Year to date as of Jul 30
Term (days) 07/24 07/25 07/28 07/29 07/30 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 1.03 0.99 1.03 1.05 1.08 3.20 1.04 1.97 0.95
7-day 1.01 1.02 1.02 1.04 1.03 2.00 1.02 1.81 0.99
15-day 1.02 1.01 1.02 1.04 1.03 1.00 1.02 1.81 1.00
30-day 1.02 1.02 1.03 1.03 1.04 1.00 1.03 1.76 1.01
60-day 1.02 1.03 1.03 1.04 1.04 0.60 1.03 1.78 0.97
90-day 1.02 1.02 1.04 1.03 1.04 0.60 1.03 1.77 0.94
AA Nonfinancial
1-day 1.02 0.99 1.04 1.04 1.06 4.00 1.03 1.96 0.94
7-day 1.01 1.00 1.02 1.03 1.02 1.20 1.02 1.83 0.98
15-day 1.02 1.02 1.03 1.02 1.04 2.00 1.03 1.78 0.97
30-day 1.02 1.05 1.02 1.01 1.02 1.40 1.02 1.81 0.99
60-day 1.03 1.03 1.03 1.04 1.03 1.60 1.03 1.75 0.95
90-day 1.01 1.01 1.01 1.05 n.a. 1.00 1.02 1.80 0.93
A2/P2 Nonfinancial
1-day 1.10 1.08 1.10 1.12 1.14 2.60 1.11 2.17 1.02
7-day 1.10 1.13 1.12 1.13 1.13 2.00 1.12 2.09 1.09
15-day 1.14 1.18 1.12 1.12 1.15 0.80 1.14 2.05 1.12
30-day 1.18 1.16 1.20 1.17 1.20 2.80 1.18 2.12 1.14
60-day 1.18 1.20 1.22 1.21 1.18 -2.60 1.20 2.18 1.15
90-day 1.23 1.23 1.20 1.21 1.15 -4.40 1.20 2.25 1.15
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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