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.

Index Parameters

Market Capitalisation values are updated daily.

Launch Date: 10 Feb 2011
Calculator: Solactive AG
Dissemination: End-of-Day
Dissemination Period: 17:00 (EST)
Type: Bond
Currency: USD
Current Components: 227
Base Date: 10 Feb 2011
Base Value: 1000
Full Market Cap: -
Free-Float Market Cap: -
Next Review: 25 May 2022

Identifiers

Total Return Gross
ISIN:US57062N1046
Sedol:B9FKZS0
WKN:A1RRU1
Bloomberg:MVFLTR
Reuters:.MVFLTR
Valoren: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:

  • 17 Jan 2022
  • 21 Feb 2022
  • 15 Apr 2022
  • 30 May 2022
  • 20 Jun 2022
  • 04 Jul 2022
  • 05 Sep 2022
  • 10 Oct 2022
  • 11 Nov 2022
  • 24 Nov 2022
  • 26 Dec 2022
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