PSL CLO EUR AA Spread Indices stabilises around 165-170bps
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
96.4 |
-2.51 |
-63.37 |
| CLO EUR AA |
168.07 |
+1.9 |
-63.7 |
| CLO EUR A |
223.69 |
+2.59 |
-100.5 |
| CLO EUR BBB |
346.7 |
+2.31 |
-102.34 |
| CLO EUR BB |
601.18 |
-16.99 |
-120.28 |
| CLO EUR B |
888.95 |
-20.27 |
-228.66 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
144.1 |
+2.28 |
-9.46 |
| CLO US AA |
185.49 |
-2.23 |
-29.31 |
| CLO US A |
228.45 |
-1.89 |
-41.36 |
| CLO US BBB |
387.42 |
+4.07 |
-13.32 |
| CLO US BB |
730.59 |
-7.35 |
-52.66 |
| CLO US B |
1021.51 |
+72.32 |
+0.46 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
67.64 |
-0.95 |
-23.18 |
| Dutch ABS/MBS AA |
127.17 |
-2.67 |
-58.41 |
| Italian ABS/MBS AA |
70.55 |
-1.53 |
-23.15 |
| Portuguese ABS/MBS AA |
117.44 |
+3.07 |
+10.17 |
| Spanish ABS/MBS AA |
100.56 |
-1.55 |
-3.49 |
| UK BTL RMBS AAA |
73.88 |
+0.81 |
-16.54 |
| UK Cards AAA |
69.42 |
+3.12 |
-34.35 |
| UK Prime RMBS AAA |
46.88 |
-2.79 |
-3.93 |
