Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
PAC | |||
11/14/06 | 123.0 | 145.0 | 160.0 |
Previous Week | 126.0 | 147.0 | 162.0 |
1-Month Average | 126.0 | 147.0 | 162.0 |
12-Month Range | 100-140 | 120-160 | 130-170 |
TAC | |||
11/14/06 | 50.0 | 98.0 | 142.0 |
Previous Week | 50.0 | 96.0 | 140.0 |
1-Month Average | 50.0 | 97.0 | 141.0 |
12-Month Range | 40-90 | 70-120 | 120-160 |
SEQ | |||
11/14/06 | 100.0 | 121.0 | 147.0 |
Previous Week | 97.0 | 119.0 | 145.0 |
1-Month Average | 99.0 | 120.0 | 146.0 |
12-Month Range | 70-130 | 100-150 | 120-170 |
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.
38m 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