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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 02/09
Term (days) 02/03 02/06 02/07 02/08 02/09 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 4.45 4.50 4.46 4.46 4.48 3.00 4.47 4.50 2.44
7-day 4.48 4.50 4.47 4.47 4.46 0.60 4.48 4.50 2.45
15-day 4.49 4.50 4.48 4.48 4.49 1.20 4.49 4.50 2.48
30-day 4.49 4.49 4.50 4.50 4.49 0.80 4.49 4.51 2.49
60-day 4.54 4.55 4.53 4.54 4.55 2.60 4.54 4.55 2.60
90-day 4.59 4.59 4.60 4.61 4.61 5.00 4.60 4.61 2.68
AA Nonfinancial
1-day 4.44 4.45 4.44 4.44 4.42 -0.80 4.44 4.47 2.43
7-day 4.45 4.48 4.48 4.32 4.48 -3.40 4.44 4.52 2.45
15-day 4.49 4.48 4.44 4.45 4.47 -1.00 4.47 4.50 2.47
30-day 4.44 4.47 4.46 4.47 4.46 0.20 4.46 4.49 2.47
60-day − 4.48 − − − 5.00 4.48 4.48 2.55
90-day − − − − − − − 4.23 2.75
A2/P2 Nonfinancial
1-day 4.54 4.56 4.54 4.54 4.54 1.80 4.54 4.56 2.51
7-day 4.55 4.57 4.56 4.55 4.56 -0.40 4.56 4.58 2.51
15-day 4.56 4.56 4.57 4.55 4.56 -1.00 4.56 4.58 2.55
30-day 4.64 4.60 4.64 4.66 4.65 3.00 4.64 4.66 2.59
60-day 4.67 4.62 4.63 4.64 4.71 1.40 4.65 4.71 2.71
90-day − 4.64 4.67 − 4.69 6.17 4.67 4.69 2.76
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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