MVIS EM Aggregate Bond Index

The modified market cap-weighted index tracks the performance of emerging markets sovereign bonds and corporate bonds denominated in USD, EUR or local emerging markets currencies. To be included in the index bonds must be issued by an emerging markets sovereign or quasi-sovereign issuer or a corporate issuer whose primary country of risk is deemed to be an emerging market country. Derived from MVIS EM Aggregate Bond Index (MVEMAG) are four sub-indices. The index is a unique benchmark and the first index for emerging market debt that includes the four major categories of emerging markets bonds. MVEMAG has been licensed to underlie financial products with currently USD 15.07 million in assets under management.

Index Fundamentals

The tables below show fundamental data of the MVIS Bond Index.
Descriptive values are updated on a daily basis. The chart shows historical values on a monthly basis.

Average Yield to Maturity4.70
Average Modified Duration6.21
Average Years to Maturity9.66
Average Coupon5.53
Yield to Worst4.64
Current Yield5.24

Rating and Maturity Breakdown

The tables below show Bloomberg Composite Rating breakdown and Maturity breakdown of the index components.
The data are updated on a daily basis.

RatingCountWeight
High Yield1,053 27.99%
Investment Grade1,487 50.96%
Not Rated641 21.05%
MaturityCountWeight
0 - 3 Years884 19.96%
3 - 5 Years745 20.31%
5 - 7 Years402 13.37%
7 - 10 Years491 18.01%
10 - 15 Years149 7.98%
15 - 20 Years96 5.01%
20+ Years414 15.36%
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