Weekly Markets Wrap, 12th December 2022.
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
205 bps |
-2.49 |
+93.92 |
| CLO EUR AA |
310 bps |
-5.13 |
+158.37 |
| CLO EUR A |
397 bps |
-9.03 |
+182.77 |
| CLO EUR BBB |
587 bps |
+1.17 |
+281.52 |
| CLO EUR BB |
1,006 bps |
-12.94 |
+406.05 |
| CLO EUR B |
1,429 bps |
-7.25 |
+557.31 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
199 bps |
-10.65 |
+80.08 |
| CLO US AA |
270 bps |
-7.27 |
+105.89 |
| CLO US A |
361 bps |
-4.08 |
+158.39 |
| CLO US BBB |
546 bps |
-7.1 |
+194.42 |
| CLO US BB |
954 bps |
+1.53 |
+263.72 |
| CLO US B |
1,118 bps |
+5.82 |
+353.67 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
93 bps |
-6.74 |
+55.68 |
| Dutch RMBS AA |
234 bps |
-15.25 |
+130.04 |
| European Autos AAA |
67 bps |
-0.58 |
+42.77 |
| European Autos AA |
151 bps |
-0.59 |
+93.55 |
| European Autos A |
310 bps |
+8.11 |
+195.64 |
| Italian RMBS AA |
139 bps |
+2.67 |
78.07 |
| Portuguese RMBS AA |
117 bps |
+3.53 |
+54.72 |
| Spanish RMBS AA |
100 bps |
-3.18 |
+48.88 |
| UK BTL RMBS AAA |
167 bps |
-18.35 |
+103.07 |
| UK Cards AAA |
160 bps |
-9.88 |
+99.63 |
| UK NC RMBS AAA |
197 bps |
-8.58 |
+117.73 |
| UK NC RMBS AA |
234 bps |
-19.15 |
+128.83 |
| UK Prime RMBS AAA |
77 bps |
-7.34 |
+41.35 |
