Year to date as of 06/09
Term (days) 06/03 06/06 06/07 06/08 06/09 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 2.95 2.96 2.95 2.94 2.95 -4.00 2.95 3.04 0.97
7-day 2.96 2.98 2.97 2.97 2.94 -0.35 2.96 2.99 0.99
15-day 2.99 2.97 2.98 2.99 2.99 -0.10 2.98 2.99 1.01
30-day 3.05 3.06 3.04 3.08 3.09 3.15 3.06 3.09 1.07
60-day 3.14 3.16 3.16 3.16 3.19 3.70 3.16 3.19 1.21
90-day 3.23 3.24 3.25 3.25 3.24 2.95 3.24 3.25 1.36
AA Nonfinancial
1-day 2.96 2.96 2.96 2.96 2.95 -2.70 2.96 3.02 0.97
7-day 2.97 2.97 2.96 2.97 2.97 -1.20 2.97 3.00 0.98
15-day 2.97 2.98 2.98 2.98 2.97 -1.40 2.98 3.00 0.99
30-day 3.00 3.03 3.02 3.02 3.03 2.75 3.02 3.03 1.10
60-day 3.10 3.09 3.03 0.67 3.07 3.10 1.16
90-day 3.24 3.23 4.00 3.24 3.24 1.40
A2/P2 Nonfinancial
1-day 3.02 3.03 3.02 3.02 3.02 -3.30 3.02 3.10 1.05
7-day 3.04 3.06 3.06 3.07 3.05 0.10 3.06 3.10 1.06
15-day 3.09 3.04 3.07 3.09 3.06 -0.50 3.07 3.12 1.08
30-day 3.24 3.25 3.28 3.21 3.20 3.10 3.24 3.28 1.24
60-day 3.36 3.28 3.29 3.27 3.34 3.55 3.31 3.36 1.35
90-day 3.30 3.38 3.38 3.39 3.44 1.80 3.38 3.44 1.44
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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