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.
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 Maturity | 6.33 |
| Average Modified Duration | 6.20 |
| Average Years to Maturity | 9.68 |
| Average Coupon | 4.17 |
| Yield to Worst | 6.32 |
| Current Yield | 4.72 |
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.
| Rating | Count | Weight |
| Investment Grade | 382 | 99.84% |
| Not Rated | 1 | 0.16% |
| Maturity | Count | Weight |
| 0 - 3 Years | 83 | 23.35% |
| 3 - 5 Years | 68 | 16.81% |
| 5 - 7 Years | 59 | 16.66% |
| 7 - 10 Years | 66 | 16.22% |
| 10 - 15 Years | 14 | 3.64% |
| 15 - 20 Years | 26 | 6.30% |
| 20+ Years | 67 | 17.02% |
