PSL Weekly Markets Wrap, 21st November 2022
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
209 bps |
-8.91 |
+97.71 |
| CLO EUR AA |
304 bps |
-17.33 |
+152.39 |
| CLO EUR A |
393 bps |
-16.56 |
+178.55 |
| CLO EUR BBB |
595 bps |
-3.33 |
+290 |
| CLO EUR BB |
1,000 bps |
-2.73 |
+400.72 |
| CLO EUR B |
1,390 bps |
-13.18 |
+518.29 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
218 bps |
-2.19 |
+98.82 |
| CLO US AA |
283 bps |
-0.46 |
+119.65 |
| CLO US A |
358 bps |
+0.57 |
+155.97 |
| CLO US BBB |
542 bps |
-15.23 |
+189.99 |
| CLO US BB |
944 bps |
-25.77 |
+253.32 |
| CLO US B |
1,112 bps |
-18.42 |
+347.32 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
101 bps |
+0.09 |
+63.85 |
| Dutch RMBS AA |
253 bps |
+0.62 |
+149.21 |
| European Autos AAA |
69 bps |
-5.65 |
+45.12 |
| European Autos AA |
158 bps |
-7.37 |
+101.51 |
| European Autos A |
292 bps |
-6 |
+177.94 |
| Italian RMBS AA |
136 bps |
-2.42 |
75.35 |
| Portuguese RMBS AA |
129 bps |
-2.15 |
+66.87 |
| Spanish RMBS AA |
104 bps |
+1.94 |
+53.48 |
| UK BTL RMBS AAA |
195 bps |
-2.58 |
+131.4 |
| UK Cards AAA |
161 bps |
-3.95 |
+100.89 |
| UK NC RMBS AAA |
204 bps |
-23.94 |
+124.94 |
| UK NC RMBS AA |
251 bps |
-17.79 |
+145.63 |
| UK Prime RMBS AAA |
92 bps |
-4.19 |
+55.68 |
