Year to date as of 02/09 | ||||||||||
Term (days) | 02/03 | 02/06 | 02/07 | 02/08 | 02/09 | 1-week Change (bps)* | 5-day Average | 52-wk High | 52-wk Low | |
AA Financial | ||||||||||
1-day | 4.45 | 4.50 | 4.46 | 4.46 | 4.48 | 3.00 | 4.47 | 4.50 | 2.44 | |
7-day | 4.48 | 4.50 | 4.47 | 4.47 | 4.46 | 0.60 | 4.48 | 4.50 | 2.45 | |
15-day | 4.49 | 4.50 | 4.48 | 4.48 | 4.49 | 1.20 | 4.49 | 4.50 | 2.48 | |
30-day | 4.49 | 4.49 | 4.50 | 4.50 | 4.49 | 0.80 | 4.49 | 4.51 | 2.49 | |
60-day | 4.54 | 4.55 | 4.53 | 4.54 | 4.55 | 2.60 | 4.54 | 4.55 | 2.60 | |
90-day | 4.59 | 4.59 | 4.60 | 4.61 | 4.61 | 5.00 | 4.60 | 4.61 | 2.68 | |
AA Nonfinancial | ||||||||||
1-day | 4.44 | 4.45 | 4.44 | 4.44 | 4.42 | -0.80 | 4.44 | 4.47 | 2.43 | |
7-day | 4.45 | 4.48 | 4.48 | 4.32 | 4.48 | -3.40 | 4.44 | 4.52 | 2.45 | |
15-day | 4.49 | 4.48 | 4.44 | 4.45 | 4.47 | -1.00 | 4.47 | 4.50 | 2.47 | |
30-day | 4.44 | 4.47 | 4.46 | 4.47 | 4.46 | 0.20 | 4.46 | 4.49 | 2.47 | |
60-day | − | 4.48 | − | − | − | 5.00 | 4.48 | 4.48 | 2.55 | |
90-day | − | − | − | − | − | − | − | 4.23 | 2.75 | |
A2/P2 Nonfinancial | ||||||||||
1-day | 4.54 | 4.56 | 4.54 | 4.54 | 4.54 | 1.80 | 4.54 | 4.56 | 2.51 | |
7-day | 4.55 | 4.57 | 4.56 | 4.55 | 4.56 | -0.40 | 4.56 | 4.58 | 2.51 | |
15-day | 4.56 | 4.56 | 4.57 | 4.55 | 4.56 | -1.00 | 4.56 | 4.58 | 2.55 | |
30-day | 4.64 | 4.60 | 4.64 | 4.66 | 4.65 | 3.00 | 4.64 | 4.66 | 2.59 | |
60-day | 4.67 | 4.62 | 4.63 | 4.64 | 4.71 | 1.40 | 4.65 | 4.71 | 2.71 | |
90-day | − | 4.64 | 4.67 | − | 4.69 | 6.17 | 4.67 | 4.69 | 2.76 | |
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