Year to date as of 05/20
Term (days) 05/14 05/17 05/18 05/19 05/20 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 0.98 1.03 0.99 0.98 0.97 1.60 0.99 1.34 0.89
7-day 1.02 1.01 1.00 1.00 1.00 1.01 1.26 0.92
15-day 1.02 1.03 1.03 1.01 1.02 1.40 1.02 1.25 0.91
30-day 1.02 1.03 1.02 1.03 1.03 0.80 1.03 1.25 0.92
60-day 1.07 1.06 1.07 1.09 1.09 1.60 1.08 1.23 0.89
90-day 1.15 1.15 1.15 1.17 1.19 2.00 1.16 1.21 0.91
AA Nonfinancial
1-day 0.98 1.03 0.99 0.98 0.98 1.80 0.99 1.33 0.89
7-day 1.00 1.00 1.02 1.03 0.98 2.00 1.01 1.25 0.90
15-day 0.98 1.00 1.00 1.00 1.01 0.20 1.00 1.24 0.95
30-day 0.99 0.99 1.01 1.00 1.01 1.00 1.25 0.91
60-day 1.05 1.04 1.05 1.05 0.50 1.05 1.20 0.90
90-day 1.09 2.00 1.09 1.25 0.88
A2/P2 Nonfinancial
1-day 1.06 1.09 1.05 1.04 1.04 2.00 1.06 1.42 1.00
7-day 1.10 1.10 1.09 1.05 1.08 0.80 1.08 1.40 1.02
15-day 1.09 1.09 1.11 1.09 1.11 1.00 1.10 1.39 1.05
30-day 1.11 1.20 1.14 1.15 1.18 2.00 1.16 1.44 1.07
60-day 1.18 1.15 1.19 1.18 1.22 1.20 1.18 1.52 1.06
90-day 1.27 1.34 1.28 1.37 1.33 5.80 1.32 1.47 1.05
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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