| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 10/13 | ||||||||||
| Term (days) | 10/07 | 10/10 | 10/11 | 10/12 | 10/13 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 3.73 | − | 3.75 | 3.71 | 3.74 | -3.55 | 3.73 | 3.86 | 1.71 | |
| 7-day | 3.72 | − | 3.75 | 3.73 | 3.73 | -2.15 | 3.73 | 3.80 | 1.73 | |
| 15-day | 3.72 | − | 3.73 | 3.73 | 3.74 | -1.00 | 3.73 | 3.78 | 1.75 | |
| 30-day | 3.80 | − | 3.82 | 3.83 | 3.84 | 4.65 | 3.82 | 3.84 | 1.78 | |
| 60-day | 3.89 | − | 3.91 | 3.92 | 3.95 | 4.75 | 3.92 | 3.95 | 1.87 | |
| 90-day | 3.98 | − | 4.02 | 4.01 | 4.03 | 5.40 | 4.01 | 4.03 | 1.91 | |
| AA Nonfinancial | ||||||||||
| 1-day | 3.73 | − | 3.74 | 3.70 | 3.74 | -3.25 | 3.73 | 3.84 | 1.71 | |
| 7-day | 3.72 | − | 3.73 | 3.72 | 3.73 | -0.50 | 3.72 | 3.78 | 1.73 | |
| 15-day | 3.73 | − | 3.71 | 3.72 | 3.73 | -0.95 | 3.72 | 3.81 | 1.74 | |
| 30-day | 3.75 | − | 3.83 | 3.74 | 3.77 | 3.45 | 3.77 | 3.83 | 1.77 | |
| 60-day | 3.84 | − | 3.86 | 3.85 | 3.86 | 6.05 | 3.85 | 3.86 | 1.84 | |
| 90-day | − | − | − | − | 3.96 | 6.00 | 3.96 | 3.96 | 1.95 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 3.82 | − | 3.84 | 3.83 | 3.84 | -1.15 | 3.83 | 3.94 | 1.78 | |
| 7-day | 3.89 | − | 3.84 | 3.84 | 3.83 | -1.20 | 3.85 | 3.92 | 1.79 | |
| 15-day | 3.84 | − | 3.86 | 3.83 | 3.87 | -0.40 | 3.85 | 3.90 | 1.82 | |
| 30-day | 3.90 | − | 3.99 | 3.91 | 3.97 | -0.95 | 3.94 | 3.99 | 1.89 | |
| 60-day | 3.99 | − | 4.02 | 4.01 | 4.05 | 0.75 | 4.02 | 4.09 | 1.94 | |
| 90-day | 4.01 | − | 4.10 | 4.08 | 4.14 | 6.92 | 4.08 | 4.14 | 2.06 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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