Year to date as of 04/22
Term (days) 04/16 04/19 04/20 04/21 04/22 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 0.96 0.98 0.96 0.96 0.95 -2.60 0.96 1.35 0.89
7-day 1.00 1.00 0.99 0.99 0.99 -0.80 0.99 1.26 0.92
15-day 1.00 1.01 1.01 0.99 1.01 0.20 1.00 1.25 0.91
30-day 1.02 1.02 1.02 1.02 1.01 -0.20 1.02 1.25 0.92
60-day 1.03 1.03 1.04 1.03 1.04 0.40 1.03 1.25 0.89
90-day 1.06 1.05 1.06 1.06 1.08 0.95 1.06 1.25 0.91
AA Nonfinancial
1-day 0.98 0.98 0.96 0.96 0.95 -3.80 0.97 1.33 0.89
7-day 1.01 0.99 0.97 0.99 0.97 -1.90 0.99 1.26 0.90
15-day 1.00 0.99 0.97 1.00 0.99 -1.25 0.99 1.25 0.95
30-day 1.00 1.00 1.00 1.06 1.03 0.55 1.02 1.25 0.91
60-day 1.02 1.00 1.00 1.01 1.01 0.30 1.01 1.23 0.90
90-day 1.02 1.04 1.07 1.04 1.75 1.04 1.25 0.88
A2/P2 Nonfinancial
1-day 1.06 1.05 1.03 1.03 1.03 -2.25 1.04 1.45 1.00
7-day 1.03 1.07 1.08 1.04 1.07 -2.20 1.06 1.40 1.03
15-day 1.07 1.08 1.08 1.06 1.08 -0.10 1.07 1.42 1.05
30-day 1.11 1.10 1.09 1.09 1.10 -0.45 1.10 1.54 1.07
60-day 1.19 1.17 1.09 1.13 1.13 -0.55 1.14 1.54 1.06
90-day 1.16 1.19 1.20 1.15 -3.25 1.17 1.57 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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