Year to date as of 11/20
Term (days) 11/14 11/17 11/18 11/19 11/20 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 0.98 1.05 0.98 0.99 1.00 0.50 1.00 1.38 0.89
7-day 1.02 1.01 1.00 0.99 0.99 -0.55 1.00 1.36 0.93
15-day 1.02 1.02 1.02 1.02 1.01 0.05 1.02 1.33 0.91
30-day 1.03 1.02 1.03 1.03 1.03 -0.45 1.03 1.34 0.92
60-day 1.06 1.05 1.06 1.06 1.07 0.25 1.06 1.34 0.89
90-day 1.08 1.08 1.08 1.08 1.08 -0.50 1.08 1.34 0.91
AA Nonfinancial
1-day 0.96 1.03 0.96 0.97 0.97 0.55 0.98 1.37 0.89
7-day 1.03 1.01 0.99 1.00 0.99 0.65 1.00 1.39 0.96
15-day 1.03 1.07 1.03 1.01 1.01 1.50 1.03 1.38 0.95
30-day 1.01 1.01 1.02 1.02 1.02 -1.15 1.02 1.35 0.91
60-day 1.07 1.06 1.05 1.05 1.05 0.85 1.06 1.35 0.90
90-day 1.05 1.06 1.06 1.06 1.07 0.25 1.06 1.36 0.88
A2/P2 Nonfinancial
1-day 1.06 1.12 1.05 1.05 1.06 0.55 1.07 1.63 1.00
7-day 1.11 1.11 1.10 1.08 1.08 1.60 1.10 1.75 1.05
15-day 1.10 1.12 1.11 1.11 1.10 -0.20 1.11 1.80 1.08
30-day 1.20 1.16 1.14 1.15 1.19 -3.95 1.17 1.97 1.12
60-day 1.22 1.22 1.27 1.21 1.26 -1.15 1.24 1.96 1.10
90-day 1.25 1.21 1.26 1.36 1.33 -0.55 1.28 1.98 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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