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

Aldbrook Mortgage Transaction 2025-1 plc

28/02/2026

Antler Mortgage Funding 1 PLC

31/01/2026

Artemis Mortgages PLC (2024 Re-financing)

28/02/2026

Atlas Funding 2023-1 PLC

28/02/2026

Atlas Funding 2024-1 PLC

28/02/2026

Atlas Funding 2025-1 PLC

28/02/2026

Atlas Funding 2025-2 PLC

28/02/2026

Auburn 15

28/02/2026

Avon Finance No.3 PLC

28/02/2026

Avon Finance No.4 PLC

28/02/2026

Barley Hill No.2 PLC

28/02/2026

Bletchley Park Funding 2024-1 PLC

28/02/2026

Bletchley Park Funding 2025-1 PLC

28/02/2026

Blitzen Securities No.1 PLC

28/02/2026

Braccan Mortgage Funding 2024-1

31/01/2026

Braccan Mortgage Funding 2025-1 plc

31/01/2026

Brants Bridge 2023-1

28/02/2026

Brass RMBS No 10 plc

28/02/2026

Brass RMBS No 11 plc

28/02/2026

Canada Square Funding 2021-1 PLC

28/02/2026

Canada Square Funding 6 PLC

28/02/2026

Canterbury Finance No.4 PLC

28/02/2026

Castell 2025-1 PLC

28/02/2026

Castell Finance 2023-1

28/02/2026

Castell Finance 2023-2

28/02/2026

Cheshire 2021-1 PLC (2025 Refinance)

31/12/2025

Cheshire 2025-1 PLC

28/02/2026

Chester A PLC

28/02/2026

Chetwood Funding 2024-1

28/02/2026

Chetwood Funding 2025-1

31/01/2026

Curzon Mortgages PLC

28/02/2026

Duncan Funding 2022-1 plc

31/12/2025

Duncan Funding 2024-1 plc

31/12/2025

Durham Mortgages A PLC - Refinancing (2024)

31/01/2026

Durham Mortgages B PLC - Refinancing (2024)

28/02/2026

Ealbrook Mortgage Funding 2022-1 PLC

28/02/2026

Ealbrook Mortgage Funding 2024-1 PLC

31/01/2026

Ealbrook Mortgage Funding 2025-1 PLC

28/02/2026

Edenbrook Mortgage Funding PLC

28/02/2026

Elstree 2025-1 1ST PLC

31/12/2025

Elstree 2025-2 1ST PLC

31/01/2026

Elvet Mortgages 2021-1

28/02/2026

Elvet Mortgages 2023-1

28/02/2026

Elvet Mortgages 2025-1

28/02/2026

Elvet Mortgages 2026-1 PLC

28/02/2026

Finsbury Square 2021-1 Green

28/02/2026

Finsbury Square 2021-2 Plc

28/02/2026

Finsbury Square 2025-1 PLC

28/02/2026

Fosse Master Issuer RMBS Note Programme (2006)

31/07/2014

Friary No 7 Plc

31/12/2025

Friary No 8 Plc

31/12/2025

Friary No 9 Plc

31/01/2026

Frontier Mortgage Funding 2025-1 plc

28/02/2026

Gemgarto 2021-1 plc

28/02/2026

Gemgarto 2023-1 PLC

28/02/2026

Grosvenor Square RMBS 2023-1 PLC

28/02/2026

Hadrian Funding 2025-1 plc

28/02/2026

Harben Finance 2017-1 (2022 Refinance)

28/02/2026

Harbour No.2 plc

31/12/2025

Hazel Residential PLC

28/02/2026

Holbrook Mortgage Transaction 2023-1

28/02/2026

Holmes Master Issuer (Note Programme) 2006

28/02/2026

Hops Hill No.2 PLC

28/02/2026

Hops Hill No.3 PLC

03/03/2026

Hops Hill No.4 PLC

03/03/2026

Hops Hill No.5 PLC

03/03/2026

Jupiter Mortgage No.1 (2024-Refin)

