FRB: Commercial Paper Rates and Outstandings

Announcement: Commercial Paper Release will not be updated Monday, January 19 or Tuesday, January 20

Data as of January 15, 2009
Commercial Paper Rates and Outstanding
Derived from data supplied by The Depository Trust & Clearing Corporation
Posted January 16, 2009

Discount rates

Term	AA nonfinancial	A2/P2 nonfinancial	AA financial	AA asset-backed
1-day	0.12	1.33	0.14	0.43
7-day	0.14	1.58	1.15	0.62
15-day	n.a.	2.10	0.53	0.32
30-day	0.11	2.15	0.25	0.42
60-day	0.27	2.41	0.88	0.83
90-day	0.29	n.a.	0.91	0.62

Trade data insufficient to support calculation of the 15-day AA nonfinancial and 90-day A2/P2 nonfinancial rates for January 15, 2009.

Yield curve
Graph of CP Yield Curve: Rates on a Money Market Basis, Days to Maturity vs. Percent.

Graph of CP Yield Curve: Rates on a Money Market Basis, Days to Maturity vs. Percent.

Discount rate spread
Graph of CP Discount Rate Spread: Thirty-day A2/P2 Less AA Nonfinancial on a Daily Basis, Date vs. Basis Points.

Discount rate history
Graph of CP Discount Rate History: Thirty-day CP on a Daily Basis, Date vs. Percent.

Outstandings
Weekly (Wednesday), seasonally adjusted
Graph of CP Outstandings: Weekly Wednesday, Seasonally Adjusted, Date vs. Billions of Dollars.

Graph of CP Outstandings: Weekly Wednesday, Seasonally Adjusted, Date vs. Billions of Dollars.

The daily commercial paper release will usually be available before 11:00am EST. However, the Federal Reserve Board makes no guarantee regarding the timing of the daily commercial paper release. When the Federal Reserve Board is closed on a business day, rates for the previous business day will be available through the Federal Reserve Board's Data Download Program (DDP). This policy is subject to change at any time without notice.

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Last update: January 16, 2009