MVIS US Investment Grade Floating Rate Index

The MVIS US Investment Grade Floating Rate index (MVFLTR) tracks the performance of US-investment grade floating rate notes. MVFLTR is a modified market cap-weighted index, and Included in the index are USD-denominated floating rate notes issued by corporate entities or similar commercial entities that are public reporting companies in the United States. Additionally, they must have at least one investment grade rating by a rating agency and must not be rated 'below investment grade' by any rating agency. Only bonds with an amount outstanding of at least USD 500 mln are available for inclusion. Securities included in the index must have a minimum of 6 months remaining to maturity.

Components

The MVIS US Investment Grade Floating Rate Index counts currently 218 components. The full list of the components with the respective weights (as of latest close) is available below.

Items 1-100 of total 218
ComponentSub IndexCouponMaturityCountryWeight
WESTPAC BANKING CORPMVFLTR0.81%11 Jan 2023AU0.11%
NATIONAL AUSTRALIA BANKMVFLTR0.84%12 Apr 2023AU0.11%
COMMONWEALTH BANK AUSTMVFLTR0.90%16 Mar 2023AU0.12%
MACQUARIE GROUP LTDMVFLTR1.56%27 Mar 2024AU0.65%
WESTPAC BANKING CORPMVFLTR0.87%15 May 2023AU0.26%
WESTPAC BANKING CORPMVFLTR0.95%26 Feb 2024AU0.18%
AUST & NZ BANKING GROUPMVFLTR0.65%21 Nov 2022AU0.11%
NATIONAL AUSTRALIA BANKMVFLTR0.61%13 Dec 2022AU0.21%
WESTPAC BANKING CORPMVFLTR0.63%13 Jan 2023AU0.16%
MACQUARIE GROUP LTDMVFLTR1.20%28 Nov 2023AU0.23%
COMMONWEALTH BANK AUSTMVFLTR0.57%15 Jun 2026AU0.58%
COMMONWEALTH BANK AUSTMVFLTR0.45%07 Jul 2025AU1.74%
WESTPAC BANKING CORPMVFLTR0.35%18 Nov 2024AU0.87%
CANADIAN IMPERIAL BANKMVFLTR0.86%13 Sep 2023CA0.18%
CANADIAN IMPERIAL BANKMVFLTR0.85%17 Mar 2023CA0.27%
ROYAL BANK OF CANADAMVFLTR0.60%17 Jan 2023CA0.18%
TORONTO-DOMINION BANKMVFLTR0.53%27 Jan 2023CA0.21%
ROYAL BANK OF CANADAMVFLTR0.49%26 Oct 2023CA0.35%
BANK OF MONTREALMVFLTR0.73%10 Mar 2023CA0.32%
BANK OF MONTREALMVFLTR0.40%08 Dec 2023CA0.21%
BANK OF NOVA SCOTIAMVFLTR0.60%15 Sep 2023CA0.56%
CANADIAN IMPERIAL BANKMVFLTR0.45%14 Dec 2023CA0.21%
ENBRIDGE INCMVFLTR0.45%17 Feb 2023CA0.11%
ROYAL BANK OF CANADAMVFLTR0.35%19 Jan 2024CA0.24%
TORONTO-DOMINION BANKMVFLTR0.50%28 Sep 2023CA0.17%
TORONTO-DOMINION BANKMVFLTR0.29%06 Jan 2023CA0.13%
TORONTO-DOMINION BANKMVFLTR0.41%04 Mar 2024CA0.26%
BANK OF NOVA SCOTIAMVFLTR0.50%15 Apr 2024CA0.76%
FED CAISSES DESJARDINSMVFLTR0.48%21 May 2024CA0.58%
BANK OF NOVA SCOMVFLTR0.33%23 Jun 2023CA0.26%
CANADIAN IMPERIAL BANKMVFLTR0.39%22 Jun 2023CA0.17%
TORONTO-DOMINION BANKMVFLTR0.27%02 Jun 2023CA0.28%
BANK OF MONTREALMVFLTR0.37%09 Jul 2024CA0.64%
BANK OF NOVA SCOTIAMVFLTR0.43%31 Jul 2024CA0.76%
ROYAL BANK OF CANADAMVFLTR0.41%29 Jul 2024CA0.76%
BANK OF MONTREALMVFLTR0.32%15 Sep 2023CA0.23%
BANK OF NOVA SCOTIAMVFLTR0.31%15 Sep 2023CA0.21%
TORONTO-DOMINION BANKMVFLTR0.40%10 Sep 2024CA1.05%
CANADIAN IMPERIAL BANKMVFLTR0.45%18 Oct 2024CA0.81%
ROYAL BANK OF CANADAMVFLTR0.39%07 Oct 2024CA0.58%
