Year to date as of 08/11
Term (days) 08/05 08/08 08/09 08/10 08/11 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 3.39 3.46 3.44 3.44 3.42 9.20 3.43 3.46 1.37
7-day 3.32 3.46 3.46 3.47 3.47 3.80 3.44 3.47 1.43
15-day 3.48 3.47 3.48 3.47 3.48 8.60 3.48 3.48 1.46
30-day 3.46 3.49 3.51 3.50 3.50 6.00 3.49 3.51 1.49
60-day 3.54 3.55 3.58 3.57 3.58 4.60 3.56 3.58 1.55
90-day 3.65 3.65 3.66 3.67 3.66 5.00 3.66 3.67 1.60
AA Nonfinancial
1-day 3.38 3.45 3.44 3.43 3.41 8.40 3.42 3.45 1.37
7-day 3.41 3.46 3.45 3.45 3.44 3.80 3.44 3.46 1.45
15-day 3.45 3.47 3.46 3.43 3.43 9.20 3.45 3.47 1.47
30-day 3.42 3.44 3.44 3.45 3.46 5.20 3.44 3.46 1.48
60-day 3.52 3.54 9.00 3.53 3.54 1.52
90-day 3.64 8.00 3.64 3.64 1.56
A2/P2 Nonfinancial
1-day 3.49 3.55 3.53 3.51 3.51 0.20 3.52 3.55 1.47
7-day 3.56 3.57 3.56 3.58 3.56 4.40 3.57 3.58 1.54
15-day 3.56 3.57 3.58 3.57 3.57 5.00 3.57 3.58 1.54
30-day 3.60 3.59 3.60 3.66 3.63 1.40 3.62 3.66 1.59
60-day 3.74 3.68 3.71 3.68 3.70 4.80 3.70 3.74 1.65
90-day 3.76 3.77 3.78 3.78 3.78 5.00 3.77 3.78 1.71
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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