PSL Weekly Markets Wrap, 25th September 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
165 bps |
+0.11 |
-44.26 |
| CLO EUR AA |
246 bps |
-1.65 |
-60.81 |
| CLO EUR A |
330 bps |
-1.42 |
-55.54 |
| CLO EUR BBB |
480 bps |
+4.74 |
-124.29 |
| CLO EUR BB |
789 bps |
-11.6 |
-244.93 |
| CLO EUR B |
1,172 bps |
-7.66 |
-249.94 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
161 bps |
-2.18 |
-37.37 |
| CLO US AA |
225 bps |
-3.61 |
-52.1 |
| CLO US A |
282 bps |
-7.62 |
-93.75 |
| CLO US BBB |
422 bps |
-13.18 |
-134.37 |
| CLO US BB |
854 bps |
-24.8 |
-157.75 |
| CLO US B |
1,152 bps |
+7.95 |
-15.71 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
60 bps |
-2.03 |
-22.22 |
| Dutch RMBS AA |
198 bps |
+3.07 |
-22.31 |
| European Autos AAA |
38 bps |
-1.18 |
-26.55 |
| European Autos AA |
96 bps |
-2.58 |
-55.22 |
| European Autos A |
199 bps |
+3 |
-112.31 |
| Italian RMBS AA |
95 bps |
+1.09 |
-32.27 |
| Portuguese RMBS AA |
94 bps |
-0.12 |
-24.93 |
| Spanish RMBS AA |
73 bps |
+1.53 |
-24.03 |
| UK BTL RMBS AAA |
108 bps |
-0.86 |
-58.43 |
| UK Cards AAA |
109 bps |
-12.55 |
-46.78 |
| UK NC RMBS AAA |
105 bps |
-3.95 |
-79.07 |
| UK NC RMBS AA |
160 bps |
-0.57 |
-63.08 |
| UK Prime RMBS AAA |
58 bps |
+0.39 |
-10.83 |
