Year to date as of 06/30
Term (days) 06/24 06/27 06/28 06/29 06/30 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 3.03 3.07 3.14 3.21 3.37 9.20 3.16 3.37 1.22
7-day 3.10 3.15 3.23 3.25 3.25 8.20 3.20 3.25 1.23
15-day 3.17 3.20 3.23 3.25 3.24 9.40 3.22 3.25 1.24
30-day 3.23 3.27 3.26 3.22 3.25 4.60 3.25 3.27 1.26
60-day 3.26 3.27 3.30 3.31 3.32 3.20 3.29 3.32 1.34
90-day 3.42 3.37 3.36 3.34 3.40 4.60 3.38 3.42 1.45
AA Nonfinancial
1-day 3.04 3.09 3.16 3.20 3.34 7.00 3.17 3.34 1.22
7-day 3.08 3.20 3.21 3.24 3.25 8.00 3.20 3.25 1.22
15-day 3.18 3.24 3.23 3.22 3.22 1.20 3.22 3.24 1.23
30-day 3.19 3.20 3.23 3.22 3.24 6.00 3.22 3.24 1.24
60-day 3.22 3.25 3.27 3.27 2.85 3.25 3.27 1.33
90-day 3.33 3.35 3.33 3.34 3.35 1.46
A2/P2 Nonfinancial
1-day 3.12 3.20 3.25 3.29 3.43 0.00 3.26 3.43 1.29
7-day 3.23 3.33 3.36 3.35 3.37 3.00 3.33 3.37 1.31
15-day 3.34 3.36 3.31 3.33 3.38 2.60 3.34 3.38 1.34
30-day 3.36 3.43 3.41 3.34 3.45 2.60 3.40 3.45 1.37
60-day 3.53 3.47 3.44 3.52 3.55 7.00 3.50 3.55 1.46
90-day 3.57 3.57 3.60 3.55 3.63 5.80 3.58 3.63 1.60
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

Subscribe Now

Access to a full range of industry content, analysis and expert commentary.

30-Day Free Trial

No credit card required. Access coverage of the securitization marketplace, including breaking news updated throughout the day.