PSL Weekly Markets Wrap, 5th December 2022
| European Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO EUR AAA |
208 bps |
+0.59 |
+96.41 |
| CLO EUR AA |
315 bps |
+6.21 |
+163.5 |
| CLO EUR A |
406 bps |
+1.64 |
+191.8 |
| CLO EUR BBB |
585 bps |
-23.87 |
+280.35 |
| CLO EUR BB |
1,019 bps |
+4.57 |
+418.99 |
| CLO EUR B |
1,436 bps |
+23.11 |
+564.56 |
| US Index
| Live Spread
| Δ 7d bps
| Δ YTD bps
|
| CLO US AAA |
210 bps |
-3.74 |
+90.73 |
| CLO US AA |
277 bps |
-0.84 |
+113.16 |
| CLO US A |
365 bps |
+7.19 |
+162.46 |
| CLO US BBB |
553 bps |
+5.93 |
+201.53 |
| CLO US BB |
952 bps |
+12.44 |
+262.19 |
| CLO US B |
1,112 bps |
+4.34 |
+347.85 |
| ABS Asset Class
| Live Spread
| Δ7d bps
| ΔYTD bps
|
| Dutch RMBS AAA |
99 bps |
-1.74 |
+62.42 |
| Dutch RMBS AA |
249 bps |
-5.69 |
+145.29 |
| European Autos AAA |
67 bps |
-2.56 |
+43.35 |
| European Autos AA |
151 bps |
-2.54 |
+94.13 |
| European Autos A |
302 bps |
+2.47 |
+187.53 |
| Italian RMBS AA |
136 bps |
-0.24 |
75.41 |
| Portuguese RMBS AA |
114 bps |
-0.17 |
+51.19 |
| Spanish RMBS AA |
103 bps |
-1.16 |
+52.05 |
| UK BTL RMBS AAA |
185 bps |
-0.22 |
+121.43 |
| UK Cards AAA |
169 bps |
-6.42 |
+109.51 |
| UK NC RMBS AAA |
206 bps |
+7.69 |
+126.31 |
| UK NC RMBS AA |
253 bps |
-4.65 |
+147.98 |
| UK Prime RMBS AAA |
85 bps |
-3.23 |
+48.69 |
