| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 11/09 | ||||||||||
| Term (days) | 11/03 | 11/04 | 11/07 | 11/08 | 11/09 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 3.97 | 3.96 | 3.97 | 3.97 | 3.94 | 2.00 | 3.96 | 4.00 | 1.85 | |
| 7-day | 3.96 | 3.96 | 3.97 | 3.97 | 3.96 | -0.20 | 3.96 | 4.00 | 1.96 | |
| 15-day | 3.98 | 3.99 | 3.99 | 3.99 | 3.97 | 0.80 | 3.98 | 4.00 | 1.99 | |
| 30-day | 4.01 | 4.00 | 3.99 | 4.00 | 3.99 | 0.20 | 4.00 | 4.01 | 2.02 | |
| 60-day | 4.10 | 4.12 | 4.12 | 4.12 | 4.13 | 4.20 | 4.12 | 4.13 | 2.09 | |
| 90-day | 4.17 | 4.17 | 4.18 | 4.20 | 4.20 | 4.00 | 4.18 | 4.20 | 2.17 | |
| AA Nonfinancial | ||||||||||
| 1-day | 3.97 | 3.96 | 3.96 | 3.96 | 3.95 | 1.00 | 3.96 | 4.02 | 1.88 | |
| 7-day | 3.97 | 3.99 | 3.98 | 3.98 | 3.97 | 1.20 | 3.98 | 4.00 | 1.91 | |
| 15-day | 3.95 | 3.95 | 3.98 | 3.98 | 3.98 | 0.40 | 3.97 | 4.00 | 1.98 | |
| 30-day | 3.97 | 3.97 | 3.96 | − | 4.00 | -1.70 | 3.98 | 4.02 | 2.00 | |
| 60-day | 4.05 | 4.03 | − | − | − | 0.25 | 4.04 | 4.13 | 2.06 | |
| 90-day | − | − | − | − | − | − | − | 4.06 | 2.16 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 4.05 | 4.05 | 4.05 | 4.04 | 4.04 | 2.60 | 4.05 | 4.10 | 1.96 | |
| 7-day | 4.05 | 4.06 | 4.05 | 4.07 | 4.04 | -5.00 | 4.05 | 4.14 | 2.03 | |
| 15-day | 4.07 | 4.12 | 4.07 | 4.07 | 4.07 | -1.40 | 4.08 | 4.12 | 2.08 | |
| 30-day | 4.14 | 4.09 | 4.17 | 4.15 | 4.12 | 0.20 | 4.13 | 4.20 | 2.11 | |
| 60-day | 4.20 | 4.27 | 4.28 | 4.22 | 4.25 | 2.60 | 4.24 | 4.28 | 2.27 | |
| 90-day | 4.28 | 4.27 | 4.28 | − | 4.26 | 1.50 | 4.27 | 4.32 | 2.29 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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