Year to date as of 09/14
Term (days) 09/08 09/09 09/10 09/13 09/14 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 1.49 1.49 1.47 1.48 1.47 -1.75 1.48 1.55 0.94
7-day 1.50 1.50 1.49 1.50 1.52 1.20 1.50 1.52 0.92
15-day 1.56 1.54 1.56 1.59 1.60 4.50 1.57 1.60 0.98
30-day 1.64 1.66 1.65 1.67 1.68 8.50 1.66 1.68 1.00
60-day 1.70 1.71 1.70 1.73 1.73 4.90 1.71 1.73 1.01
90-day 1.79 1.77 1.78 1.81 1.78 5.35 1.79 1.81 1.02
AA Nonfinancial
1-day 1.49 1.49 1.45 1.48 1.47 -1.90 1.48 1.55 0.91
7-day 1.49 1.49 1.51 1.53 1.52 1.80 1.51 1.53 0.90
15-day 1.50 1.50 1.52 1.57 1.58 3.90 1.53 1.58 0.97
30-day 1.61 1.62 1.61 1.64 1.66 7.80 1.63 1.66 0.97
60-day 1.63 1.65 1.69 1.71 1.73 6.70 1.68 1.73 0.98
90-day 1.75 1.76 7.17 1.76 1.93 0.98
A2/P2 Nonfinancial
1-day 1.56 1.56 1.55 1.57 1.55 -0.95 1.56 1.63 1.00
7-day 1.60 1.57 1.62 1.57 1.61 1.90 1.59 1.63 1.02
15-day 1.62 1.65 1.64 1.69 1.75 5.50 1.67 1.75 1.05
30-day 1.74 1.75 1.77 1.78 1.79 3.85 1.77 1.79 1.07
60-day 1.81 1.77 1.81 1.81 1.85 4.00 1.81 1.85 1.06
90-day 1.83 1.88 1.91 1.91 1.92 4.00 1.89 1.92 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

Subscribe Now

Access to a full range of industry content, analysis and expert commentary.

30-Day Free Trial

No credit card required. Access coverage of the securitization marketplace, including breaking news updated throughout the day.