Year to date as of 08/04
Term (days) 07/29 08/01 08/02 08/03 08/04 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 3.27 3.26 3.21 3.17 3.28 1.40 3.24 3.37 1.24
7-day 3.25 3.27 3.27 3.32 3.38 6.20 3.30 3.38 1.32
15-day 3.35 3.37 3.39 3.40 3.44 2.00 3.39 3.44 1.39
30-day 3.41 3.42 3.43 3.45 3.45 5.40 3.43 3.45 1.46
60-day 3.50 3.51 3.52 3.53 3.53 5.00 3.52 3.53 1.53
90-day 3.59 3.61 3.61 3.62 3.61 7.40 3.61 3.62 1.58
AA Nonfinancial
1-day 3.27 3.27 3.20 3.17 3.28 2.00 3.24 3.34 1.26
7-day 3.25 3.31 3.30 3.28 3.38 6.80 3.30 3.38 1.31
15-day 3.32 3.34 3.36 3.35 3.41 8.80 3.36 3.41 1.44
30-day 3.37 3.37 3.40 3.39 3.42 7.40 3.39 3.42 1.44
60-day 3.39 3.45 3.44 3.45 3.47 4.20 3.44 3.47 1.50
90-day 3.54 3.58 4.50 3.56 3.58 1.56
A2/P2 Nonfinancial
1-day 3.35 3.34 3.29 3.24 3.36 2.60 3.32 3.43 1.34
7-day 3.37 3.37 3.44 3.40 3.53 0.20 3.42 3.53 1.46
15-day 3.47 3.52 3.52 3.53 3.56 4.80 3.52 3.56 1.50
30-day 3.52 3.63 3.59 3.66 3.61 4.20 3.60 3.66 1.57
60-day 3.61 3.67 3.66 3.64 3.69 5.20 3.65 3.69 1.62
90-day 3.70 3.78 3.76 3.66 3.72 2.20 3.72 3.78 1.71
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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