Year to date as of 03/10 | ||||||||||
Term (days) | 03/04 | 03/07 | 03/08 | 03/09 | 03/10 | 1-week Change (bps)* | 5-day Average | 52-wk High | 52-wk Low | |
AA Financial | ||||||||||
1-day | 2.46 | 2.49 | 2.47 | 2.45 | 2.49 | -3.60 | 2.47 | 2.58 | 0.95 | |
7-day | 2.48 | 2.49 | 2.49 | 2.48 | 2.46 | -1.00 | 2.48 | 2.52 | 0.96 | |
15-day | 2.50 | 2.52 | 2.53 | 2.52 | 2.52 | 1.40 | 2.52 | 2.53 | 0.98 | |
30-day | 2.62 | 2.66 | 2.66 | 2.67 | 2.67 | 7.20 | 2.66 | 2.67 | 1.00 | |
60-day | 2.74 | 2.74 | 2.75 | 2.75 | 2.80 | 5.20 | 2.76 | 2.80 | 1.01 | |
90-day | 2.83 | 2.87 | 2.86 | 2.84 | 2.90 | 6.20 | 2.86 | 2.90 | 1.02 | |
AA Nonfinancial | ||||||||||
1-day | 2.45 | 2.46 | 2.45 | 2.44 | 2.48 | -4.60 | 2.46 | 2.58 | 0.95 | |
7-day | 2.50 | 2.49 | 2.49 | 2.51 | 2.52 | -2.20 | 2.50 | 2.54 | 0.96 | |
15-day | 2.48 | 2.50 | 2.50 | 2.51 | 2.51 | 0.20 | 2.50 | 2.54 | 0.97 | |
30-day | 2.58 | 2.63 | 2.60 | 2.62 | 2.60 | 3.80 | 2.61 | 2.64 | 0.97 | |
60-day | 2.68 | 2.72 | 2.69 | 2.69 | 2.72 | 3.50 | 2.70 | 2.72 | 0.98 | |
90-day | 2.75 | − | − | − | 2.80 | 7.50 | 2.78 | 2.80 | 1.00 | |
A2/P2 Nonfinancial | ||||||||||
1-day | 2.52 | 2.55 | 2.52 | 2.51 | 2.54 | -4.80 | 2.53 | 2.65 | 1.03 | |
7-day | 2.56 | 2.57 | 2.55 | 2.54 | 2.54 | -2.60 | 2.55 | 2.62 | 1.02 | |
15-day | 2.61 | 2.68 | 2.63 | 2.59 | 2.64 | 4.40 | 2.63 | 2.68 | 1.05 | |
30-day | 2.76 | 2.85 | 2.76 | 2.83 | 2.81 | 1.20 | 2.80 | 2.85 | 1.07 | |
60-day | 2.82 | 2.86 | 2.84 | 2.85 | 2.93 | 5.20 | 2.86 | 2.93 | 1.07 | |
90-day | 2.97 | 2.96 | 2.98 | 3.00 | − | 2.15 | 2.98 | 3.00 | 1.09 | |
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