Index Tranche Analytics Report Daily Summary Tranche SNAC Spreads Citi Structured Credit 7/27/2026 1 0 100 200 300 400 500 600 700 800 900 1,000 Jul-25 Sep-25 Nov-25 Jan-26 Mar-26 May-26 Jul-26 5Y IG41 7-15% 5Y IG43 7-15% 5Y IG45 7-15% 5Y HY41 25-35% 5Y HY43 25-35% 5Y HY45 25-35% 0 10 20 30 40 50 60 70 80 90 Jul-25 Sep-25 Nov-25 Jan-26 Mar-26 May-26 Jul-26 5Y IG41 15-100% 5Y IG43 15-100% 5Y IG45 15-100% 5Y HY41 35-100% 5Y HY43 35-100% 5Y HY45 35-100% 0 500 1,000 1,500 2,000 2,500 3,000 3,500 Jul-25 Sep-25 N ...