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 510.48 million in assets under management.

Index Parameters

Market Capitalisation values are updated daily.

Launch Date: 10 Feb 2011
Calculator: Interactive Data Corp.
Dissemination: End-of-Day
Dissemination Period: 17:00 (EST)
Type: Bond
Currency: USD
Components: 383
Base Date: 10 Feb 2011
Base Value: 1000
Full Market Cap: 322.04 bn USD
Free-Float Market Cap: -
Next Review: 30 Aug 2019

Identifiers

PriceTotal Return NetTotal Return Gross
ISIN: - - US57062N1046
Sedol: - - B9FKZS0
WKN: - - A1RRU1
Bloomberg: - - MVFLTR
Reuters: - - .MVFLTR
Telekurs: - - TK12849290
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 2019
  • 21 Jan 2019
  • 18 Feb 2019
  • 19 Apr 2019
  • 27 May 2019
  • 04 Jul 2019
  • 02 Sep 2019
  • 14 Oct 2019
  • 11 Nov 2019
  • 28 Nov 2019
  • 25 Dec 2019
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