Year to date as of 05/11
Term (days) 05/05 05/06 05/09 05/10 05/11 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 2.95 2.95 2.95 2.93 2.94 2.60 2.94 2.95 0.95
7-day 2.94 2.97 2.97 2.97 2.97 1.40 2.96 2.99 0.97
15-day 2.99 2.99 2.99 2.97 2.98 1.80 2.98 2.99 0.98
30-day 3.01 3.00 2.99 3.00 2.99 0.60 3.00 3.01 1.01
60-day 3.03 3.04 3.08 3.05 3.05 2.20 3.05 3.08 1.06
90-day 3.10 3.13 3.14 3.15 3.14 3.40 3.13 3.15 1.15
AA Nonfinancial
1-day 2.94 2.94 2.95 2.94 2.94 1.60 2.94 2.95 0.96
7-day 2.96 2.98 2.96 2.94 2.97 1.20 2.96 2.98 0.97
15-day 2.96 2.98 2.97 2.98 2.95 1.80 2.97 2.98 0.98
30-day 2.97 2.97 2.96 2.97 2.97 0.40 2.97 2.99 0.98
60-day -7.67 2.99 1.04
90-day -5.00 3.05 1.09
A2/P2 Nonfinancial
1-day 3.02 3.03 3.02 3.02 3.01 2.60 3.02 3.03 1.03
7-day 3.05 3.05 3.04 3.05 3.04 -0.80 3.05 3.08 1.04
15-day 3.06 3.06 3.05 3.05 3.06 0.20 3.06 3.12 1.08
30-day 3.12 3.15 3.09 3.14 3.13 -5.00 3.13 3.19 1.10
60-day 3.18 3.17 3.21 3.21 3.18 1.80 3.19 3.24 1.15
90-day 3.18 3.22 3.31 3.25 0.60 3.24 3.31 1.24
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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