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 4.78 million in assets under management.

Key Features

Amount Outstanding A minimum of 500 mln USD.
Maturity Securities included must have a minimum of 12 months remaining to maturity.
Weighting Cap Long portfolio weightings are capped at 3% per issuer.
Review Monthly.
IndexLast CloseOpenLastChangeChange (1Y)Range (1Y)
1,196.44 1,196.44 xxxyyy%29.21%901.39 - 1,205.43
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