Will the average yield of newly issued CLO tranches (AAA-rated) increase by more than 50 basis points from its current level by June 30, 2024?

Higher rates are cited as a driver for CLO ETF popularity. This question probes whether the underlying asset yields will continue to climb substantially, impacting the attractiveness of new CLO issuances.

Implied probability (Yes)

45%

Closes

2026-09-11