Year to date as of 05/06
Term (days) 04/30 05/03 05/04 05/05 05/06 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 1.02 1.01 0.99 0.98 1.00 3.40 1.00 1.34 0.89
7-day 1.01 1.00 1.00 1.00 1.00 0.40 1.00 1.26 0.92
15-day 1.02 1.01 1.01 1.00 1.00 -0.60 1.01 1.25 0.91
30-day 1.01 1.02 1.02 1.02 1.02 1.02 1.25 0.92
60-day 1.06 1.05 1.05 1.04 1.05 1.40 1.05 1.23 0.89
90-day 1.11 1.08 1.08 1.09 1.09 1.80 1.09 1.22 0.91
AA Nonfinancial
1-day 1.01 1.01 1.02 0.98 0.99 3.80 1.00 1.33 0.89
7-day 1.02 1.00 1.00 0.99 0.99 0.80 1.00 1.26 0.90
15-day 1.03 1.03 1.01 1.01 1.00 0.80 1.02 1.24 0.95
30-day 0.99 0.99 1.00 1.02 1.00 2.00 1.00 1.25 0.91
60-day 1.02 1.00 1.03 1.01 1.02 -0.60 1.02 1.21 0.90
90-day 1.08 1.07 1.05 -0.33 1.07 1.25 0.88
A2/P2 Nonfinancial
1-day 1.09 1.08 1.05 1.04 1.04 2.40 1.06 1.42 1.00
7-day 1.10 1.10 1.08 1.09 1.08 4.80 1.09 1.40 1.02
15-day 1.10 1.08 1.07 1.08 1.08 0.20 1.08 1.42 1.05
30-day 1.12 1.12 1.13 1.12 1.12 0.80 1.12 1.54 1.07
60-day 1.13 1.13 1.13 1.14 1.13 0.20 1.13 1.54 1.06
90-day 1.26 1.22 1.22 1.23 1.22 2.00 1.23 1.51 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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