OPEN. INDEPENDENT. DATA-DRIVEN.
OPEN TO ALL MARKET PARTICIPANTS
CLO index current levels are free for all PSL users.
PSL is an independent company and does not directly hold any exposure to structured credit.
Each index is algorithmically constructed based on PSL’s vast historical CLO evaluated pricing database.
The initial indices at launch include European and US CLOs across the capital structure.
Top 50 most liquid securities defined by the PSL Depth Score
Weighted-average life constraints
Average rating buckets include bonds with ±1 notch
All index constituents have the same currency
Stability & Integrity
Significant data analysis and back-testing has been conducted to ensure the PSL CLO Indices react to market moves while minimising the influence of idiosyncrasies.
Advanced automation and machine learning ensures clean market data, outlier identification and exponentially-weighted smoothing.
Outliers are identified daily and automatically sent to the PSL financial analysis team for closer inspection before entering the index.
European & US CLO Indices will be free for all PSL users, with further detail available for Premium and Pro subscriptions
|European & CLO Index current levels across all rating buckets||✔||✔||✔|
|Charts to compare all indices against each other||✔||✔||✔|
|Past 90 days’ history||✔||✔||✔|
|Export data to CSV||✔||✔|
|Names of underlying constituents||✔||✔|
|Underlying constituents' pricing||✔|
|Build your own bespoke indices||✔|