PSL Weekly Markets Wrap, 18th March 2024
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
127.33 |
+0.08 |
-32.44 |
| CLO EUR AA |
199.87 |
-0.6 |
-31.9 |
| CLO EUR A |
254.01 |
+1.09 |
-70.18 |
| CLO EUR BBB |
369.47 |
-0.83 |
-79.58 |
| CLO EUR BB |
647.62 |
+3.23 |
-73.84 |
| CLO EUR B |
942.33 |
+3.4 |
-175.28 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
140.75 |
+0.28 |
-12.81 |
| CLO US AA |
190.78 |
+0.11 |
-24.02 |
| CLO US A |
257.11 |
+1.71 |
-12.71 |
| CLO US BBB |
381.12 |
+2.08 |
-19.61 |
| CLO US BB |
730.04 |
-5.26 |
-53.21 |
| CLO US B |
1001.23 |
-0.27 |
-19.81 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
56.83 |
-1.43 |
-5.11 |
| Dutch ABS/MBS AA |
153.18 |
-4.71 |
-32.86 |
| Italian ABS/MBS AA |
89.23 |
+1.57 |
-13.12 |
| Portuguese ABS/MBS AA |
90.85 |
+0.56 |
+1.06 |
| Spanish ABS/MBS AA |
88.51 |
+1.47 |
+4.42 |
| UK BTL RMBS AAA |
77.95 |
-0.59 |
-16.72 |
| UK Cards AAA |
85.7 |
+4.33 |
-19.89 |
| UK Prime RMBS AAA |
48.32 |
-2.57 |
-5.69 |
