Year to date as of 03/03
Term (days) 02/26 02/27 03/01 03/02 03/03 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 1.00 1.02 1.03 1.00 0.99 3.00 1.01 1.38 0.89
7-day 1.00 1.01 1.00 1.00 0.99 1.20 1.00 1.27 0.92
15-day 0.98 1.01 1.00 1.00 1.00 0.60 1.00 1.26 0.91
30-day 1.00 1.00 1.01 1.01 1.01 -0.40 1.01 1.25 0.92
60-day 1.02 1.03 1.03 1.03 1.02 0.40 1.03 1.26 0.89
90-day 1.03 1.03 1.03 1.04 1.02 -0.20 1.03 1.25 0.91
AA Nonfinancial
1-day 0.99 1.02 1.03 0.99 0.97 3.20 1.00 1.37 0.89
7-day 1.00 1.01 1.00 1.00 0.99 0.40 1.00 1.27 0.90
15-day 1.00 0.99 1.00 1.00 0.99 -1.00 1.00 1.25 0.95
30-day 0.98 1.00 0.99 0.99 0.99 -0.80 0.99 1.25 0.91
60-day 1.01 1.02 1.00 1.01 1.01 1.00 1.01 1.25 0.90
90-day 1.00 1.00 0.00 1.00 1.25 0.88
A2/P2 Nonfinancial
1-day 1.05 1.09 1.08 1.05 1.04 2.60 1.06 1.49 1.00
7-day 1.06 1.09 1.08 1.06 1.07 1.40 1.07 1.42 1.03
15-day 1.08 1.09 1.08 1.07 1.06 -0.20 1.08 1.42 1.06
30-day 1.09 1.11 1.13 1.09 1.10 -0.80 1.10 1.54 1.08
60-day 1.09 1.18 1.10 1.13 1.18 1.20 1.14 1.54 1.06
90-day 1.16 1.17 1.07 1.21 1.22 -2.00 1.17 1.61 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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