Year to date as of 01/15
Term (days) 01/09 01/12 01/13 01/14 01/15 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 0.95 0.99 0.96 0.97 1.01 -0.40 0.98 1.38 0.89
7-day 0.96 0.99 0.98 0.97 0.98 -0.40 0.98 1.28 0.92
15-day 1.00 1.00 0.99 0.99 0.99 -0.40 0.99 1.27 0.91
30-day 1.02 1.01 1.00 1.01 1.01 -0.60 1.01 1.26 0.92
60-day 1.02 1.02 1.02 1.02 1.02 -1.00 1.02 1.29 0.89
90-day 1.04 1.04 1.03 1.03 1.03 -1.00 1.03 1.28 0.91
AA Nonfinancial
1-day 0.94 0.97 0.96 0.95 1.00 -0.40 0.96 1.37 0.89
7-day 1.02 0.97 0.98 0.97 0.97 -1.20 0.98 1.27 0.96
15-day 1.00 0.98 0.99 0.99 0.98 -0.60 0.99 1.27 0.95
30-day 0.98 1.00 0.98 0.98 0.98 -2.40 0.98 1.28 0.91
60-day 1.00 1.00 1.01 1.02 0.99 -1.00 1.00 1.29 0.90
90-day 1.01 1.04 1.03 0.98 -6.50 1.02 1.33 0.88
A2/P2 Nonfinancial
1-day 1.00 1.04 1.02 1.03 1.06 1.03 1.49 1.00
7-day 1.05 1.05 1.07 1.07 1.04 -1.60 1.06 1.44 1.03
15-day 1.07 1.09 1.13 1.08 1.07 -1.80 1.09 1.43 1.07
30-day 1.10 1.09 1.11 1.23 1.11 -7.60 1.13 1.54 1.09
60-day 1.13 1.12 1.16 1.12 1.12 -6.40 1.13 1.54 1.10
90-day 1.20 1.17 1.27 1.16 1.25 -5.00 1.21 1.61 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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