MVIS EM Aggregate Bond Index

The modified market cap-weighted index tracks the performance of emerging markets sovereign bonds and corporate bonds denominated in USD, EUR or local emerging markets currencies. To be included in the index bonds must be issued by an emerging markets sovereign or quasi-sovereign issuer or a corporate issuer whose primary country of risk is deemed to be an emerging market country. Derived from MVIS EM Aggregate Bond Index (MVEMAG) are four sub-indices. The index is a unique benchmark and the first index for emerging market debt that includes the four major categories of emerging markets bonds. MVEMAG has been licensed to underlie financial products with currently USD 15.7 million in assets under management.

Index Fundamentals

The tables below show fundamental data of the MVIS Bond Index.
Descriptive values are updated on a daily basis. The chart shows historical values on a monthly basis.

Average Yield to Maturity4.00
Average Modified Duration6.62
Average Years to Maturity10.10
Average Coupon5.22
Yield to Worst3.95
Current Yield4.86

Rating and Maturity Breakdown

The tables below show Bloomberg Composite Rating breakdown and Maturity breakdown of the index components.
The data are updated on a daily basis.

RatingCountWeight
High Yield1,124 27.98%
Investment Grade1,561 50.05%
Not Rated740 21.97%
MaturityCountWeight
0 - 3 Years966 20.38%
3 - 5 Years756 18.66%
5 - 7 Years427 14.62%
7 - 10 Years520 16.71%
10 - 15 Years159 7.82%
15 - 20 Years94 4.90%
20+ Years503 16.91%
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