Year to date as of 11/07
Term (days) 11/03 11/04 11/05 11/06 11/07 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 1.04 0.99 0.97 0.98 0.98 -2.00 0.99 1.38 0.89
7-day 1.01 1.00 1.00 1.00 1.00 -2.20 1.00 1.36 0.93
15-day 1.01 1.02 1.02 1.00 1.01 -1.00 1.01 1.33 0.91
30-day 1.04 1.04 1.03 1.02 1.03 0.40 1.03 1.34 0.92
60-day 1.05 1.06 1.05 1.07 1.06 1.60 1.06 1.34 0.89
90-day 1.08 1.09 1.08 1.09 1.10 2.20 1.09 1.34 0.91
AA Nonfinancial
1-day 1.03 0.97 0.96 0.96 0.96 -1.80 0.98 1.37 0.89
7-day 1.01 1.00 0.97 0.97 1.00 -2.80 0.99 1.39 0.96
15-day 1.00 1.00 1.02 1.03 1.01 0.40 1.01 1.38 0.95
30-day 1.01 1.02 1.00 1.03 1.02 -1.00 1.02 1.35 0.91
60-day 1.03 1.04 1.03 1.04 1.03 1.00 1.03 1.35 0.90
90-day 1.06 1.03 1.06 1.06 1.06 -1.20 1.05 1.36 0.88
A2/P2 Nonfinancial
1-day 1.11 1.07 1.05 1.05 1.05 -2.00 1.07 1.63 1.00
7-day 1.11 1.08 1.10 1.07 1.09 -0.40 1.09 1.75 1.05
15-day 1.10 1.11 1.13 1.13 1.10 0.00 1.11 1.80 1.08
30-day 1.23 1.17 1.19 1.19 1.16 1.40 1.19 1.97 1.12
60-day 1.30 1.17 1.19 1.20 1.18 -0.40 1.21 1.96 1.10
90-day 1.31 1.35 1.31 1.24 1.33 3.80 1.31 1.98 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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