Year to date as of 10/13
Term (days) 10/07 10/10 10/11 10/12 10/13 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 3.73 3.75 3.71 3.74 -3.55 3.73 3.86 1.71
7-day 3.72 3.75 3.73 3.73 -2.15 3.73 3.80 1.73
15-day 3.72 3.73 3.73 3.74 -1.00 3.73 3.78 1.75
30-day 3.80 3.82 3.83 3.84 4.65 3.82 3.84 1.78
60-day 3.89 3.91 3.92 3.95 4.75 3.92 3.95 1.87
90-day 3.98 4.02 4.01 4.03 5.40 4.01 4.03 1.91
AA Nonfinancial
1-day 3.73 3.74 3.70 3.74 -3.25 3.73 3.84 1.71
7-day 3.72 3.73 3.72 3.73 -0.50 3.72 3.78 1.73
15-day 3.73 3.71 3.72 3.73 -0.95 3.72 3.81 1.74
30-day 3.75 3.83 3.74 3.77 3.45 3.77 3.83 1.77
60-day 3.84 3.86 3.85 3.86 6.05 3.85 3.86 1.84
90-day 3.96 6.00 3.96 3.96 1.95
A2/P2 Nonfinancial
1-day 3.82 3.84 3.83 3.84 -1.15 3.83 3.94 1.78
7-day 3.89 3.84 3.84 3.83 -1.20 3.85 3.92 1.79
15-day 3.84 3.86 3.83 3.87 -0.40 3.85 3.90 1.82
30-day 3.90 3.99 3.91 3.97 -0.95 3.94 3.99 1.89
60-day 3.99 4.02 4.01 4.05 0.75 4.02 4.09 1.94
90-day 4.01 4.10 4.08 4.14 6.92 4.08 4.14 2.06
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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