Year to date as of 02/12
Term (days) 02/06 02/09 02/10 02/11 02/12 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 0.96 0.97 0.97 0.98 0.99 -0.40 0.97 1.38 0.89
7-day 0.99 0.98 0.98 0.99 0.99 -0.20 0.99 1.28 0.92
15-day 0.99 1.01 1.00 1.01 1.01 0.40 1.00 1.27 0.91
30-day 1.00 1.01 1.02 1.01 1.00 0.20 1.01 1.25 0.92
60-day 1.02 1.02 1.03 1.02 1.02 -0.80 1.02 1.26 0.89
90-day 1.04 1.04 1.04 1.04 1.02 -0.20 1.04 1.26 0.91
AA Nonfinancial
1-day 0.96 0.97 0.96 0.97 0.98 0.40 0.97 1.37 0.89
7-day 0.94 0.98 0.99 0.98 1.00 -0.80 0.98 1.27 0.90
15-day 0.99 0.99 0.98 1.00 0.99 0.40 0.99 1.27 0.95
30-day 1.00 0.99 1.00 1.00 1.01 1.00 1.00 1.28 0.91
60-day 1.00 1.00 1.01 1.00 1.00 -2.00 1.00 1.28 0.90
90-day 1.01 1.01 1.00 1.01 -0.50 1.01 1.33 0.88
A2/P2 Nonfinancial
1-day 1.02 1.03 1.03 1.02 1.04 -1.00 1.03 1.49 1.00
7-day 1.07 1.06 1.05 1.04 1.04 -0.80 1.05 1.43 1.03
15-day 1.07 1.07 1.06 1.07 1.07 -0.60 1.07 1.43 1.06
30-day 1.08 1.11 1.12 1.14 1.14 0.80 1.12 1.54 1.08
60-day 1.10 1.11 1.12 1.11 1.12 -6.80 1.11 1.54 1.06
90-day 1.16 1.12 1.15 1.15 1.15 -4.90 1.15 1.61 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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