PSL Weekly Markets Wrap, 9th January 2023
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
200 bps |
-9.63 |
-9.74 |
| CLO EUR AA |
296 bps |
-10.22 |
-10.32 |
| CLO EUR A |
371 bps |
-14.59 |
-14.67 |
| CLO EUR BBB |
586 bps |
-18.38 |
-18.3 |
| CLO EUR BB |
1,019 bps |
-14.6 |
-14.39 |
| CLO EUR B |
1,381 bps |
-36.8 |
-40.92 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
198 bps |
-0.97 |
-0.91 |
| CLO US AA |
270 bps |
-7.46 |
-7.53 |
| CLO US A |
369 bps |
-7.33 |
-7.13 |
| CLO US BBB |
554 bps |
-3.2 |
-2.48 |
| CLO US BB |
1,018 bps |
+6.08 |
+6.63 |
| CLO US B |
1,177 bps |
+8.63 |
+9.18 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
87 bps |
+4.57 |
+4.21 |
| Dutch RMBS AA |
217 bps |
-2.51 |
-3.08 |
| European Autos AAA |
60 bps |
-2.59 |
-3.88 |
| European Autos AA |
139 bps |
-7.16 |
-11.57 |
| European Autos A |
271 bps |
-26.13 |
-39.91 |
| Italian RMBS AA |
127 bps |
-0.57 |
-0.04 |
| Portuguese RMBS AA |
119 bps |
-0.28 |
-0.42 |
| Spanish RMBS AA |
95 bps |
-2.83 |
-2.29 |
| UK BTL RMBS AAA |
165 bps |
-3.37 |
-1.74 |
| UK Cards AAA |
154 bps |
-2.44 |
-1.37 |
| UK NC RMBS AAA |
171 bps |
-11.83 |
-12.66 |
| UK NC RMBS AA |
219 bps |
-5.69 |
-4.52 |
| UK Prime RMBS AAA |
71 bps |
+1.34 |
+2.08 |
