Year to date as of 09/15
Term (days) 09/09 09/12 09/13 09/14 09/15 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 3.45 3.48 3.46 3.48 3.65 3.15 3.50 3.65 1.51
7-day 3.48 3.53 3.56 3.59 3.69 0.00 3.57 3.69 1.58
15-day 3.54 3.59 3.68 3.67 3.71 1.55 3.64 3.71 1.65
30-day 3.62 3.63 3.65 3.69 3.68 5.90 3.65 3.69 1.72
60-day 3.68 3.67 3.70 3.72 3.74 6.20 3.70 3.74 1.76
90-day 3.73 3.74 3.76 3.77 3.77 6.40 3.75 3.78 1.80
AA Nonfinancial
1-day 3.45 3.47 3.46 3.47 3.66 3.45 3.50 3.66 1.51
7-day 3.47 3.51 3.45 3.48 3.65 2.95 3.51 3.65 1.54
15-day 3.50 3.55 3.55 3.57 3.65 8.15 3.56 3.65 1.64
30-day 3.60 3.59 3.54 3.62 3.63 6.35 3.60 3.63 1.68
60-day 3.63 3.62 3.63 3.62 3.65 5.75 3.63 3.65 1.73
90-day 3.68 3.69 3.71 3.73 8.00 3.70 3.73 1.78
A2/P2 Nonfinancial
1-day 3.53 3.56 3.54 3.54 3.74 2.95 3.58 3.74 1.58
7-day 3.59 3.60 3.72 3.71 3.77 8.05 3.68 3.77 1.70
15-day 3.68 3.64 3.68 3.77 3.81 0.10 3.72 3.81 1.76
30-day 3.78 3.82 3.85 3.83 3.83 3.70 3.82 3.85 1.82
60-day 3.88 3.79 3.79 3.78 3.81 1.25 3.81 3.91 1.83
90-day 3.70 3.85 3.85 3.90 8.00 3.82 3.94 1.90
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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