FRANKFURT, Germany (March 28, 2024) – MarketVector IndexesTM ("MarketVector") announces the following changes for the MVIS® US Investment Grade Floating Rate Index (MVFLTR):

  • Change of Calculation Agent: The calculation agent for this index will change to ICE. 
  • Rule changes: 
    • Floating rate notes with an amount outstanding greater than or equal to 300 million USD qualify for the selection.
    • Securities included in the index must have at least 18 months to maturity at the point of issuance, a minimum of 6 months, and a maximum of 30 years to maturity as of the Monthly Review Date.

All changes will be effective after the close of April 30, 2024.

The amended Index Guide will be available for download at https://marketvector.com/index-guides.

Best regards,

MarketVector IndexesTM