Year to date as of 06/24
Term (days) 06/18 06/21 06/22 06/23 06/24 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 0.99 1.00 0.98 0.98 0.99 -0.80 0.99 1.30 0.89
7-day 0.99 0.99 1.00 0.99 1.03 0.20 1.00 1.07 0.92
15-day 1.03 1.10 1.09 1.14 1.16 8.20 1.10 1.16 0.98
30-day 1.17 1.21 1.18 1.23 1.22 5.80 1.20 1.23 1.00
60-day 1.30 1.32 1.31 1.33 1.33 4.20 1.32 1.33 1.01
90-day 1.46 1.47 1.44 1.45 1.48 3.20 1.46 1.48 0.94
AA Nonfinancial
1-day 0.99 0.99 0.98 0.97 0.98 -2.80 0.98 1.28 0.89
7-day 1.00 1.08 1.01 0.99 1.07 4.25 1.03 1.08 0.90
15-day 1.03 1.04 1.10 1.11 1.19 8.65 1.09 1.19 0.97
30-day 1.15 1.17 1.17 1.18 1.19 1.95 1.17 1.19 0.97
60-day 1.25 1.23 1.28 1.26 1.26 -0.65 1.26 1.29 0.98
90-day -2.25 1.45 0.96
A2/P2 Nonfinancial
1-day 1.06 1.06 1.06 1.05 1.07 -1.20 1.06 1.42 1.00
7-day 1.08 1.08 1.11 1.08 1.18 0.60 1.11 1.26 1.02
15-day 1.15 1.24 1.28 1.30 1.27 4.00 1.25 1.30 1.05
30-day 1.30 1.33 1.32 1.31 1.32 2.00 1.32 1.35 1.07
60-day 1.44 1.45 1.48 1.52 1.46 4.00 1.47 1.52 1.06
90-day 1.54 1.45 1.71 1.63 1.58 4.40 1.58 1.71 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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