PSL Weekly Markets Wrap, 28th November 2022
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
207 bps |
-1.89 |
+95.82 |
| CLO EUR AA |
308 bps |
+4.9 |
+157.29 |
| CLO EUR A |
404 bps |
+11.61 |
+190.16 |
| CLO EUR BBB |
609 bps |
+14.22 |
+304.22 |
| CLO EUR BB |
1,014 bps |
+13.7 |
+414.42 |
| CLO EUR B |
1,413 bps |
+23.15 |
+541.45 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
214 bps |
-4.35 |
+94.46 |
| CLO US AA |
278 bps |
-5.65 |
+114 |
| CLO US A |
358 bps |
-0.69 |
+155.28 |
| CLO US BBB |
547 bps |
+5.63 |
+195.62 |
| CLO US BB |
940 bps |
-3.57 |
+249.75 |
| CLO US B |
1,108 bps |
-3.81 |
+343.51 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
101 bps |
+0.31 |
+64.16 |
| Dutch RMBS AA |
255 bps |
+1.77 |
+150.98 |
| European Autos AAA |
70 bps |
+0.79 |
+45.91 |
| European Autos AA |
154 bps |
-4.84 |
+96.67 |
| European Autos A |
299 bps |
+7.12 |
+185.06 |
| Italian RMBS AA |
136 bps |
+0.77 |
75.65 |
| Portuguese RMBS AA |
114 bps |
-15.51 |
+51.36 |
| Spanish RMBS AA |
104 bps |
-0.27 |
+53.21 |
| UK BTL RMBS AAA |
185 bps |
-9.75 |
+121.64 |
| UK Cards AAA |
176 bps |
+15.04 |
+115.93 |
| UK NC RMBS AAA |
198 bps |
-6.33 |
+118.62 |
| UK NC RMBS AA |
258 bps |
+7 |
+152.63 |
| UK Prime RMBS AAA |
88 bps |
-3.76 |
+51.91 |
