© 2026 Arizent. All rights reserved.
ABS

Commercial Paper Two-Week Discount Rates

Published May 05, 2003, 12:00 a.m. EDT
1 Min Read
Year to date as of Apr 30
Term (days) 04/24 04/25 04/28 04/29 04/30 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.24 1.21 1.29 1.28 1.35 6.40 1.27 1.99 1.16
7-day 1.23 1.26 1.25 1.26 1.25 2.40 1.25 1.81 1.19
15-day 1.24 1.23 1.24 1.23 1.23 -0.20 1.23 1.81 1.19
30-day 1.24 1.24 1.25 1.25 1.25 0.40 1.25 1.80 1.18
60-day 1.23 1.24 1.24 1.25 1.23 -0.60 1.24 1.83 1.17
90-day 1.24 1.23 1.25 1.24 1.25 -0.60 1.24 1.92 1.15
AA Nonfinancial
1-day 1.21 1.20 1.26 1.26 1.33 2.45 1.25 1.98 1.18
7-day 1.20 1.21 1.23 1.24 1.23 0.95 1.22 1.87 1.20
15-day 1.23 1.24 1.23 1.25 1.25 1.50 1.24 1.80 1.20
30-day 1.23 1.22 1.24 1.20 1.24 -0.65 1.23 1.81 1.16
60-day 1.22 1.22 1.23 1.22 1.22 -0.80 1.22 1.82 1.14
90-day 1.23 1.20 1.21 1.21 1.21 -1.55 1.21 1.90 1.14
A2/P2 Nonfinancial
1-day 1.36 1.34 1.38 1.37 1.45 2.25 1.38 2.21 1.30
7-day 1.34 1.40 1.36 1.36 1.36 1.65 1.36 2.23 1.30
15-day 1.36 1.38 1.42 1.39 1.36 3.45 1.38 2.25 1.29
30-day 1.39 1.42 1.43 1.43 1.44 2.95 1.42 2.25 1.34
60-day 1.49 1.47 1.44 1.49 1.50 3.05 1.48 2.32 1.35
90-day 1.57 1.55 1.52 1.48 1.55 2.40 1.53 2.35 1.32
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

For reprint and licensing requests for this article, click here.
ABS CDOs
MORE FROM ASSET SECURITIZATION REPORT
Load More