| COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES | ||||||||||
| Year to date as of 06/24 | ||||||||||
| Term (days) | 06/18 | 06/21 | 06/22 | 06/23 | 06/24 | 1-week Change (bps)* |
5-day Average |
52-wk High |
52-wk Low |
|
| AA Financial | ||||||||||
| 1-day | 0.99 | 1.00 | 0.98 | 0.98 | 0.99 | -0.80 | 0.99 | 1.30 | 0.89 | |
| 7-day | 0.99 | 0.99 | 1.00 | 0.99 | 1.03 | 0.20 | 1.00 | 1.07 | 0.92 | |
| 15-day | 1.03 | 1.10 | 1.09 | 1.14 | 1.16 | 8.20 | 1.10 | 1.16 | 0.98 | |
| 30-day | 1.17 | 1.21 | 1.18 | 1.23 | 1.22 | 5.80 | 1.20 | 1.23 | 1.00 | |
| 60-day | 1.30 | 1.32 | 1.31 | 1.33 | 1.33 | 4.20 | 1.32 | 1.33 | 1.01 | |
| 90-day | 1.46 | 1.47 | 1.44 | 1.45 | 1.48 | 3.20 | 1.46 | 1.48 | 0.94 | |
| AA Nonfinancial | ||||||||||
| 1-day | 0.99 | 0.99 | 0.98 | 0.97 | 0.98 | -2.80 | 0.98 | 1.28 | 0.89 | |
| 7-day | 1.00 | 1.08 | 1.01 | 0.99 | 1.07 | 4.25 | 1.03 | 1.08 | 0.90 | |
| 15-day | 1.03 | 1.04 | 1.10 | 1.11 | 1.19 | 8.65 | 1.09 | 1.19 | 0.97 | |
| 30-day | 1.15 | 1.17 | 1.17 | 1.18 | 1.19 | 1.95 | 1.17 | 1.19 | 0.97 | |
| 60-day | 1.25 | 1.23 | 1.28 | 1.26 | 1.26 | -0.65 | 1.26 | 1.29 | 0.98 | |
| 90-day | − | − | − | − | − | -2.25 | − | 1.45 | 0.96 | |
| A2/P2 Nonfinancial | ||||||||||
| 1-day | 1.06 | 1.06 | 1.06 | 1.05 | 1.07 | -1.20 | 1.06 | 1.42 | 1.00 | |
| 7-day | 1.08 | 1.08 | 1.11 | 1.08 | 1.18 | 0.60 | 1.11 | 1.26 | 1.02 | |
| 15-day | 1.15 | 1.24 | 1.28 | 1.30 | 1.27 | 4.00 | 1.25 | 1.30 | 1.05 | |
| 30-day | 1.30 | 1.33 | 1.32 | 1.31 | 1.32 | 2.00 | 1.32 | 1.35 | 1.07 | |
| 60-day | 1.44 | 1.45 | 1.48 | 1.52 | 1.46 | 4.00 | 1.47 | 1.52 | 1.06 | |
| 90-day | 1.54 | 1.45 | 1.71 | 1.63 | 1.58 | 4.40 | 1.58 | 1.71 | 1.07 | |
| Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank | ||||||||||
More From Asset Securitization Report
PennyMac’s first all-investment property RMBS raises $298.1 million
Classes A1 through A3, which is composed of seven tranches, are expected to pay coupons of 6.39%.
RATE Mortgage’s lates RMBS raises $360.3 million
The deal also includes a series of exchangeable notes that will pay variable rates.
Prepayments hit 4-year high after mortgage rates eased
Delinquencies also showed signs of overall improvement in March, despite an increase in foreclosure numbers, ICE Mortgage Technology said.
Avant Loans raises $200 million from unsecured consumer loan pool
The deal will not make any principal payments during the revolving period unless it needs the cashflow to maintain the required overcollateralization amount.
Mortgage rates flatline following recent Fed cut
While the 30-year average has hovered near the same level for weeks, the past year brought with it promising trends that may ease affordability in 2026.
