Year to date as of fix this | ||||||||||
Term (days) | 04/10 | 04/11 | 04/14 | 04/15 | 04/16 | 1-week Change (bps)* | 5-day Average | 52-wk High | 52-wk Low | |
AA Financial | ||||||||||
1-day | 1.26 | 1.24 | 1.29 | 1.37 | n/a | 5.20 | 1.29 | 1.99 | 1.18 | |
7-day | 1.25 | 1.24 | 1.24 | 1.25 | n/a | 2.10 | 1.24 | 1.81 | 1.19 | |
15-day | 1.24 | 1.25 | 1.24 | 1.24 | n/a | 1.45 | 1.24 | 1.81 | 1.19 | |
30-day | 1.23 | 1.23 | 1.23 | 1.24 | n/a | 0.45 | 1.23 | 1.77 | 1.18 | |
60-day | 1.21 | 1.22 | 1.23 | 1.24 | n/a | 0.70 | 1.22 | 1.79 | 1.17 | |
90-day | 1.21 | 1.23 | 1.23 | 1.25 | n/a | 1.60 | 1.23 | 1.82 | 1.15 | |
AA Nonfinancial | ||||||||||
1-day | 1.24 | 1.22 | 1.27 | 1.33 | n/a | 4.50 | 1.26 | 1.98 | 1.18 | |
7-day | 1.22 | 1.23 | 1.22 | 1.27 | n/a | 2.50 | 1.24 | 1.83 | 1.20 | |
15-day | 1.21 | 1.20 | 1.22 | 1.25 | n/a | 0.60 | 1.22 | 1.80 | 1.20 | |
30-day | 1.18 | 1.24 | 1.17 | 1.22 | n/a | -1.35 | 1.20 | 1.81 | 1.16 | |
60-day | 1.18 | 1.20 | 1.22 | 1.22 | n/a | 0.50 | 1.20 | 1.78 | 1.14 | |
90-day | 1.17 | 1.18 | 1.21 | 1.22 | n/a | 0.90 | 1.20 | 1.82 | 1.14 | |
A2/P2 Nonfinancial | ||||||||||
1-day | 1.33 | 1.35 | 1.40 | 1.47 | n/a | 5.55 | 1.39 | 2.17 | 1.30 | |
7-day | 1.33 | 1.32 | 1.35 | 1.37 | n/a | -2.15 | 1.34 | 2.14 | 1.30 | |
15-day | 1.37 | 1.35 | 1.34 | 1.37 | n/a | 0.55 | 1.36 | 2.14 | 1.29 | |
30-day | 1.36 | 1.38 | 1.46 | 1.39 | n/a | -2.25 | 1.40 | 2.12 | 1.34 | |
60-day | 1.36 | 1.40 | 1.43 | 1.36 | n/a | -0.85 | 1.39 | 2.20 | 1.35 | |
90-day | 1.32 | n.a. | 1.45 | 1.44 | n/a | -2.27 | 1.40 | 2.25 | 1.32 | |
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank |
-
Spreads ranging from 16-18 basis points over the three-month, interpolated yield curve on the P1 (Moody's) and F1+ (Fitch) notes, to 160 to 170 over the benchmark on the class D notes.
18m ago -
Broken down by product type, the agency's NJCLASS Standard Fixed product should account for a large majority of the loans, 75.4%. NJCLASS Consolidation will account for the next-largest group, 14.1%.
April 24 -
The notes will price against Treasurys, with spreads expected to fall between 85 and 90 basis points over the benchmark.
April 24 -
The JPMorgan Chase CEO took aim Tuesday at the proposed Basel III endgame rules, hindrances to mergers and bureaucratic burdens. "I would love to have a more productive relationship with regulators, but I think it takes conversation," Dimon said.
April 24 -
Bluegreen Vacation originated the loans and Fitch expressed confidence in its record of good performance as servicer.
April 23 -
Many legal experts think the Supreme Court will rule in favor of the Consumer Financial Protection Bureau in a case challenging its funding. Such a ruling would unleash a flurry of litigation that has been on hold pending the outcome of the constitutional challenge.
April 23