Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
PAC | |||
01/26/04 | 150.0 | 160.0 | 165.0 |
Previous Week | 149.0 | 159.0 | 166.0 |
1-Month Average | 150.0 | 159.0 | 166.0 |
12-Month Range | 130-170 | 140-190 | 150-190 |
TAC | |||
01/26/04 | 50.0 | 126.0 | 152.0 |
Previous Week | 50.0 | 125.0 | 153.0 |
1-Month Average | 50.0 | 125.0 | 153.0 |
12-Month Range | 40-90 | 100-160 | 130-170 |
SEQ | |||
01/26/04 | 102.0 | 135.0 | 175.0 |
Previous Week | 103.0 | 136.0 | 176.0 |
1-Month Average | 103.0 | 136.0 | 176.0 |
12-Month Range | 80-130 | 120-160 | 140-190 |
All nominal spreads are in basis points over the equivalent maturity Treasury and are derived from actual transactions in each of the sectors defined.Source: Capital Management Sciences |
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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.
2h ago -
Mortgage rates rose 7 basis points this week, Freddie Mac said, and more increases are likely following a weaker than expected gross domestic product report.
4h 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