PSL CLO EUR AAA Spread Index continues tightening below 100bps
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
99 bps |
-0.64 |
-60.13 |
| CLO EUR AA |
166 bps |
-0.81 |
-65.75 |
| CLO EUR A |
221 bps |
-0.41 |
-103.49 |
| CLO EUR BBB |
344 bps |
-0.22 |
-104.07 |
| CLO EUR BB |
619 bps |
+0.19 |
-101.4 |
| CLO EUR B |
911 bps |
-3.26 |
-206.32 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
142 bps |
-0.99 |
-10.28 |
| CLO US AA |
188 bps |
+0.61 |
-26.15 |
| CLO US A |
230 bps |
-2.66 |
-37.15 |
| CLO US BBB |
383 bps |
-5.24 |
-10.85 |
| CLO US BB |
738 bps |
-5.43 |
-45.27 |
| CLO US B |
949 bps |
-16.93 |
-66.94 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
53 bps |
-1.1 |
-0.56 |
| Dutch ABS/MBS AA |
139 bps |
-0.35 |
-0.35 |
| Italian ABS/MBS AA |
78 bps |
-0.21 |
-0.78 |
| Portuguese ABS/MBS AA |
87 bps |
-0.7 |
-0.7 |
| Spanish ABS/MBS AA |
84 bps |
-1.96 |
-1.96 |
| UK BTL RMBS AAA |
76 bps |
-1.68 |
-1.68 |
| UK Cards AAA |
66 bps |
-2.54 |
-2.54 |
| UK Prime RMBS AAA |
51 bps |
+2.57 |
+2.57 |
