Year to date as of 06/02
Term (days) 05/27 05/30 05/31 06/01 06/02 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 2.96 3.03 3.00 2.97 3.00 2.99 3.04 0.97
7-day 2.96 2.98 2.99 2.94 -0.25 2.97 2.99 0.98
15-day 2.98 2.99 2.99 2.98 1.10 2.99 2.99 0.99
30-day 3.02 3.02 3.05 3.04 3.85 3.03 3.05 1.04
60-day 3.12 3.12 3.13 3.13 1.70 3.12 3.13 1.14
90-day 3.20 3.19 3.22 3.24 3.45 3.21 3.24 1.26
AA Nonfinancial
1-day 2.96 3.02 2.99 2.97 2.30 2.99 3.02 0.97
7-day 2.98 3.00 2.97 2.97 1.20 2.98 3.00 0.97
15-day 2.99 3.00 2.99 2.98 1.60 2.99 3.00 0.99
30-day 2.98 3.00 2.98 3.01 1.25 2.99 3.01 0.98
60-day 3.05 3.08 3.07 1.67 3.07 3.08 1.11
90-day 3.20 3.19 6.50 3.20 3.20 1.23
A2/P2 Nonfinancial
1-day 3.04 3.09 3.06 3.03 3.30 3.05 3.10 1.04
7-day 3.05 3.06 3.06 3.05 -0.90 3.05 3.10 1.04
15-day 3.03 3.10 3.08 3.09 -1.30 3.07 3.12 1.08
30-day 3.10 3.23 3.23 3.26 3.10 3.20 3.26 1.17
60-day 3.29 3.28 3.22 3.30 3.45 3.27 3.30 1.28
90-day 3.34 3.36 3.33 3.41 5.80 3.36 3.41 1.36
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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