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 Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

3.94

43.89

Data Generated On: 14/04/2026

Data Generated On: 14/04/2026

UK RMBS - Building Societies

Issue	Latest Data
Brass RMBS No 10 plc	28/02/2026
Brass RMBS No 11 plc	28/02/2026
Friary No 7 Plc	31/12/2025
Friary No 8 Plc	31/12/2025
Friary No 9 Plc	31/01/2026
Hadrian Funding 2025-1 plc	31/03/2026
Kenrick No.4 plc	31/12/2025
Silverstone Master Issuer (RMBS Note Prog) 1	28/02/2026
Tombac No.3 plc	28/02/2026
Tyne Funding No.1	31/01/2026
White Rose Master Issuer PLC	28/02/2026

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

0.35

30.60

Data Generated On: 14/04/2026

Data Generated On: 14/04/2026

UK RMBS - Challenger Banks

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

3.08

54.51

Data Generated On: 14/04/2026

Data Generated On: 14/04/2026

UK RMBS - Retail Banks

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

5.82

50.09

Data Generated On: 14/04/2026

Data Generated On: 14/04/2026

© EuroABS Ltd 2026