© 2026 Arizent. All rights reserved.

ABS

Commercial Paper Two-Week Discount Rates

Published 1 Min Read
<!–

–>

COMMERCIAL PAPER TWO-WEEK DISCOUNT RATES
Year to date as of 02/03
Term (days) 01/28 01/31 02/01 02/02 02/03 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 2.37 2.47 2.47 2.45 2.46 0.60 2.44 2.47 0.95
7-day 2.39 2.50 2.49 2.49 2.48 2.60 2.47 2.50 0.96
15-day 2.44 2.49 2.49 2.52 2.47 4.00 2.48 2.52 0.98
30-day 2.48 2.52 2.51 2.53 2.51 8.00 2.51 2.53 1.00
60-day 2.53 2.54 2.56 2.57 2.58 5.40 2.56 2.58 1.01
90-day 2.67 2.67 2.69 2.66 2.67 5.20 2.67 2.69 1.02
AA Nonfinancial
1-day 2.38 2.47 2.45 2.45 2.45 0.60 2.44 2.47 0.95
7-day 2.43 2.43 2.48 2.48 2.40 8.40 2.44 2.48 0.94
15-day 2.44 2.48 2.50 2.48 2.48 5.60 2.48 2.50 0.97
30-day 2.46 2.48 2.47 2.48 2.48 7.20 2.47 2.48 0.97
60-day 2.50 2.50 2.52 2.53 2.54 5.40 2.52 2.54 0.98
90-day − 2.60 − − − 4.00 2.60 2.60 0.99
A2/P2 Nonfinancial
1-day 2.44 2.56 2.54 2.54 2.52 2.20 2.52 2.56 1.02
7-day 2.55 2.58 2.54 2.53 2.53 8.60 2.55 2.58 1.02
15-day 2.55 2.60 2.59 2.59 2.57 1.80 2.58 2.60 1.05
30-day 2.61 2.65 2.67 2.65 2.63 4.40 2.64 2.67 1.07
60-day 2.67 2.70 2.71 2.67 2.73 3.40 2.70 2.73 1.07
90-day 2.73 2.77 2.80 2.76 2.82 4.60 2.78 2.82 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.

More From Asset Securitization Report