Year to date as of 04/07
Term (days) 04/01 04/02 04/05 04/06 04/07 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 1.01 0.98 0.98 0.98 0.97 -2.80 0.98 1.37 0.89
7-day 1.00 1.00 0.98 1.00 1.00 -0.40 1.00 1.26 0.92
15-day 1.01 1.01 1.00 1.02 1.00 -0.40 1.01 1.25 0.91
30-day 1.01 1.02 1.01 1.02 1.03 1.02 1.25 0.92
60-day 1.04 1.03 1.04 1.02 1.03 0.40 1.03 1.26 0.89
90-day 1.04 1.06 1.04 1.04 1.04 1.20 1.04 1.25 0.91
AA Nonfinancial
1-day 1.01 0.98 0.99 1.00 0.98 -2.20 0.99 1.33 0.89
7-day 1.00 1.02 1.01 0.99 1.00 0.40 1.00 1.27 0.90
15-day 1.01 0.99 0.97 1.01 1.00 -1.80 1.00 1.25 0.95
30-day 1.00 1.01 0.99 1.00 1.00 -0.40 1.00 1.25 0.91
60-day 0.99 1.00 1.01 1.00 1.01 0.60 1.00 1.25 0.90
90-day -0.80 1.25 0.88
A2/P2 Nonfinancial
1-day 1.06 1.04 1.05 1.05 1.06 -1.40 1.05 1.47 1.00
7-day 1.07 1.06 1.06 1.08 1.08 -1.60 1.07 1.40 1.03
15-day 1.07 1.06 1.06 1.08 1.08 -0.60 1.07 1.42 1.05
30-day 1.08 1.08 1.13 1.10 1.11 -1.20 1.10 1.54 1.07
60-day 1.10 1.12 1.14 1.07 1.11 -1.60 1.11 1.54 1.06
90-day 1.15 1.30 1.16 1.22 5.55 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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