31/12/2025

Kenrick No.4 plc

31/12/2025

Kentmere No.3 plc

31/12/2025

Kentmere No.4 plc

31/12/2025

Lanark Master Issuer (Mortgage Note Prog) 2007

28/02/2026

Lanebrook Mortgage Transaction 2021-1 PLC

28/02/2026

Lanebrook Mortgage Transaction 2022-1 PLC

28/02/2026

Lanebrook Mortgage Transaction 2023-1 PLC

28/02/2026

Lanebrook Mortgage Transaction 2024-1 PLC

28/02/2026

Lannraig Master Issuer (Mortgage Programme) 2011

30/04/2025

London Bridge Mortgages 2025-1 PLC

31/12/2025

London Wall Mortgage Capital (Series Fleet 2021-1)

01/03/2026

London Wall Mortgage Capital (Series Fleet 2021-2)

01/03/2026

Meridian Funding 2025-1 PLC

31/01/2026

Oat Hill No.3

28/02/2026

Paragon Mortgages (No 29) plc

28/02/2026

Pavillion Mortgages 2022-1

28/02/2026

Pavillion Mortgages 2024-1

28/02/2026

Permanent Master Issuer (Note Prog) 2006

31/12/2025

Pierpont BTL 2021-1 plc

31/08/2024

Pierpont BTL 2024-1 plc

28/02/2026

Pierpont BTL 2025-1 plc

28/02/2026

Polaris 2023-1 PLC

28/02/2026

Polaris 2023-2 PLC

28/02/2026

Polaris 2024-1 PLC

28/02/2026

Polaris 2025-1 PLC

28/02/2026

Polaris 2025-2 PLC

28/02/2026

Polaris 2025-3 PLC

28/02/2026

Polaris 2026-1 PLC

28/02/2026

Residential Mortgage Securities No 33 plc

28/02/2026

Ripon Mortgages PLC (2025 Re-finance)

28/02/2026

RMAC No.3 PLC

31/01/2026

Rochester Financing No.3

31/03/2026

Shawbrook Mortgage Funding 2022-1 PLC

28/02/2026

Silverstone Master Issuer (RMBS Note Prog) 1

28/02/2026

Stratton BTL Mortgage Funding 2022-1

04/01/2026

Stratton Hawksmoor 2022-1

31/01/2026

Stratton Mortgage Funding 2024-1 PLC

28/02/2026

Stratton Mortgage Funding 2024-2

28/02/2026

Stratton Mortgage Funding 2024-3

28/02/2026

Together Asset Backed Securitisation 2024-1ST1 plc

31/08/2024

Together Asset Backed Securitisation 2024-1ST2 plc

31/10/2025

Tombac No.3 plc

28/02/2026

Tower Bridge Funding 2024-2

28/02/2026

Tower Bridge Funding 2024-3

28/02/2026

Tower Bridge Funding 2026-1

31/01/2026

TPMF 2021 - Hastings 1 plc

28/02/2026

TPMF 2023 - Vantage 3

28/02/2026

TPMF 2024 - Granite 6 Plc

28/02/2025

Trinity Square 2021-1 PLC (2024 Refinancing)

31/12/2025

Twin Bridges 2021-2

28/02/2026

Twin Bridges 2022-1

28/02/2026

Twin Bridges 2023-1

28/02/2026

Twin Bridges 2023-2

31/01/2026

Tyne Funding No.1

31/01/2026

Warwick Finance Residential Mortgages No.3

28/02/2026

White Rose Master Issuer PLC

28/02/2026

Winchester 1 PLC

31/01/2026

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

3.93

43.89

Data Generated On: 08/04/2026

Data Generated On: 08/04/2026

UK RMBS - Building Societies

Index Criteria

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

0.35

30.60

Data Generated On: 08/04/2026

Data Generated On: 08/04/2026

UK RMBS - Challenger Banks

Index Criteria

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

3.05

54.51

Data Generated On: 08/04/2026

Data Generated On: 08/04/2026

UK RMBS - Retail Banks

Index Criteria

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

5.82

50.09

Data Generated On: 08/04/2026

Data Generated On: 08/04/2026