Year to date as of 10/22
Term (days) 10/16 10/17 10/20 10/21 10/22 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 1.03 0.97 1.00 0.99 0.98 -3.85 0.99 1.89 0.89
7-day 1.01 1.00 1.00 1.00 0.99 -1.25 1.00 1.78 0.93
15-day 1.03 1.02 1.03 1.03 1.01 0.40 1.02 1.77 0.91
30-day 1.03 1.03 1.04 1.03 1.03 0.45 1.03 1.76 0.92
60-day 1.05 1.06 1.06 1.05 1.05 1.15 1.05 1.76 0.89
90-day 1.08 1.06 1.08 1.08 1.07 2.15 1.07 1.76 0.91
AA Nonfinancial
1-day 1.00 0.96 0.98 0.96 0.96 -3.80 0.97 1.89 0.89
7-day 1.02 0.96 1.01 0.99 1.02 0.00 1.00 1.79 0.96
15-day 1.01 0.99 1.00 0.99 1.02 -0.30 1.00 1.76 0.95
30-day 1.02 1.02 1.03 1.02 1.02 1.45 1.02 1.76 0.91
60-day 1.02 1.02 1.02 1.03 1.02 -0.05 1.02 1.75 0.90
90-day 1.06 1.04 1.04 1.04 -1.75 1.04 1.75 0.88
A2/P2 Nonfinancial
1-day 1.09 1.05 1.08 1.06 1.06 -3.45 1.07 2.00 1.00
7-day 1.10 1.09 1.08 1.06 1.06 -1.95 1.08 2.09 1.05
15-day 1.11 1.11 1.08 1.11 1.10 -2.80 1.10 2.03 1.08
30-day 1.17 1.20 1.16 1.18 1.13 -2.45 1.17 2.03 1.12
60-day 1.17 1.22 1.20 1.19 1.30 2.10 1.22 2.18 1.10
90-day 1.22 1.27 1.24 1.25 1.30 4.10 1.26 2.25 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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