Year to date as of 11/10 | ||||||||||
Term (days) | 11/04 | 11/05 | 11/08 | 11/09 | 11/10 | 1-week Change (bps)* | 5-day Average | 52-wk High | 52-wk Low | |
AA Financial | ||||||||||
1-day | 1.75 | 1.75 | 1.84 | 1.81 | 1.85 | 3.40 | 1.80 | 1.87 | 0.94 | |
7-day | 1.78 | 1.84 | 1.96 | 1.99 | 1.99 | 4.20 | 1.91 | 1.99 | 0.92 | |
15-day | 1.89 | 1.89 | 1.98 | 1.99 | 2.00 | 1.80 | 1.95 | 2.00 | 0.98 | |
30-day | 1.96 | 1.95 | 1.98 | 2.01 | 2.04 | 7.80 | 1.99 | 2.04 | 1.00 | |
60-day | 2.02 | 2.08 | 2.07 | 2.13 | 2.09 | 8.00 | 2.08 | 2.13 | 1.01 | |
90-day | 2.08 | 2.14 | 2.15 | 2.16 | 2.17 | 5.60 | 2.14 | 2.17 | 1.02 | |
AA Nonfinancial | ||||||||||
1-day | 1.76 | 1.76 | 1.83 | 1.82 | 1.88 | 2.80 | 1.81 | 1.88 | 0.91 | |
7-day | 1.81 | 1.85 | 1.94 | 1.91 | 1.91 | 1.60 | 1.88 | 1.94 | 0.90 | |
15-day | 1.88 | 1.90 | 1.95 | 1.97 | 2.00 | 0.00 | 1.94 | 2.00 | 0.97 | |
30-day | 1.97 | 1.95 | 1.98 | 2.00 | 2.02 | 0.20 | 1.98 | 2.02 | 0.97 | |
60-day | 2.02 | 2.03 | 2.05 | 2.06 | 2.06 | 3.73 | 2.04 | 2.06 | 0.98 | |
90-day | 2.08 | 2.14 | − | − | − | 1.00 | 2.11 | 2.14 | 0.98 | |
A2/P2 Nonfinancial | ||||||||||
1-day | 1.81 | 1.81 | 1.89 | 1.87 | 1.96 | 2.80 | 1.87 | 1.96 | 1.00 | |
7-day | 1.86 | 1.99 | 2.06 | 2.03 | 2.03 | 2.00 | 1.99 | 2.06 | 1.02 | |
15-day | 1.94 | 2.01 | 2.08 | 2.04 | 2.14 | 0.60 | 2.04 | 2.14 | 1.05 | |
30-day | 2.12 | 2.05 | 2.09 | 2.13 | 2.11 | 5.40 | 2.10 | 2.13 | 1.07 | |
60-day | 2.18 | 2.18 | 2.21 | 2.25 | 2.27 | 9.80 | 2.22 | 2.27 | 1.06 | |
90-day | 2.25 | 2.29 | 2.29 | 2.33 | 2.31 | 9.00 | 2.29 | 2.33 | 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.
37m 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