PSL Weekly Markets Wrap, 3rd January 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
209 bps |
+3.1 |
-0.11 |
| CLO EUR AA |
306 bps |
-1.15 |
-0.1 |
| CLO EUR A |
386 bps |
-0.06 |
-0.08 |
| CLO EUR BBB |
605 bps |
+5.32 |
+0.08 |
| CLO EUR BB |
1,034 bps |
+19.91 |
+0.21 |
| CLO EUR B |
1,417 bps |
+0.44 |
-4.13 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
199 bps |
+0.09 |
+0.06 |
| CLO US AA |
277 bps |
+4 |
+0.07 |
| CLO US A |
376 bps |
+1.49 |
+0.2 |
| CLO US BBB |
557 bps |
-9.76 |
+0.73 |
| CLO US BB |
1,012 bps |
+31.4 |
+0.55 |
| CLO US B |
1,168 bps |
+25.34 |
+0.55 |
ABS Asset Class Code
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
82 bps |
+1.5 |
-0.35 |
| Dutch RMBS AA |
220 bps |
+0.28 |
-0.56 |
| European Autos AAA |
63 bps |
-1.15 |
-1.29 |
| European Autos AA |
146 bps |
-0.71 |
-4.41 |
| Italian RMBS AA |
128 bps |
+0.47 |
0.53 |
| Portuguese RMBS AA |
119 bps |
+0.31 |
-0.36 |
| Spanish RMBS AA |
98 bps |
+1.8 |
+0.55 |
| UK BTL RMBS AAA |
168 bps |
+0.64 |
+1.63 |
| UK Cards AAA |
157 bps |
-2.64 |
+1.07 |
| UK NC RMBS AAA |
183 bps |
-1.76 |
-0.84 |
| UK NC RMBS AA |
224 bps |
-3.05 |
+1.17 |
| UK Prime RMBS AAA |
70 bps |
-0.4 |
+0.73 |
