Loan Market Data & AnalysisTo 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.
This spreadsheet is for the week ending January 10, 2020
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.
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.
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.
The attached spreadsheet is for December 2019
This spreadsheet is for the week ending January 3, 2020
4Q 2019 LSTA/Refinitiv Mark-To-Market Pricing File
December 2019 LSTA/Refinitv Mark-To-Market Pricing File
This spreadsheet is for the week ending December 27, 2019
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