MarketVector™ Brazil Treasury 760 Day Target Duration Index
MVLFTB
MarketVector™ Brazil Treasury 760 Day Target Duration Index
The MarketVector™ Brazil Treasury 760 Day Target Duration Index (MVLFTB) is designed to track the performance of floating rate and inflation-linked Brazilian Sovereign Bonds.
Bonds should have a minimum of 12 months remaining to maturity to be included in the index. Bonds that are already in the index should have a minimum of 6 months remaining to maturity.
Weighting Cap
NTN-B weight calculated by dividing 760 by its duration in days. Remaining weight distributed to the selected LFTs on a pro-rata basis.
The tables below shows fundamental data of the Index. Descriptive values are updated on a daily basis. The chart shows historical values on a monthly basis.
Average Yield to Maturity
6.66
Average Modified Duration
13.74
Average Years to Maturity
35.76
Average Coupon
6.00
Yield to Worst
6.66
Current Yield
1.50
Rating Breakdown
The tables below shows Bloomberg Composite Rating breakdown of the index components. The data are updated on a daily basis.
Rating
Count
Weight
High Yield
8
73.56%
Not Rated
4
26.44%
Maturity Breakdown
The table below shows Maturity breakdown of the index components. The data are updated on a daily basis.
A license agreement is required to use MarketVector indexes, index data or trademarks for various commercial purpose. These include research and analysis, as well as the creation, introduction, promotion, or marketing of financial products such as exchange-traded products, mutual funds, certificates, derivatives, swaps, bonds, or OTC products connected to or derived from MarketVectorTM Indexes.
We can help you learn more about acquiring a suitable license for your needs.
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 300 mln are available for inclusion. Securities included in the index must have a minimum of 6 months and maximum of 30 years to maturity.
MVIS® Moody's Analytics US Investment Grade Corporate Bond Index
The MVIS® Moody's Analytics US Investment Grade Corporate Bond Index (MVCI) is designed to track the performance of U.S. dollar-denominated investment grade 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.
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.