Year to date as of 05/26
Term (days) 05/20 05/23 05/24 05/25 05/26 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 2.96 2.97 2.95 2.95 2.97 -1.00 2.96 3.04 0.97
7-day 2.97 2.96 2.97 2.97 2.98 0.60 2.97 2.99 0.98
15-day 2.97 2.98 2.98 2.96 2.98 -0.40 2.97 2.99 0.98
30-day 2.98 3.01 2.99 3.00 2.99 -0.80 2.99 3.01 1.02
60-day 3.09 3.12 3.11 3.11 3.11 2.60 3.11 3.12 1.14
90-day 3.15 3.19 3.17 3.19 3.19 2.80 3.18 3.19 1.22
AA Nonfinancial
1-day 2.95 2.97 2.96 2.96 2.97 -0.40 2.96 3.02 0.97
7-day 2.95 2.98 2.97 2.97 2.97 0.20 2.97 2.99 0.97
15-day 2.97 2.98 2.97 2.98 2.97 0.60 2.97 2.98 0.99
30-day 2.98 2.99 2.97 2.98 2.98 0.80 2.98 3.00 0.98
60-day 3.05 3.03 3.05 3.07 3.00 3.05 3.07 1.07
90-day 3.13 3.00 3.13 3.13 1.20
A2/P2 Nonfinancial
1-day 3.02 3.03 3.02 3.01 3.03 -1.80 3.02 3.10 1.04
7-day 3.06 3.08 3.10 3.03 3.05 0.80 3.06 3.10 1.04
15-day 3.07 3.07 3.09 3.09 3.12 2.00 3.09 3.12 1.08
30-day 3.09 3.19 3.21 3.19 3.19 -1.00 3.17 3.21 1.13
60-day 3.27 3.19 3.26 3.25 3.22 2.80 3.24 3.27 1.20
90-day 3.28 3.27 3.35 3.29 3.32 1.40 3.30 3.35 1.31
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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