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
CANADIAN IMPERIAL BANK MVFLTR1.23%07 Apr 2025CA0.86%
CITIGROUP INC MVFLTR2.26%01 Jul 2026US0.87%
COMMONWEALTH BANK AUST MVFLTR1.47%14 Mar 2025AU0.87%
MIZUHO FINANCIAL GROUP MVFLTR2.69%11 Sep 2024JP0.87%
BANQUE FED CRED MUTUEL MVFLTR0.71%04 Feb 2025FR0.91%
CANADIAN IMPERIAL BANK MVFLTR0.71%18 Oct 2024CA0.92%
JPMORGAN CHASE & CO MVFLTR1.96%24 Feb 2028US0.96%
SOCIETE GENERALE MVFLTR1.32%21 Jan 2026FR0.97%
JPMORGAN CHASE & CO MVFLTR1.70%24 Feb 2026US0.98%
MIZUHO FINANCIAL GROUP MVFLTR1.75%22 May 2026JP0.98%
MORGAN STANLEY MVFLTR1.74%18 Feb 2026US0.98%
VERIZON COMMUNICATIONS MVFLTR2.24%20 Mar 2026US0.98%
BMW US CAPITAL LLC MVFLTR1.16%12 Aug 2024US0.98%
CATERPILLAR FINL SERVICE MVFLTR1.02%13 Sep 2024US0.99%
SUMITOMO MITSUI TR BK LT MVFLTR1.14%16 Sep 2024JP0.99%
BANK OF AMERICA CORP MVFLTR1.45%04 Feb 2025US0.99%
WESTPAC BANKING CORP MVFLTR1.10%18 Nov 2024AU0.99%
WELLS FARGO & COMPANY MVFLTR2.02%25 Apr 2026US1.00%
ROCHE HOLDINGS INC MVFLTR1.31%10 Mar 2025US1.00%
HSBC HOLDINGS PLC MVFLTR3.07%12 Sep 2026GB1.00%
GENERAL ELECTRIC CO MVFLTR1.71%05 May 2026US1.14%
CAPITAL ONE FINANCIAL CO MVFLTR1.46%06 Dec 2024US1.18%
TORONTO-DOMINION BANK MVFLTR1.10%10 Sep 2024CA1.18%
TRUIST FINANCIAL CORP MVFLTR1.16%09 Jun 2025US1.30%
GOLDMAN SACHS GROUP INC MVFLTR2.97%28 Oct 2027US1.34%
MORGAN STANLEY MVFLTR0.90%24 Jan 2025US1.63%
COMMONWEALTH BANK AUST MVFLTR0.70%07 Jul 2025AU1.97%
BANK OF AMERICA CORP MVFLTR2.10%05 Feb 2026US1.97%
GOLDMAN SACHS GROUP INC MVFLTR2.59%15 May 2026US1.98%
VERIZON COMMUNICATIONS MVFLTR2.52%15 May 2025US2.01%
Items 201-230 of total 230
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