PSL CLO EUR AAA tightens further to 120bps
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
120.47 |
-0.51 |
-39.3 |
| CLO EUR AA |
185.48 |
-5.56 |
-46.3 |
| CLO EUR A |
247.74 |
+5.25 |
-76.45 |
| CLO EUR BBB |
361.14 |
-0.28 |
-87.9 |
| CLO EUR BB |
657.53 |
+1.5 |
-63.94 |
| CLO EUR B |
956.4 |
+14.98 |
-161.21 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
136.33 |
-2.38 |
-17.23 |
| CLO US AA |
189.13 |
-2.26 |
-25.67 |
| CLO US A |
233.11 |
-10.25 |
-36.71 |
| CLO US BBB |
373.57 |
-0.6 |
-27.17 |
| CLO US BB |
727.4 |
-10.22 |
-55.85 |
| CLO US B |
957.92 |
-12.29 |
-63.12 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
56 bps |
+2.32 |
-6.39 |
| Dutch ABS/MBS AA |
149 bps |
-1.31 |
-36.58 |
| Italian ABS/MBS AA |
85 bps |
-0.99 |
-17.04 |
| Portuguese ABS/MBS AA |
88 bps |
-1.06 |
-2.29 |
| Spanish ABS/MBS AA |
86 bps |
+0.56 |
+2.12 |
| UK BTL RMBS AAA |
79 bps |
+1.6 |
-15.79 |
| UK Cards AAA |
84 bps |
+3.82 |
-22.02 |
| UK Prime RMBS AAA |
44 bps |
-0.66 |
-9.63 |
