| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 09/15 | ||||||||||
| Term (days) | 09/09 | 09/12 | 09/13 | 09/14 | 09/15 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 3.45 | 3.48 | 3.46 | 3.48 | 3.65 | 3.15 | 3.50 | 3.65 | 1.51 | |
| 7-day | 3.48 | 3.53 | 3.56 | 3.59 | 3.69 | 0.00 | 3.57 | 3.69 | 1.58 | |
| 15-day | 3.54 | 3.59 | 3.68 | 3.67 | 3.71 | 1.55 | 3.64 | 3.71 | 1.65 | |
| 30-day | 3.62 | 3.63 | 3.65 | 3.69 | 3.68 | 5.90 | 3.65 | 3.69 | 1.72 | |
| 60-day | 3.68 | 3.67 | 3.70 | 3.72 | 3.74 | 6.20 | 3.70 | 3.74 | 1.76 | |
| 90-day | 3.73 | 3.74 | 3.76 | 3.77 | 3.77 | 6.40 | 3.75 | 3.78 | 1.80 | |
| AA Nonfinancial | ||||||||||
| 1-day | 3.45 | 3.47 | 3.46 | 3.47 | 3.66 | 3.45 | 3.50 | 3.66 | 1.51 | |
| 7-day | 3.47 | 3.51 | 3.45 | 3.48 | 3.65 | 2.95 | 3.51 | 3.65 | 1.54 | |
| 15-day | 3.50 | 3.55 | 3.55 | 3.57 | 3.65 | 8.15 | 3.56 | 3.65 | 1.64 | |
| 30-day | 3.60 | 3.59 | 3.54 | 3.62 | 3.63 | 6.35 | 3.60 | 3.63 | 1.68 | |
| 60-day | 3.63 | 3.62 | 3.63 | 3.62 | 3.65 | 5.75 | 3.63 | 3.65 | 1.73 | |
| 90-day | 3.68 | − | 3.69 | 3.71 | 3.73 | 8.00 | 3.70 | 3.73 | 1.78 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 3.53 | 3.56 | 3.54 | 3.54 | 3.74 | 2.95 | 3.58 | 3.74 | 1.58 | |
| 7-day | 3.59 | 3.60 | 3.72 | 3.71 | 3.77 | 8.05 | 3.68 | 3.77 | 1.70 | |
| 15-day | 3.68 | 3.64 | 3.68 | 3.77 | 3.81 | 0.10 | 3.72 | 3.81 | 1.76 | |
| 30-day | 3.78 | 3.82 | 3.85 | 3.83 | 3.83 | 3.70 | 3.82 | 3.85 | 1.82 | |
| 60-day | 3.88 | 3.79 | 3.79 | 3.78 | 3.81 | 1.25 | 3.81 | 3.91 | 1.83 | |
| 90-day | 3.70 | 3.85 | 3.85 | 3.90 | − | 8.00 | 3.82 | 3.94 | 1.90 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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