Year to date as of 10/01
Term (days) 09/25 09/26 09/29 09/30 10/01 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 1.02 1.05 1.08 1.11 1.06 9.00 1.06 1.89 0.89
7-day 1.04 1.05 1.05 1.02 1.02 4.20 1.04 1.78 0.93
15-day 1.04 1.04 1.04 1.04 1.01 0.80 1.03 1.81 0.91
30-day 1.04 1.03 1.03 1.03 1.03 0.20 1.03 1.76 0.92
60-day 1.05 1.04 1.03 1.03 1.03 -1.00 1.04 1.78 0.89
90-day 1.06 1.06 1.04 1.05 1.04 0.40 1.05 1.77 0.91
AA Nonfinancial
1-day 1.01 1.03 1.07 1.08 1.03 8.00 1.04 1.89 0.89
7-day 1.01 1.04 1.04 1.04 1.02 3.40 1.03 1.79 0.97
15-day 1.01 1.03 1.02 1.04 1.01 0.00 1.02 1.76 0.95
30-day 1.00 1.01 1.01 1.01 1.01 -1.40 1.01 1.76 0.91
60-day 1.02 1.02 1.04 1.04 1.01 1.40 1.03 1.75 0.90
90-day 1.03 1.05 1.04 1.05 1.03 0.00 1.04 1.78 0.88
A2/P2 Nonfinancial
1-day 1.09 1.11 1.16 1.17 1.12 8.60 1.13 2.01 1.00
7-day 1.17 1.19 1.16 1.21 1.11 6.80 1.17 2.09 1.05
15-day 1.15 1.16 1.18 1.21 1.15 2.40 1.17 2.03 1.09
30-day 1.17 1.15 1.17 1.13 1.20 -3.20 1.16 2.04 1.13
60-day 1.19 1.15 1.25 1.17 1.25 -0.80 1.20 2.18 1.10
90-day 1.16 1.26 1.14 1.22 -4.50 1.20 2.25 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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