Year to date as of 11/03
Term (days) 10/28 10/31 11/01 11/02 11/03 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 3.89 4.00 4.00 3.97 3.97 0.80 3.97 4.00 1.75
7-day 3.95 3.98 4.00 3.97 3.96 3.20 3.97 4.00 1.78
15-day 3.97 3.99 4.00 3.99 3.98 0.20 3.99 4.00 1.89
30-day 4.00 4.01 4.01 4.00 4.01 5.80 4.01 4.01 1.95
60-day 4.07 4.07 4.09 4.10 4.10 6.60 4.09 4.10 2.02
90-day 4.15 4.13 4.15 4.16 4.17 3.60 4.15 4.17 2.08
AA Nonfinancial
1-day 3.90 4.02 4.01 3.97 3.97 0.80 3.97 4.02 1.76
7-day 3.95 4.00 3.98 3.98 3.97 5.20 3.98 4.00 1.81
15-day 3.96 3.96 4.00 3.96 3.95 9.60 3.97 4.00 1.88
30-day 3.98 4.02 4.00 3.97 3.97 6.00 3.99 4.02 1.95
60-day 4.00 4.13 4.01 4.01 4.05 6.50 4.04 4.13 2.02
90-day -4.25 4.06 2.08
A2/P2 Nonfinancial
1-day 3.98 4.10 4.07 4.04 4.05 0.00 4.05 4.10 1.81
7-day 4.11 4.11 4.09 4.07 4.05 0.40 4.09 4.14 1.86
15-day 4.12 4.10 4.07 4.08 4.07 5.40 4.09 4.12 1.94
30-day 4.11 4.15 4.12 4.20 4.14 4.80 4.14 4.20 2.05
60-day 4.24 4.27 4.23 4.18 4.20 6.60 4.22 4.27 2.18
90-day 4.21 4.32 4.30 4.20 4.28 5.20 4.26 4.32 2.25
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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