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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 02/02
Term (days) 01/27 01/30 01/31 02/01 02/02 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 4.39 4.46 4.45 4.43 4.47 6.20 4.44 4.47 2.44
7-day 4.43 4.48 4.49 4.47 4.48 6.40 4.47 4.49 2.45
15-day 4.44 4.48 4.47 4.49 4.50 8.80 4.48 4.50 2.47
30-day 4.47 4.47 4.51 4.48 4.50 4.80 4.49 4.51 2.49
60-day 4.51 4.51 4.51 4.52 4.53 4.00 4.52 4.53 2.57
90-day 4.54 4.55 4.53 4.56 4.57 3.20 4.55 4.57 2.67
AA Nonfinancial
1-day 4.38 4.47 4.46 4.46 4.46 8.00 4.45 4.47 2.43
7-day 4.41 4.47 4.52 4.49 4.49 6.60 4.48 4.52 2.40
15-day 4.46 4.47 4.50 4.46 4.49 2.60 4.48 4.50 2.47
30-day 4.45 4.49 4.45 4.46 4.44 3.80 4.46 4.49 2.47
60-day 4.43 − − − − 3.25 4.43 4.46 2.53
90-day − − − − − − − 4.23 2.75
A2/P2 Nonfinancial
1-day 4.47 4.54 4.54 4.54 4.54 7.60 4.53 4.54 2.51
7-day 4.57 4.58 4.57 4.55 4.54 3.60 4.56 4.58 2.51
15-day 4.57 4.58 4.58 4.56 4.56 2.20 4.57 4.58 2.53
30-day 4.61 4.61 4.64 4.57 4.61 3.00 4.61 4.64 2.59
60-day 4.68 4.62 4.64 4.64 4.62 3.40 4.64 4.68 2.62
90-day 4.55 4.58 − 4.63 4.66 2.90 4.60 4.66 2.72
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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