CREDIT SUISSE GROUP AGMVFLTR1.40%14 Dec 2023CH0.18%
UBS GROUP AGMVFLTR1.38%23 May 2023CH0.35%
UBS GROUP AGMVFLTR1.10%15 Aug 2023CH0.44%
CREDIT SUISSE GROUP AGMVFLTR1.44%12 Jun 2024CH0.88%
UBS AG LONDONMVFLTR0.41%09 Feb 2024CH0.35%
CREDIT SUISSE NEW YORKMVFLTR0.44%02 Feb 2024CH0.35%
UBS AG LONDONMVFLTR0.37%01 Jun 2023CH0.35%
CREDIT SUISSE NEW YORKMVFLTR0.43%09 Aug 2023CH0.21%
UBS AG LONDONMVFLTR0.50%09 Aug 2024CH1.17%
DEUTSCHE BANK NYMVFLTR1.35%16 Nov 2022DE0.11%
DEUTSCHE BANK NYMVFLTR0.55%08 Nov 2023DE0.26%
BANCO SANTANDER SAMVFLTR1.25%23 Feb 2023ES0.11%
BANCO SANTANDER SAMVFLTR1.36%12 Apr 2023ES0.11%
CREDIT AGRICOLE LONDONMVFLTR1.15%24 Apr 2023FR0.11%
BPCE SAMVFLTR1.44%12 Sep 2023FR0.18%
BANQUE FED CRED MUTUELMVFLTR0.44%04 Feb 2025FR0.81%
BARCLAYS PLCMVFLTR1.85%10 Jan 2023GB0.00%
HSBC HOLDINGS PLCMVFLTR1.16%18 May 2024GB2.01%
STANDARD CHARTERED PLCMVFLTR1.27%20 Jan 2023GB0.13%
BARCLAYS PLCMVFLTR1.58%15 Feb 2023GB0.16%
BARCLAYS PLCMVFLTR1.54%16 May 2024GB1.77%
HSBC HOLDINGS PLCMVFLTR1.43%11 Mar 2025GB0.59%
HSBC HOLDINGS PLCMVFLTR1.58%12 Sep 2026GB0.90%
STANDARD CHARTERED PLCMVFLTR1.30%14 Oct 2023GB0.18%
HSBC HOLDINGS PLCMVFLTR0.63%22 Nov 2024GB0.58%
STANDARD CHARTERED PLCMVFLTR0.98%23 Nov 2025GB0.58%
AERCAP IRELAND CAP/GLOBAMVFLTR0.73%29 Sep 2023IE0.17%
MITSUBISHI UFJ FIN GRPMVFLTR0.92%25 Jul 2022JP0.21%
MIZUHO FINANCIAL GROUPMVFLTR1.08%11 Sep 2022JP0.25%
SUMITOMO MITSUI FINL GRPMVFLTR1.02%12 Jul 2022JP0.11%
SUMITOMO MITSUI FINL GRPMVFLTR0.86%18 Oct 2022JP0.11%
SUMITOMO MITSUI FINL GRPMVFLTR0.98%17 Jan 2023JP0.11%
MITSUBISHI UFJ FIN GRPMVFLTR0.91%02 Mar 2023JP0.16%
MIZUHO FINANCIAL GROUPMVFLTR0.96%05 Mar 2023JP0.18%
SUMITOMO MITSUI FINL GRPMVFLTR0.98%19 Jul 2023JP0.18%
MITSUBISHI UFJ FIN GRPMVFLTR0.98%26 Jul 2023JP0.58%
MIZUHO FINANCIAL GROUPMVFLTR1.20%11 Sep 2024JP0.76%
SUMITOMO MITSUI FINL GRPMVFLTR1.04%16 Oct 2023JP0.30%
MIZUHO FINANCIAL GROUPMVFLTR1.08%16 Jul 2023JP0.17%
MIZUHO FINANCIAL GROUPMVFLTR1.05%13 Sep 2023JP0.17%
MIZUHO FINANCIAL GROUPMVFLTR0.80%25 May 2024JP1.29%
SUMITOMO MITSUI TR BK LTMVFLTR0.49%16 Sep 2024JP0.87%
SHINHAN BANKMVFLTR1.83%24 Apr 2025KR0.61%
TENCENT HOLDINGS LTDMVFLTR0.73%19 Jan 2023KY0.11%
TENCENT HOLDINGS LTDMVFLTR1.15%11 Apr 2024KY0.88%
ING GROEP NVMVFLTR1.22%02 Oct 2023NL0.18%
SHELL INTERNATIONAL FINMVFLTR0.55%13 Nov 2023NL0.18%
BMW FINANCE NVMVFLTR0.94%12 Aug 2022NL0.11%
COOPERAT RABOBANK UA/NYMVFLTR0.35%12 Jan 2024NL0.26%
SIEMENS FINANCIERINGSMATMVFLTR0.48%11 Mar 2024NL0.35%
DNB BANK ASAMVFLTR0.79%02 Dec 2022NO0.13%
ASB BANK LIMITEDMVFLTR1.17%14 Jun 2023NZ0.18%
SKANDINAVISKA ENSKILDAMVFLTR0.85%12 Dec 2022SE0.11%
DBS GROUP HOLDINGS LTDMVFLTR0.75%25 Jul 2022SG0.11%
CITIGROUP INCMVFLTR0.72%25 Aug 2036US0.54%
GENERAL ELECTRIC COMVFLTR0.53%05 May 2026US1.03%
GOLDMAN SACHS GROUP INCMVFLTR1.78%29 Nov 2023US0.64%
CITIGROUP INCMVFLTR1.61%01 Sep 2023US0.70%
JPMORGAN CHASE & COMVFLTR1.36%24 Oct 2023US0.70%
MORGAN STANLEYMVFLTR1.53%24 Oct 2023US0.88%
Items 1-100 of total 218
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