PSL Weekly Markets Wrap, 19th February 2024
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
128.6 |
-3.38 |
-31.17 |
| CLO EUR AA |
199.23 |
-1.33 |
-32.54 |
| CLO EUR A |
266.62 |
-9.78 |
-57.56 |
| CLO EUR BBB |
397.15 |
-6.11 |
-51.9 |
| CLO EUR BB |
666.18 |
-8.07 |
-55.28 |
| CLO EUR B |
971.61 |
-15.6 |
-146 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
141.49 |
-0.81 |
-12.07 |
| CLO US AA |
197.12 |
-1.1 |
-17.68 |
| CLO US A |
257.9 |
-0.98 |
-11.92 |
| CLO US BBB |
376.52 |
+1.62 |
-24.22 |
| CLO US BB |
727.24 |
-2.08 |
-56.01 |
| CLO US B |
996.52 |
-11.74 |
-24.52 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch ABS/MBS AAA |
58.2 |
-0.47 |
-3.74 |
| Dutch ABS/MBS AA |
160.78 |
+4.92 |
-25.26 |
| Italian ABS/MBS AA |
96.43 |
+0.74 |
-5.92 |
| Portuguese ABS/MBS AA |
90.67 |
-3.78 |
+0.88 |
| Spanish ABS/MBS AA |
86.62 |
+2.14 |
+2.53 |
| UK BTL RMBS AAA |
85.33 |
-1.22 |
-9.34 |
| UK Cards AAA |
81.44 |
+0.39 |
-24.15 |
| UK NC RMBS AAA |
98.02 |
-2.45 |
-2.23 |
| UK NC RMBS AA |
119.77 |
+2.39 |
-20.37 |
| UK Prime RMBS AAA |
48.99 |
+0.07 |
-5.02 |
