PSL CLO EUR AAA Spread Index stable below 100 bps
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
96.91 |
+1.16 |
-62.85 |
| CLO EUR AA |
168.28 |
+2.32 |
-63.5 |
| CLO EUR A |
220.03 |
-1.14 |
-104.16 |
| CLO EUR BBB |
335.69 |
-7.89 |
-113.35 |
| CLO EUR BB |
604.6 |
+7.35 |
-116.86 |
| CLO EUR B |
902.93 |
+17.77 |
-214.69 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
141.34 |
-1.07 |
-12.22 |
| CLO US AA |
188.11 |
+3.15 |
-26.69 |
| CLO US A |
232.62 |
+5.36 |
-37.2 |
| CLO US BBB |
355.88 |
-30.04 |
-44.86 |
| CLO US BB |
732.07 |
+6.98 |
-51.18 |
| CLO US B |
955.44 |
-20.46 |
-65.61 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
52.84 |
+0.77 |
-9.1 |
| Dutch ABS/MBS AA |
135.69 |
+1.91 |
-50.35 |
| Italian ABS/MBS AA |
77.14 |
+0.74 |
-25.21 |
| Portuguese ABS/MBS AA |
87.43 |
-0.04 |
-2.36 |
| Spanish ABS/MBS AA |
81.16 |
-1.01 |
-2.93 |
| UK BTL RMBS AAA |
75.25 |
-1.47 |
-19.42 |
| UK Cards AAA |
77.05 |
+0.3 |
-28.54 |
| UK Prime RMBS AAA |
53.13 |
-0.35 |
-0.88 |
