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 Capitalization 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: |
126 |
| Base Date: |
10 Feb 2011 |
| Base Value: |
1000 |
| Full Market Cap: |
- |
| Free-Float Market Cap: |
- |
| Next Review: |
26 Oct 2023 |
Identifiers
| MVFLTR |
| Calculation: | 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 Index Guide, the Index will not be disseminated on the following days:
- 02 Jan 2023
- 16 Jan 2023
- 20 Feb 2023
- 07 Apr 2023
- 29 May 2023
- 19 Jun 2023
- 04 Jul 2023
- 04 Sep 2023
- 09 Oct 2023
- 23 Nov 2023
- 25 Dec 2023
