Year to date as of 09/23 | ||||||||||
Term (days) | 09/17 | 09/20 | 09/21 | 09/22 | 09/23 | 1-week Change (bps)* | 5-day Average | 52-wk High | 52-wk Low | |
AA Financial | ||||||||||
1-day | 1.52 | 1.57 | 1.70 | 1.70 | 1.70 | 5.40 | 1.64 | 1.70 | 0.94 | |
7-day | 1.62 | 1.70 | 1.72 | 1.72 | 1.71 | 6.80 | 1.69 | 1.72 | 0.92 | |
15-day | 1.67 | 1.71 | 1.73 | 1.75 | 1.74 | 1.60 | 1.72 | 1.75 | 0.98 | |
30-day | 1.72 | 1.74 | 1.75 | 1.76 | 1.76 | 6.20 | 1.75 | 1.76 | 1.00 | |
60-day | 1.76 | 1.77 | 1.79 | 1.79 | 1.78 | 4.80 | 1.78 | 1.79 | 1.01 | |
90-day | 1.81 | 1.83 | 1.82 | 1.85 | 1.85 | 3.40 | 1.83 | 1.85 | 1.02 | |
AA Nonfinancial | ||||||||||
1-day | 1.53 | 1.60 | 1.72 | 1.70 | 1.70 | 6.40 | 1.65 | 1.72 | 0.91 | |
7-day | 1.57 | 1.70 | 1.72 | 1.72 | 1.72 | 6.00 | 1.69 | 1.72 | 0.90 | |
15-day | 1.68 | 1.73 | 1.74 | 1.76 | 1.76 | 4.60 | 1.73 | 1.76 | 0.97 | |
30-day | 1.72 | 1.72 | 1.72 | 1.71 | 1.72 | 7.00 | 1.72 | 1.72 | 0.97 | |
60-day | 1.73 | 1.76 | 1.74 | 1.77 | 1.77 | 3.40 | 1.75 | 1.77 | 0.98 | |
90-day | − | 1.78 | − | − | − | 2.00 | 1.78 | 1.93 | 0.98 | |
A2/P2 Nonfinancial | ||||||||||
1-day | 1.60 | 1.66 | 1.78 | 1.78 | 1.78 | 5.40 | 1.72 | 1.78 | 1.00 | |
7-day | 1.76 | 1.80 | 1.85 | 1.80 | 1.80 | 7.40 | 1.80 | 1.85 | 1.02 | |
15-day | 1.82 | 1.81 | 1.83 | 1.83 | 1.81 | 9.80 | 1.82 | 1.83 | 1.05 | |
30-day | 1.85 | 1.83 | 1.87 | 1.86 | 1.87 | 5.80 | 1.86 | 1.87 | 1.07 | |
60-day | 1.89 | 1.87 | 1.87 | 1.91 | 1.91 | 6.80 | 1.89 | 1.91 | 1.06 | |
90-day | 1.94 | 1.97 | 1.90 | 1.97 | 1.98 | 4.00 | 1.95 | 1.98 | 1.07 | |
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank |
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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.
1h 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