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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 03/16
Term (days) 03/10 03/13 03/14 03/15 03/16 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 4.45 4.48 4.48 4.51 4.49 0.20 4.48 4.53 2.58
7-day 4.49 4.49 4.49 4.50 4.50 2.20 4.49 4.50 2.63
15-day 4.48 4.49 4.50 4.52 4.52 1.60 4.50 4.52 2.61
30-day 4.59 4.63 4.66 4.63 4.67 5.80 4.64 4.67 2.73
60-day 4.70 4.71 4.72 4.72 4.72 5.00 4.71 4.72 2.82
90-day 4.74 4.76 4.78 4.80 4.81 4.60 4.78 4.81 2.92
AA Nonfinancial
1-day 4.46 4.47 4.48 4.53 4.48 1.60 4.48 4.53 2.58
7-day 4.48 4.49 4.48 4.52 4.48 0.80 4.49 4.53 2.65
15-day 4.49 4.52 4.48 4.52 4.53 2.60 4.51 4.53 2.68
30-day − 4.61 4.63 4.59 4.63 9.90 4.61 4.63 2.69
60-day − 4.63 4.62 4.64 − 4.67 4.63 4.64 2.76
90-day − − − − − − − 4.55 2.90
A2/P2 Nonfinancial
1-day 4.54 4.54 4.55 4.60 4.55 1.40 4.56 4.61 2.65
7-day 4.59 4.59 4.57 4.59 4.60 2.80 4.59 4.60 2.73
15-day 4.59 4.61 4.63 4.66 4.69 3.60 4.64 4.69 2.79
30-day 4.77 4.74 4.75 4.80 4.76 6.00 4.76 4.80 2.90
60-day 4.80 4.82 4.80 4.83 4.83 4.80 4.82 4.83 2.92
90-day − − 4.86 4.85 4.87 6.00 4.86 4.87 3.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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