PSL Weekly Markets Wrap, 20th March
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
212 bps |
+21.09 |
+3 |
| CLO EUR AA |
305 bps |
+22.56 |
-1.07 |
| CLO EUR A |
401 bps |
+22.26 |
+14.95 |
| CLO EUR BBB |
581 bps |
+33.98 |
-23.18 |
| CLO EUR BB |
958 bps |
+36.75 |
-75.83 |
| CLO EUR B |
1,372 bps |
+23.37 |
-49.4 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
195 bps |
+21.56 |
-3.75 |
| CLO US AA |
273 bps |
+23.04 |
-4.86 |
| CLO US A |
367 bps |
+24.1 |
-8.68 |
| CLO US BBB |
541 bps |
+32.55 |
-15.03 |
| CLO US BB |
987 bps |
+29.2 |
-24.57 |
| CLO US B |
1,205 bps |
+22.57 |
+37.65 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
78 bps |
+6.95 |
-4.28 |
| Dutch RMBS AA |
214 bps |
+16.32 |
-6.49 |
| European Autos AAA |
46 bps |
+5.76 |
-18.19 |
| European Autos AA |
116 bps |
+8.18 |
-35 |
| European Autos A |
269 bps |
+18.95 |
-41.83 |
| Italian RMBS AA |
113 bps |
+7.83 |
-14.43 |
| Portuguese RMBS AA |
110 bps |
+3.84 |
-8.87 |
| Spanish RMBS AA |
88 bps |
+1.88 |
-9.69 |
| UK BTL RMBS AAA |
130 bps |
+18.11 |
-36.56 |
| UK Cards AAA |
140 bps |
+23.5 |
-16.14 |
| UK NC RMBS AAA |
134 bps |
+24.11 |
-49.84 |
| UK NC RMBS AA |
187 bps |
+23.16 |
-36.48 |
| UK Prime RMBS AAA |
64 bps |
+8.82 |
-4.74 |
