Year to date as of 01/07
Term (days) 01/01 01/02 01/05 01/06 01/07 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 1.00 1.00 0.97 0.96 0.25 0.98 1.38 0.89
7-day 0.98 0.99 0.98 0.98 -0.50 0.98 1.28 0.92
15-day 1.00 1.01 1.00 0.99 -2.75 1.00 1.27 0.91
30-day 1.01 1.02 1.02 1.01 -1.25 1.02 1.27 0.92
60-day 1.02 1.04 1.03 1.03 -1.25 1.03 1.29 0.89
90-day 1.03 1.05 1.05 1.05 -1.00 1.05 1.29 0.91
AA Nonfinancial
1-day 0.98 0.99 0.96 0.95 -1.75 0.97 1.37 0.89
7-day 1.00 1.00 0.97 0.97 -2.50 0.98 1.27 0.96
15-day 1.00 0.99 1.00 0.98 -5.25 0.99 1.27 0.95
30-day 1.03 1.02 1.00 1.00 -1.75 1.01 1.28 0.91
60-day 1.02 1.01 1.01 1.01 -2.75 1.01 1.33 0.90
90-day -3.00 1.33 0.88
A2/P2 Nonfinancial
1-day 1.06 1.05 1.03 1.00 -2.25 1.04 1.49 1.00
7-day 1.07 1.08 1.09 1.09 -6.25 1.08 1.47 1.05
15-day 1.12 1.10 1.07 1.14 -3.00 1.11 1.48 1.07
30-day 1.14 1.21 1.27 1.22 -3.00 1.21 1.61 1.12
60-day 1.21 1.26 1.14 1.25 -4.83 1.21 1.60 1.10
90-day 1.30 1.18 -0.00 1.24 1.61 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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