Year to date as of 05/12
Term (days) 05/06 05/07 05/10 05/11 05/12 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 1.00 0.97 1.00 0.98 0.97 -1.40 0.98 1.34 0.89
7-day 1.00 1.01 1.01 1.00 1.01 0.20 1.01 1.26 0.92
15-day 1.00 1.01 1.02 0.99 1.01 -0.20 1.01 1.25 0.91
30-day 1.02 1.02 1.03 1.02 1.01 0.40 1.02 1.25 0.92
60-day 1.05 1.05 1.05 1.07 1.06 1.00 1.06 1.23 0.89
90-day 1.09 1.12 1.14 1.14 1.16 4.20 1.13 1.21 0.91
AA Nonfinancial
1-day 0.99 0.97 0.99 0.98 0.97 -2.00 0.98 1.33 0.89
7-day 0.99 1.00 0.99 0.98 0.98 -1.40 0.99 1.26 0.90
15-day 1.00 1.00 1.01 0.98 1.00 -2.80 1.00 1.24 0.95
30-day 1.00 1.01 0.99 1.02 0.99 0.80 1.00 1.25 0.91
60-day 1.02 1.04 1.06 1.03 1.04 2.00 1.04 1.21 0.90
90-day 1.05 1.07 -1.33 1.06 1.25 0.88
A2/P2 Nonfinancial
1-day 1.04 1.04 1.04 1.04 1.03 -2.40 1.04 1.42 1.00
7-day 1.08 1.07 1.09 1.08 1.06 -0.80 1.08 1.40 1.02
15-day 1.08 1.08 1.10 1.09 1.08 0.20 1.09 1.39 1.05
30-day 1.12 1.12 1.14 1.19 1.11 1.40 1.14 1.47 1.07
60-day 1.13 1.20 1.17 1.16 1.16 3.40 1.16 1.52 1.06
90-day 1.22 1.30 1.24 1.25 1.27 2.00 1.26 1.51 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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