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 230 components. The full list of the components with the respective weights (as of latest close) is available below.

Items 201-230 of total 230
Component Sub Index Coupon Maturity Country Weight
BPCE SA MVFLTR2.93%12 Sep 2023FR0.10%
BANCO SANTANDER SA MVFLTR2.57%23 Feb 2023ES0.10%
CREDIT AGRICOLE LONDON MVFLTR2.16%24 Apr 2023FR0.10%
NATIONAL AUSTRALIA BANK MVFLTR1.61%12 Apr 2023AU0.10%
UNITED PARCEL SERVICE MVFLTR1.46%01 Apr 2023US0.10%
SUMITOMO MITSUI FINL GRP MVFLTR1.78%17 Jan 2023JP0.10%
QUALCOMM INC MVFLTR1.97%30 Jan 2023US0.10%
SUMITOMO MITSUI FINL GRP MVFLTR1.92%19 Jul 2023JP0.10%
WESTPAC BANKING CORP MVFLTR1.56%11 Jan 2023AU0.10%
ASB BANK LIMITED MVFLTR2.71%14 Jun 2023NZ0.10%
MIZUHO FINANCIAL GROUP MVFLTR1.88%16 Jul 2023JP0.10%
AMERICAN EXPRESS CO MVFLTR2.08%03 Aug 2023US0.10%
TRUIST BANK MVFLTR1.49%09 Mar 2023US0.10%
SKANDINAVISKA ENSKILDA MVFLTR2.33%12 Dec 2022SE0.10%
NEW YORK LIFE GLOBAL FDG MVFLTR1.27%10 Jan 2023US0.10%
MIZUHO FINANCIAL GROUP MVFLTR2.54%13 Sep 2023JP0.10%
CANADIAN IMPERIAL BANK MVFLTR2.35%13 Sep 2023CA0.10%
AMERICAN HONDA FINANCE MVFLTR1.63%22 Feb 2023US0.10%
MET TOWER GLOBAL FUNDING MVFLTR0.84%17 Jan 2023US0.10%
TENCENT HOLDINGS LTD MVFLTR1.67%19 Jan 2023KY0.10%
NEXTERA ENERGY CAPITAL MVFLTR1.33%01 Mar 2023US0.10%
TORONTO-DOMINION BANK MVFLTR0.73%28 Sep 2023CA0.10%
ENBRIDGE INC MVFLTR1.20%17 Feb 2023CA0.10%
DAIMLER TRUCKS FINAN NA MVFLTR1.23%14 Jun 2023US0.10%
CANADIAN IMPERIAL BANK MVFLTR1.03%22 Jun 2023CA0.10%
CHEVRON USA INC MVFLTR1.60%11 Aug 2023US0.10%
DUKE ENERGY CORP MVFLTR1.00%10 Jun 2023US0.10%
GOLDMAN SACHS GROUP INC MVFLTR2.68%05 Jun 2023US0.00%
BANK OF NOVA SCO MVFLTR1.73%23 Jun 2023CA0.00%
US BANK NA CINCINNATI MVFLTR1.70%02 Jun 2023US0.00%
Items 201-230 of total 230
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