Year to date as of 10/20
Term (days) 10/14 10/17 10/18 10/19 10/20 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 3.74 3.80 3.73 3.72 3.72 0.95 3.74 3.86 1.71
7-day 3.74 3.76 3.75 3.72 3.72 0.55 3.74 3.80 1.73
15-day 3.75 3.79 3.80 3.82 3.81 6.40 3.79 3.82 1.75
30-day 3.85 3.88 3.89 3.90 3.90 6.15 3.88 3.90 1.81
60-day 3.95 3.94 3.97 3.98 4.01 5.25 3.97 4.01 1.94
90-day 4.04 4.05 4.04 4.05 4.09 4.40 4.05 4.09 1.98
AA Nonfinancial
1-day 3.75 3.79 3.73 3.72 3.72 1.45 3.74 3.84 1.71
7-day 3.70 3.75 3.76 3.73 3.73 0.90 3.73 3.78 1.73
15-day 3.75 3.65 3.76 3.75 3.81 2.15 3.74 3.81 1.74
30-day 3.82 3.82 3.83 3.82 3.88 6.15 3.83 3.88 1.83
60-day 3.86 3.89 3.90 3.92 3.90 4.15 3.89 3.92 1.89
90-day 3.98 3.95 4.02 4.02 3.25 3.99 4.02 2.08
A2/P2 Nonfinancial
1-day 3.85 3.88 3.84 3.83 3.83 1.35 3.85 3.94 1.79
7-day 3.88 3.87 3.86 3.84 3.83 0.60 3.86 3.92 1.79
15-day 3.90 3.90 3.88 3.92 3.91 5.20 3.90 3.92 1.84
30-day 3.98 4.06 4.06 4.02 4.11 0.35 4.05 4.11 1.92
60-day 4.09 4.09 4.11 4.07 4.11 7.65 4.09 4.11 2.01
90-day 4.13 4.15 4.14 4.13 5.50 4.14 4.15 2.10
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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