Year to date as of 07/07
Term (days) 07/01 07/04 07/05 07/06 07/07 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 3.26 3.25 3.20 3.22 6.85 3.23 3.37 1.22
7-day 3.23 3.22 3.22 3.24 3.15 3.23 3.25 1.23
15-day 3.20 3.23 3.22 3.24 0.45 3.22 3.25 1.24
30-day 3.24 3.25 3.26 3.25 0.40 3.25 3.27 1.26
60-day 3.31 3.35 3.35 3.34 4.55 3.34 3.35 1.37
90-day 3.41 3.46 3.43 3.44 5.70 3.44 3.46 1.46
AA Nonfinancial
1-day 3.25 3.24 3.21 3.21 6.15 3.23 3.34 1.22
7-day 3.23 3.14 3.23 3.23 1.15 3.21 3.25 1.22
15-day 3.22 3.23 3.22 3.17 -0.80 3.21 3.24 1.23
30-day 3.22 3.22 3.21 3.23 0.40 3.22 3.24 1.24
60-day 3.28 3.30 3.31 3.37 6.25 3.32 3.37 1.33
90-day 3.35 1.00 3.35 3.35 1.46
A2/P2 Nonfinancial
1-day 3.34 3.32 3.27 3.29 4.70 3.30 3.43 1.29
7-day 3.33 3.31 3.33 3.31 -0.80 3.32 3.37 1.31
15-day 3.34 3.35 3.31 3.35 -0.65 3.34 3.38 1.34
30-day 3.44 3.44 3.42 3.41 2.95 3.43 3.45 1.37
60-day 3.56 3.48 3.52 3.50 1.30 3.52 3.56 1.47
90-day 3.63 3.62 3.58 3.50 -0.15 3.58 3.63 1.60
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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