Year to date as of 01/12
Term (days) 01/06 01/09 01/10 01/11 01/12 1-week
Change (bps)*
5-day
Average
52-wk
High
52-wk
Low
AA Financial
1-day 4.22 4.24 4.22 4.22 4.25 -0.50 4.23 4.28 2.19
7-day 4.23 4.23 4.22 4.22 4.21 0.20 4.22 4.32 2.19
15-day 4.23 4.23 4.23 4.23 4.24 -2.80 4.23 4.31 2.23
30-day 4.28 4.30 4.29 4.28 4.34 2.55 4.30 4.34 2.31
60-day 4.36 4.40 4.39 4.39 4.42 2.95 4.39 4.42 2.44
90-day 4.42 4.44 4.45 4.47 4.47 4.00 4.45 4.47 2.55
AA Nonfinancial
1-day 4.21 4.22 4.23 4.22 4.23 -1.05 4.22 4.29 2.18
7-day 4.22 4.24 4.24 4.22 4.25 -0.85 4.23 4.35 2.21
15-day 4.23 4.26 4.30 4.26 4.26 0.95 4.26 4.36 2.24
30-day 4.33 4.30 4.30 4.31 6.75 4.31 4.33 2.30
60-day 4.32 4.32 4.32 2.00 4.32 4.32 2.39
90-day 4.23 2.50
A2/P2 Nonfinancial
1-day 4.30 4.31 4.30 4.30 4.34 -0.50 4.31 4.39 2.26
7-day 4.34 4.32 4.33 4.29 4.33 1.70 4.32 4.46 2.29
15-day 4.33 4.35 4.36 4.34 4.36 0.55 4.35 4.46 2.33
30-day 4.42 4.50 4.51 4.52 4.54 3.30 4.50 4.54 2.48
60-day 4.57 4.51 4.48 4.48 4.53 -0.35 4.51 4.57 2.59
90-day 4.47 4.49 4.55 4.55 4.52 2.10 4.52 4.63 2.68
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank

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