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Market Indices Derived From Loan Level Data

As part of our project to collect loan level data and use it to derive useful products for the market, EuroABS has begun to derive and publish aggregate statistics created by applying our own issuance categorisation data to collected loan level data. As we expand this function, we will add new content to this page.

UK RMBS - All

Index Criteria

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Issue

Latest Data

Atlas Funding 2023-1 PLC

28/02/2025

Atlas Funding 2024-1 PLC

28/02/2025

Auburn 15

28/02/2025

Avon Finance No.3 PLC

31/03/2025

Avon Finance No.4 PLC

31/03/2025

Barley Hill No.2 PLC

28/02/2025

Bletchley Park Funding 2024-1 PLC

28/02/2025

Blitzen Securities No.1 PLC

31/03/2025

Braccan Mortgage Funding 2024-1

31/01/2025

Brants Bridge 2022-1

28/02/2025

Brants Bridge 2023-1

28/02/2025

Brass RMBS No 10 plc

28/02/2025

Brass RMBS No 11 plc

28/02/2025

Brass RMBS No 9 plc

28/02/2025

Canada Square Funding 2020-1

31/03/2025

Canada Square Funding 2020-2

31/03/2025

Canada Square Funding 2021-1

31/03/2025

Canada Square Funding 2021-2

31/03/2025

Canada Square Funding 6

31/03/2025

Canada Square Funding 7

01/04/2025

Canterbury Finance No.3 PLC

31/03/2025

Canterbury Finance No.4 PLC

28/02/2025

Cheshire 2020-1 PLC

31/01/2025

Cheshire 2021-1 PLC

28/02/2025

Chester A PLC

28/02/2025

Chetwood Funding 2024-1

28/02/2025

Curzon Mortgage PLC

28/02/2025

Duncan Funding 2022-1 plc

31/12/2024

Duncan Funding 2024-1 plc

31/12/2024

Durham Mortgages A - Refinancing (2024)

31/01/2025

Durham Mortgages B - Refinancing 2024

28/02/2025

Ealbrook Mortgage Funding 2022-1 PLC

31/03/2025

Ealbrook Mortgage Funding 2024-1 PLC

31/01/2025

Edenbrook Mortgage Funding PLC

28/02/2025

Elvet Mortgages 2021-1

28/02/2025

Elvet Mortgages 2023-1

28/02/2025

Elvet Mortgages 2025-1

28/02/2025

Finsbury Square 2021-1 Green

28/02/2025

Finsbury Square 2021-2 Plc

28/02/2025

Fosse Master Issuer RMBS Note Programme (2006)

31/07/2014

Friary No 7 Plc

31/12/2024

Friary No 8 Plc

31/12/2024

Friary No 9 Plc

31/01/2025

Gemgarto 2021-1 plc

28/02/2025

Gemgarto 2023-1 plc

28/02/2025

Grosvenor Square RMBS 2023-1 PLC

30/11/2024

Harben Finance 2017-1 (2022 Refinance)

28/02/2025

Harbour No.2 plc

31/03/2025

Hawthorn Finance Ltd

28/02/2023

Holbrook Mortgage Transaction 2023-1

31/03/2025

Holmes Master Issuer (Note Programme) 2006

31/03/2025

Hops Hill No.2 PLC

31/03/2025

Hops Hill No.3 PLC

02/04/2025

Hops Hill No.4 PLC

02/04/2025

Jupiter Mortgage No.1 (2024-Refin)

31/03/2025

Kenrick No.4 plc

31/12/2024

Kentmere No.3 plc

31/03/2025

Kentmere No.4 plc

31/12/2024

Lanark Master Issuer (Mortgage Note Prog) 2007

28/02/2025

Lanebrook Mortgage Transaction 2021-1 PLC

31/03/2025

Lanebrook Mortgage Transaction 2022-1 PLC

31/03/2025

Lanebrook Mortgage Transaction 2023-1 PLC

31/03/2025

Lanebrook Mortgage Transaction 2024-1 PLC

31/03/2025

Lannraig Master Issuer (Mortgage Programme) 2011

28/02/2025

London Wall Mortgage Capital (Fleet 2021-1)

01/04/2025

London Wall Mortgage Capital (Fleet 2021-2)

01/04/2025

Oat Hill No.3

31/03/2025

Paragon Mortgages (No 27) plc

31/12/2024

Paragon Mortgages (No 28) plc

28/02/2025

Parkmore Point RMBS 2022-1

31/03/2025

Pavillion Mortgages 2022-1

28/02/2025

Pavillion Mortgages 2024-1

28/02/2025

Permanent Master Issuer (Note Prog) 2006

31/12/2024

Pierpont BTL 2021-1 plc

31/08/2024

Polaris 2021-1 PLC

30/06/2021

Precise Mortgage Funding 2020-1B

31/03/2025

Residential Mortgage Securities No 33 plc

28/02/2025

RMAC No.3 PLC

31/01/2025

Rochester Financing No.3

31/03/2025

Shawbrook Mortgage Funding 2022-1 PLC

31/03/2025

Silverstone Master Issuer (RMBS Note Prog) 1

28/02/2025

Stanlington No.2 PLC

28/02/2025

Stratton BTL Mortgage Funding 2022-1

03/01/2025

Stratton Hawksmoor 2022-1

31/01/2025

Stratton Mortgage Funding 2024-1

28/02/2025

Stratton Mortgage Funding 2024-2

31/03/2025

Stratton Mortgage Funding 2024-3

31/03/2025

Together Asset Backed Securitisation 2024-1ST1 plc

31/08/2024

Together Asset Backed Securitisation 2024-1ST2 plc

31/01/2025

Tombac No.3 plc

28/02/2025

Tower Bridge Funding 2021-2

28/02/2025

Tower Bridge Funding 2022-1

28/02/2025

Tower Bridge Funding 2023-1

31/12/2024

Tower Bridge Funding 2023-2

28/02/2025

Tower Bridge Funding 2024-1

31/12/2024

Tower Bridge Funding 2024-2

28/02/2025

Tower Bridge Funding 2024-3

28/02/2025

TPMF 2021 - Hastings 1 plc

31/03/2025

TPMF 2023 - Vantage 3

31/01/2025

TPMF 2024 - Granite 6 Plc

28/02/2025

Trinity Square 2021-1 PLC (2024 Refinancing)

31/12/2024

Twin Bridges 2021-1

28/02/2025

Twin Bridges 2021-2

28/02/2025

Twin Bridges 2022-1

28/02/2025

Twin Bridges 2022-2

28/02/2025

Twin Bridges 2022-3

28/02/2025

Twin Bridges 2023-1

28/02/2025

Twin Bridges 2023-2

31/01/2025

Tyne Funding No.1

31/01/2025

Warwick Finance Residential Mortgages No.3

28/02/2025

Warwick Finance Residential Mortgages No.4

28/02/2025

Winchester 1 PLC

31/12/2024

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

3.90

45.36

Data Generated On: 17/04/2025

Data Generated On: 17/04/2025

UK RMBS - Building Societies

Index Criteria

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

0.30

30.86

Data Generated On: 17/04/2025

Data Generated On: 17/04/2025

UK RMBS - Challenger Banks

Index Criteria

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

3.16

55.36

Data Generated On: 17/04/2025

Data Generated On: 17/04/2025

UK RMBS - Retail Banks

Index Criteria

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

4.58

51.52

Data Generated On: 17/04/2025

Data Generated On: 17/04/2025