Year to date as of 09/22
Term (days) 09/16 09/19 09/20 09/21 09/22 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 3.63 3.64 3.62 3.69 3.69 5.00 3.65 3.69 1.70
7-day 3.66 3.69 3.70 3.70 3.70 2.00 3.69 3.70 1.71
15-day 3.73 3.71 3.73 3.74 3.74 9.20 3.73 3.74 1.71
30-day 3.69 3.74 3.73 3.75 3.74 7.60 3.73 3.75 1.74
60-day 3.73 3.76 3.75 3.79 3.79 6.20 3.76 3.79 1.78
90-day 3.79 3.79 3.80 3.85 3.85 6.20 3.82 3.85 1.80
AA Nonfinancial
1-day 3.63 3.65 3.60 3.68 3.68 4.60 3.65 3.68 1.70
7-day 3.69 3.70 3.58 3.65 3.66 4.40 3.66 3.70 1.72
15-day 3.62 3.64 3.70 3.70 3.66 0.00 3.66 3.70 1.72
30-day 3.69 3.69 3.68 3.72 3.71 0.20 3.70 3.72 1.72
60-day 3.68 3.72 3.69 3.72 3.74 8.00 3.71 3.74 1.75
90-day 3.79 3.76 7.25 3.78 3.79 1.82
A2/P2 Nonfinancial
1-day 3.73 3.72 3.69 3.76 3.77 5.20 3.73 3.77 1.78
7-day 3.77 3.80 3.80 3.79 3.82 1.80 3.80 3.82 1.79
15-day 3.81 3.83 3.83 3.86 3.87 2.40 3.84 3.87 1.81
30-day 3.85 3.90 3.90 3.91 3.91 7.20 3.89 3.91 1.83
60-day 3.79 3.90 3.87 3.90 3.93 6.80 3.88 3.93 1.87
90-day 3.97 3.75 3.50 3.86 3.97 1.92
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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