MVIS® Moody's Analytics US BBB Corporate Bond Index
The MVIS® Moody's Analytics US BBB Corporate Bond index (MVBI) is designed to track the performance of U.S. dollar-denominated BBB rated corporate bonds issued in the U.S. domestic market by U.S. and non-U.S. issuers that exhibit a low risk of being downgraded to non-investment grade, and offer an excess spread over its fair value based on proprietary credit risk metrics developed by Moody's Analytics.
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 Maturity||6.01 |
|Average Modified Duration||6.30 |
|Average Years to Maturity||9.66 |
|Average Coupon||4.25 |
|Yield to Worst||6.01 |
|Current Yield||4.71 |
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.
|Investment Grade||349 ||99.72% |
|Not Rated||1 ||0.28% |
|0 - 3 Years||64 ||19.72% |
|3 - 5 Years||65 ||18.93% |
|5 - 7 Years||47 ||13.61% |
|7 - 10 Years||66 ||19.27% |
|10 - 15 Years||13 ||3.46% |
|15 - 20 Years||42 ||10.56% |
|20+ Years||53 ||14.45% |