Loan Market Data & Analysis
To enhance market visibility, transparency and liquidity, the LSTA offers exclusive data and analysis that provide quantitative and qualitative insight into the secondary loan trading market and the performance of bank loans.Search Results
Weekly LSTA/Refinitiv Mark-to-Market Biggest Movers
This spreadsheet is for the week ending January 10, 2020
S&P/LSTA Leveraged Loan Index Analysis: December 2019
The U.S. leveraged loan market ended 2019 on a positive note, gaining 1.60% in December, the highest return in eight months and the third-biggest gain of the year, according to the S&P/LSTA Leveraged Loan Index Monthly Review for December.
Covenant Review TrendLines
After slumping for much of the second half, loans caught a bid in mid-November and rallied through December. The reason was partly technical. Net priced volume slowed to an 11-month low of $11.0 billion in December, according to LevFin Insights.
Secondary Market Monthly – December Executive Summary
All is well that ended well in the fourth quarter. Following its worst monthly print this year (-0.45% in October) the S&P/LSTA Leveraged Loan Index (LLI) produced a risk-on driven 0.6% November return and an eight-month best 1.1% return in December.
Monthly Secondary Market Performance Charts: December 2019
The attached spreadsheet is for December 2019
Weekly LSTA/Refinitiv Mark-to-Market Biggest Movers
This spreadsheet is for the week ending January 3, 2020
Quarterly LSTA/Refinitiv Mark-To-Market Pricing File: 4th Quarter 2019
4Q 2019 LSTA/Refinitiv Mark-To-Market Pricing File
Monthly LSTA/Refinitv Mark-To-Market Pricing File: December 2019
December 2019 LSTA/Refinitv Mark-To-Market Pricing File
Weekly LSTA/Refinitiv Mark-to-Market Biggest Movers
This spreadsheet is for the week ending December 27, 2019
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Membership in the LSTA offers numerous benefits and opportunities. Chief among them is the opportunity to participate in the decision making process that ultimately establishes loan market standards, develops market practices, and influences the market’s direction.
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