MVIS US Treasury-Hedged High Yield Bond Index
The modified market cap-weighted index tracks the performance of long positions in below-investment grade corporate bonds denominated in USD and an equivalent USD amount of short positions in a US Treasury note. The index includes high yield bonds where the issuer of the bond is incorporated in the United States. The MVIS US Treasury-Hedged High Yield Bond Index (MVTHHY) has been licensed to underlie financial products with currently USD 4.76 million in assets under management.
||A minimum of 500 mln USD.
||Securities included must have a minimum of 12 months remaining to maturity.
||Long portfolio weightings are capped at 3% per issuer.