© 2026 Arizent. All rights reserved.
ABS

Commercial Paper Two-Week Discount Rates

Published September 13, 2004, 12:00 a.m. EDT
1 Min Read
Year to date as of 09/15
Term (days) 09/09 09/10 09/13 09/14 09/15 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.49 1.47 1.48 1.47 1.49 -1.00 1.48 1.55 0.94
7-day 1.50 1.49 1.50 1.52 1.54 2.00 1.51 1.54 0.92
15-day 1.54 1.56 1.59 1.60 1.62 4.45 1.58 1.62 0.98
30-day 1.66 1.65 1.67 1.68 1.69 7.50 1.67 1.69 1.00
60-day 1.71 1.70 1.73 1.73 1.73 4.00 1.72 1.73 1.01
90-day 1.77 1.78 1.81 1.78 1.81 4.25 1.79 1.81 1.02
AA Nonfinancial
1-day 1.49 1.45 1.48 1.47 1.52 -0.55 1.48 1.55 0.91
7-day 1.49 1.51 1.53 1.52 1.53 3.10 1.52 1.53 0.90
15-day 1.50 1.52 1.57 1.58 1.63 6.25 1.56 1.63 0.97
30-day 1.62 1.61 1.64 1.66 1.65 6.60 1.64 1.66 0.97
60-day 1.65 1.69 1.71 1.73 1.73 7.95 1.70 1.73 0.98
90-day 1.75 1.76 − − − 6.50 1.76 1.93 0.98
A2/P2 Nonfinancial
1-day 1.56 1.55 1.57 1.55 1.58 0.20 1.56 1.63 1.00
7-day 1.57 1.62 1.57 1.61 1.64 2.70 1.60 1.64 1.02
15-day 1.65 1.64 1.69 1.75 1.77 8.00 1.70 1.77 1.05
30-day 1.75 1.77 1.78 1.79 1.83 4.65 1.78 1.83 1.07
60-day 1.77 1.81 1.81 1.85 1.81 2.25 1.81 1.85 1.06
90-day 1.88 1.91 1.91 1.92 1.90 5.40 1.90 1.92 1.07
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