Year to date as of 03/11
Term (days) 03/05 03/08 03/09 03/10 03/11 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 0.97 1.00 0.98 0.97 1.00 -2.40 0.98 1.38 0.89
7-day 0.99 1.00 1.00 1.00 1.01 0.20 1.00 1.27 0.92
15-day 0.99 1.00 1.00 0.99 1.00 -0.40 1.00 1.26 0.91
30-day 1.00 1.02 1.01 1.02 1.01 0.40 1.01 1.25 0.92
60-day 1.01 1.03 1.02 1.02 1.02 -0.60 1.02 1.26 0.89
90-day 1.02 1.03 1.03 1.03 1.02 -0.40 1.03 1.25 0.91
AA Nonfinancial
1-day 0.97 0.98 0.96 0.96 0.98 -2.80 0.97 1.37 0.89
7-day 0.97 0.99 0.98 0.97 0.98 -1.80 0.98 1.27 0.90
15-day 0.98 0.99 0.99 0.98 0.99 -1.20 0.99 1.25 0.95
30-day 0.98 0.99 0.98 0.99 0.98 -0.60 0.98 1.25 0.91
60-day 1.00 1.00 1.00 1.00 0.99 -1.00 1.00 1.25 0.90
90-day 1.00 1.00 0.99 1.00 -0.25 1.00 1.25 0.88
A2/P2 Nonfinancial
1-day 1.03 1.04 1.03 1.03 1.04 -2.60 1.03 1.49 1.00
7-day 1.04 1.07 1.06 1.05 1.16 0.40 1.08 1.42 1.03
15-day 1.10 1.06 1.06 1.06 1.07 -0.40 1.07 1.42 1.06
30-day 1.11 1.09 1.10 1.13 1.11 1.11 1.54 1.08
60-day 1.13 1.11 1.08 1.12 1.10 -2.80 1.11 1.54 1.06
90-day 1.15 1.18 1.14 1.16 -0.45 1.16 1.61 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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