Commercial Paper Two-Week Discount Rates

Published April 25, 2005, 12:00 a.m. EDT

1 Min Read

Year to date as of 04/21

Term (days)	04/15	04/18	04/19	04/20	04/21	1-week Change (bps)*	5-day Average	52-wk High	52-wk Low


AA Financial
1-day	2.81	2.70	2.70	2.70	2.71	-1.60	2.72	2.81	0.95
7-day	2.75	2.73	2.74	2.72	2.72	-0.40	2.73	2.76	0.97
15-day	2.75	2.77	2.78	2.78	2.82	3.60	2.78	2.82	0.98
30-day	2.85	2.90	2.88	2.91	2.90	5.80	2.89	2.91	1.01
60-day	2.98	2.96	2.97	2.98	2.95	1.80	2.97	2.98	1.03
90-day	3.01	3.04	3.05	3.02	2.96	0.60	3.02	3.05	1.06

AA Nonfinancial
1-day	2.80	2.71	2.71	2.71	2.71	0.80	2.73	2.81	0.95
7-day	2.76	2.73	2.70	2.72	2.74	−	2.73	2.76	0.97
15-day	2.78	2.75	2.74	2.75	2.78	1.60	2.76	2.78	0.98
30-day	2.82	2.89	2.82	2.99	2.84	7.80	2.87	2.99	0.97
60-day	2.94	2.95	2.93	2.93	−	2.95	2.94	2.95	1.00
90-day	−	−	−	−	−	−	−	2.97	1.04

A2/P2 Nonfinancial
1-day	2.89	2.78	2.76	2.77	2.77	-1.00	2.79	2.89	1.03
7-day	2.84	2.79	2.90	2.87	2.91	2.40	2.86	2.91	1.02
15-day	2.86	2.88	2.91	2.89	2.95	4.20	2.90	2.95	1.07
30-day	3.02	3.06	3.09	3.10	3.04	6.80	3.06	3.10	1.10
60-day	3.13	3.10	3.07	3.07	3.10	2.20	3.09	3.13	1.12
90-day	3.14	3.20	3.15	3.14	3.15	1.20	3.16	3.20	1.15



Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

MORE FROM ASSET SECURITIZATION REPORT

Politics and policy

Dems say SBA left businesses vulnerable to 'predatory' financing

Sens. Ed Markey and Ron Wyden argue that the Small Business Administration neglected to warn small firms of the risks of merchant cash advances and closed off a key "escape route" from the resulting debts.

By Nathan Place
National Reporter

May 15
Credit scores

S&P says VantageScore 4.0 could work for MBS ratings

Standard & Poor's found modeled foreclosure frequency and loss coverage to be in similar ranges as classic FICO but showed concern about potential bias.

By Bonnie Sinnock
Capital Markets Editor

May 15
Home equity loans

Splitero's home equity investment contracts back $275 million in ABS

The cumulative advance rate on the notes include range from 68.5% and 87.7% on the A1 notes and A2 and A notes, respectively.

By Donna M. Mitchell
Editor

May 15
Foreclosures

Foreclosure filings up 18% from a year ago

Foreclosure filings were reported on 42,430 properties in the United States last month, down 8% from the month prior but up 18% from a year ago.

By Colin McNamara
Reporter

May 14
Auto ABS

Carvana's latest auto ABS raises $1.1 billion

S&P sets an estimated cumulative net loss of 2.85% for the CRVNA 2026-P2 notes, unchanged from the CRVNA 2026-P1, because the collateral characteristics were unchanged.

By Donna M. Mitchell
Editor

May 14
Housing

House reworks institutional investor ban in housing bill

House lawmakers modified a ban on big-money investors from purchasing single-family homes, broadening the exemptions for build-to-rent properties and eliminating requirements in a Senate version of the bill that affected investors divest their holdings.

By Kate Berry
Reporter

May 14