Year to date as of 07/28
Term (days) 07/22 07/25 07/26 07/27 07/28 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 3.20 3.22 3.24 3.22 3.24 0.40 3.22 3.37 1.23
7-day 3.22 3.23 3.24 3.24 3.25 0.20 3.24 3.28 1.26
15-day 3.23 3.25 3.28 3.27 3.32 2.40 3.27 3.32 1.31
30-day 3.35 3.38 3.38 3.39 3.39 6.40 3.38 3.39 1.40
60-day 3.43 3.46 3.49 3.47 3.49 5.20 3.47 3.49 1.48
90-day 3.52 3.55 3.55 3.55 3.50 2.60 3.53 3.55 1.58
AA Nonfinancial
1-day 3.21 3.22 3.23 3.20 3.23 0.60 3.22 3.34 1.24
7-day 3.22 3.24 3.23 3.24 3.25 1.80 3.24 3.25 1.28
15-day 3.23 3.24 3.25 3.28 3.34 3.80 3.27 3.34 1.27
30-day 3.28 3.31 3.31 3.34 3.34 4.20 3.32 3.34 1.33
60-day 3.40 3.38 3.41 3.40 3.40 3.55 3.40 3.41 1.45
90-day 3.50 3.49 3.53 3.54 4.50 3.52 3.54 1.55
A2/P2 Nonfinancial
1-day 3.28 3.30 3.30 3.28 3.29 0.20 3.29 3.43 1.32
7-day 3.30 3.33 3.33 3.32 3.32 0.60 3.32 3.37 1.38
15-day 3.35 3.38 3.33 3.37 3.43 3.00 3.37 3.43 1.45
30-day 3.52 3.59 3.58 3.58 3.53 6.40 3.56 3.59 1.52
60-day 3.65 3.56 3.64 3.58 3.58 -0.60 3.60 3.65 1.61
90-day 3.75 3.66 3.76 3.67 3.67 5.20 3.70 3.76 1.67
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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