Year to date as of 12/10
Term (days) 12/04 12/05 12/08 12/09 12/10 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 0.98 0.98 0.99 0.98 0.97 -2.75 0.98 1.38 0.89
7-day 0.97 0.99 1.00 1.00 1.00 -1.55 0.99 1.33 0.93
15-day 1.00 1.00 1.01 1.01 1.00 -1.60 1.00 1.33 0.91
30-day 1.04 1.04 1.06 1.06 1.07 2.40 1.05 1.32 0.92
60-day 1.08 1.08 1.08 1.08 1.07 1.55 1.08 1.32 0.89
90-day 1.07 1.09 1.09 1.09 1.08 0.65 1.08 1.33 0.91
AA Nonfinancial
1-day 0.96 0.96 0.97 0.96 0.95 -3.25 0.96 1.37 0.89
7-day 1.00 1.02 0.98 0.97 1.00 -1.35 0.99 1.39 0.96
15-day 1.00 0.99 0.98 0.99 0.99 -2.00 0.99 1.38 0.95
30-day 1.03 1.03 1.02 1.04 1.03 1.75 1.03 1.35 0.91
60-day 1.05 1.04 1.05 1.05 1.05 -0.45 1.05 1.35 0.90
90-day 1.05 1.05 1.04 1.05 1.06 -1.75 1.05 1.36 0.88
A2/P2 Nonfinancial
1-day 1.05 1.05 1.07 1.05 1.04 -2.80 1.05 1.57 1.00
7-day 1.08 1.07 1.06 1.07 1.06 -2.70 1.07 1.75 1.05
15-day 1.11 1.09 1.10 1.08 1.10 -0.15 1.10 1.80 1.08
30-day 1.25 1.24 1.19 1.17 1.21 4.70 1.21 1.97 1.12
60-day 1.33 1.24 1.36 1.33 1.16 2.40 1.28 1.96 1.10
90-day 1.17 1.35 1.36 1.28 -2.67 1.29 1.97 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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