Year to date as of 06/16
Term (days) 06/10 06/13 06/14 06/15 06/16 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 2.96 2.99 3.01 3.03 2.98 4.40 2.99 3.04 0.98
7-day 2.96 3.00 3.00 3.01 2.98 2.60 2.99 3.01 0.99
15-day 2.98 3.00 3.03 3.03 3.02 2.80 3.01 3.03 1.02
30-day 3.08 3.13 3.13 3.13 3.15 6.00 3.12 3.15 1.15
60-day 3.18 3.20 3.21 3.22 3.25 5.00 3.21 3.25 1.30
90-day 3.25 3.32 3.29 3.30 3.31 5.20 3.29 3.32 1.43
AA Nonfinancial
1-day 2.97 2.99 3.00 3.04 2.98 3.80 3.00 3.04 0.97
7-day 2.97 2.99 2.99 3.01 2.99 2.20 2.99 3.01 0.99
15-day 2.96 3.00 3.00 3.00 3.01 1.80 2.99 3.01 1.02
30-day 3.05 3.08 3.08 3.11 3.14 7.20 3.09 3.14 1.15
60-day 3.14 3.16 3.17 3.19 3.19 9.67 3.17 3.19 1.23
90-day 3.24 3.27 3.26 3.28 2.75 3.26 3.28 1.40
A2/P2 Nonfinancial
1-day 3.03 3.06 3.08 3.10 3.07 4.60 3.07 3.10 1.05
7-day 3.06 3.09 3.08 3.09 3.08 2.40 3.08 3.10 1.08
15-day 3.07 3.07 3.14 3.11 3.15 3.80 3.11 3.15 1.13
30-day 3.27 3.24 3.27 3.33 3.28 4.20 3.28 3.33 1.30
60-day 3.31 3.31 3.40 3.33 3.44 5.00 3.36 3.44 1.42
90-day 3.41 3.44 3.50 3.43 3.49 7.60 3.45 3.50 1.45
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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