.42 | 3.44 | 3.44 | 3.45 | 3.46 | 5.20 | 3.44 | 3.46 | 1.48 | |
| 60-day | 3.52 | − | − | − | 3.54 | 9.00 | 3.53 | 3.54 | 1.52 | |
| 90-day | 3.64 | − | − | − | − | 8.00 | 3.64 | 3.64 | 1.56 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 3.49 | 3.55 | 3.53 | 3.51 | 3.51 | 0.20 | 3.52 | 3.55 | 1.47 | |
| 7-day | 3.56 | 3.57 | 3.56 | 3.58 | 3.56 | 4.40 | 3.57 | 3.58 | 1.54 | |
| 15-day | 3.56 | 3.57 | 3.58 | 3.57 | 3.57 | 5.00 | 3.57 | 3.58 | 1.54 | |
| 30-day | 3.60 | 3.59 | 3.60 | 3.66 | 3.63 | 1.40 | 3.62 | 3.66 | 1.59 | |
| 60-day | 3.74 | 3.68 | 3.71 | 3.68 | 3.70 | 4.80 | 3.70 | 3.74 | 1.65 | |
| 90-day | 3.76 | 3.77 | 3.78 | 3.78 | 3.78 | 5.00 | 3.77 | 3.78 | 1.71 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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