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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 09/08
Term (days) 09/02 09/05 09/06 09/07 09/08 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 3.47 − 3.48 3.49 3.45 -6.55 3.47 3.56 1.47
7-day 3.47 − 3.45 3.48 3.48 -2.40 3.47 3.50 1.49
15-day 3.50 − 3.52 3.53 3.54 0.85 3.52 3.54 1.54
30-day 3.57 − 3.60 3.60 3.61 2.70 3.60 3.61 1.65
60-day 3.61 − 3.64 3.65 3.66 -3.00 3.64 3.68 1.70
90-day 3.66 − 3.69 3.69 3.72 -6.20 3.69 3.78 1.77
AA Nonfinancial
1-day 3.47 − 3.46 3.48 3.46 -6.45 3.47 3.56 1.45
7-day 3.49 − 3.49 3.47 3.48 -2.75 3.48 3.53 1.49
15-day 3.47 − 3.48 3.50 3.48 -2.55 3.48 3.53 1.50
30-day 3.52 − 3.52 3.53 3.56 0.05 3.53 3.61 1.61
60-day 3.54 − 3.60 3.54 3.61 -1.75 3.57 3.61 1.65
90-day 3.63 − 3.63 3.56 3.67 -8.75 3.62 3.71 1.75
A2/P2 Nonfinancial
1-day 3.55 − 3.56 3.56 3.54 -4.95 3.55 3.63 1.55
7-day 3.57 − 3.60 3.58 3.64 -0.85 3.60 3.64 1.57
15-day 3.61 − 3.61 3.63 3.61 -1.50 3.61 3.65 1.64
30-day 3.77 − 3.81 3.79 3.77 3.90 3.78 3.81 1.75
60-day 3.77 − 3.75 3.76 3.91 -2.85 3.80 3.91 1.77
90-day 3.72 − − 3.77 − -2.17 3.74 3.94 1.88
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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