Year to date as of 05/18
Term (days) 05/12 05/13 05/16 05/17 05/18 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 2.96 2.97 3.04 2.95 2.94 2.80 2.97 3.04 0.97
7-day 2.96 2.99 2.95 2.97 2.97 0.40 2.97 2.99 0.97
15-day 2.97 2.98 2.98 2.97 2.98 -0.80 2.98 2.99 0.98
30-day 3.00 3.00 2.99 3.01 3.01 0.40 3.00 3.01 1.02
60-day 3.07 3.08 3.07 3.08 3.08 2.60 3.08 3.08 1.09
90-day 3.15 3.12 3.16 3.17 3.16 2.00 3.15 3.17 1.17
AA Nonfinancial
1-day 2.95 2.98 3.02 2.94 2.94 2.40 2.97 3.02 0.97
7-day 2.98 2.99 2.99 2.94 2.94 0.60 2.97 2.99 0.97
15-day 2.97 2.98 2.98 2.95 2.96 0.00 2.97 2.98 0.99
30-day 2.97 2.96 3.00 2.97 2.96 0.40 2.97 3.00 0.98
60-day 3.02 2.00 3.02 3.02 1.05
90-day 3.10 0.00 3.10 3.10 1.20
A2/P2 Nonfinancial
1-day 3.02 3.04 3.10 3.02 3.02 2.00 3.04 3.10 1.04
7-day 3.05 3.05 3.08 3.04 3.06 1.00 3.06 3.08 1.04
15-day 3.07 3.07 3.05 3.06 3.08 1.00 3.07 3.12 1.08
30-day 3.10 3.19 3.16 3.17 3.21 4.00 3.17 3.21 1.10
60-day 3.23 3.22 3.19 3.18 3.22 1.80 3.21 3.24 1.18
90-day 3.34 3.34 3.25 3.28 3.27 5.60 3.30 3.34 1.30
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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