PSL Weekly Markets Wrap, 7th November 2022.
Live PSL CLO Spread Indices
European Index Code
| European Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO EUR AAA | 226 bps | +2 | +114.53 |
| CLO EUR AA | 341 bps | -3.98 | +189.7 |
| CLO EUR A | 426 bps | -13.59 | +212.19 |
| CLO EUR BBB | 611 bps | -32.37 | +306.33 |
| CLO EUR BB | 1,024 bps | -21.3 | +424.55 |
| CLO EUR B | 1,449 bps | -19.34 | +578.1 |
| US Index | Live Spread | Δ 7d bps | Δ YTD bps |
|---|---|---|---|
| CLO US AAA | 235 bps | +2.55 | +115.52 |
| CLO US AA | 299 bps | +2.74 | +135.48 |
| CLO US A | 377 bps | -0.68 | +174.05 |
| CLO US BBB | 577 bps | -9.88 | +225.13 |
| CLO US BB | 1,023 bps | -38.97 | +332.68 |
| CLO US B | 1,189 bps | -110.52 | +424.79 |
ABS Spreads Snaphshot
| ABS Asset Class | Live Spread | Δ7d bps | ΔYTD bps |
|---|---|---|---|
| Dutch RMBS AAA | 107 bps | -6.91 | +69.74 |
| Dutch RMBS AA | 270 bps | -8.63 | +166.33 |
| European Autos AAA | 77 bps | -4.19 | +53.01 |
| European Autos AA | 165 bps | -7.38 | +107.54 |
| European Autos A | 291 bps | -17.29 | +176.56 |
| Italian RMBS AA | 124 bps | -1.95 | 63.17 |
| Portuguese RMBS AA | 133 bps | -0.32 | +70.28 |
| Spanish RMBS AA | 107 bps | -0.18 | +56.69 |
| UK BTL RMBS AAA | 196 bps | -8.5 | +132.12 |
| UK Cards AAA | 179 bps | +0.82 | +119.07 |
| UK NC RMBS AAA | 233 bps | +1.93 | +153.87 |
| UK NC RMBS AA | 277 bps | -3.65 | +172.25 |
| UK Prime RMBS AAA | 97 bps | +0.16 | +60.87 |