MVIS US Investment Grade Floating Rate Index

The modified market cap-weighted index tracks the performance of US-investment grade floating rate notes. 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, if they 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. The MVIS US Investment Grade Floating Rate Index (MVFLTR) has been licensed to underlie financial products with currently USD 440.86 million in assets under management.

Index Parameters

Market Capitalisation values are updated daily.

Launch Date: 10 Feb 2011
Calculator: ICE Data Indices, LLC
Dissemination: End-of-Day
Dissemination Period: 17:00 (EST)
Type: Bond
Currency: USD
Current Components: 240
Base Date: 10 Feb 2011
Base Value: 1000
Full Market Cap: 198.01 bn USD
Free-Float Market Cap: -
Next Review: 31 Dec 2020

Identifiers

PriceTotal Return NetTotal Return Gross
ISIN: - - US57062N1046
Sedol: - - B9FKZS0
WKN: - - A1RRU1
Bloomberg: - - MVFLTR
Reuters: - - .MVFLTR
Telekurs: - - 12849290
FIGI: - - BBG001MCKJK0

Non-Dissemination Days

Following the index methodology as described in the MVIS Global Equity Index Guide, the Index will not be disseminated on the following days:

  • 01 Jan 2020
  • 20 Jan 2020
  • 17 Feb 2020
  • 10 Apr 2020
  • 25 May 2020
  • 03 Jul 2020
  • 07 Sep 2020
  • 26 Nov 2020
  • 25 Dec 2020
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