| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 03/09 | ||||||||||
| Term (days) | 03/03 | 03/06 | 03/07 | 03/08 | 03/09 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 4.48 | 4.49 | 4.47 | 4.48 | 4.48 | -0.80 | 4.48 | 4.53 | 2.48 | |
| 7-day | 4.47 | 4.49 | 4.48 | 4.46 | 4.46 | -0.20 | 4.47 | 4.50 | 2.46 | |
| 15-day | 4.49 | 4.49 | 4.49 | 4.48 | 4.48 | -0.60 | 4.49 | 4.51 | 2.52 | |
| 30-day | 4.55 | 4.57 | 4.59 | 4.59 | 4.59 | 5.80 | 4.58 | 4.59 | 2.67 | |
| 60-day | 4.65 | 4.65 | 4.66 | 4.66 | 4.70 | 3.60 | 4.66 | 4.70 | 2.77 | |
| 90-day | 4.72 | 4.71 | 4.75 | 4.76 | 4.72 | 3.60 | 4.73 | 4.76 | 2.86 | |
| AA Nonfinancial | ||||||||||
| 1-day | 4.46 | 4.48 | 4.46 | 4.46 | 4.48 | -0.40 | 4.47 | 4.53 | 2.47 | |
| 7-day | 4.48 | 4.48 | 4.48 | 4.50 | 4.47 | -0.20 | 4.48 | 4.53 | 2.50 | |
| 15-day | 4.47 | 4.48 | 4.49 | 4.48 | 4.49 | 0.40 | 4.48 | 4.50 | 2.51 | |
| 30-day | 4.48 | 4.52 | 4.50 | 4.56 | 4.52 | 3.60 | 4.52 | 4.56 | 2.60 | |
| 60-day | 4.57 | 4.59 | − | − | 4.59 | 3.00 | 4.58 | 4.59 | 2.72 | |
| 90-day | − | − | − | − | − | − | − | 4.55 | 2.80 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 4.54 | 4.55 | 4.54 | 4.54 | 4.54 | -1.40 | 4.54 | 4.61 | 2.54 | |
| 7-day | 4.53 | 4.57 | 4.56 | 4.57 | 4.57 | -1.80 | 4.56 | 4.60 | 2.54 | |
| 15-day | 4.59 | 4.60 | 4.59 | 4.60 | 4.62 | 0.80 | 4.60 | 4.62 | 2.64 | |
| 30-day | 4.68 | 4.70 | 4.72 | 4.70 | 4.72 | 1.00 | 4.70 | 4.72 | 2.81 | |
| 60-day | 4.75 | 4.76 | 4.73 | 4.78 | 4.82 | 2.40 | 4.77 | 4.82 | 2.92 | |
| 90-day | 4.79 | 4.82 | 4.78 | 4.76 | 4.85 | 2.00 | 4.80 | 4.85 | 3.00 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
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