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
7.26
Average Modified Duration
12.94
Average Years to Maturity
35.68
Average Coupon
6.00
Yield to Worst
7.26
Current Yield
1.62
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
9
75.27%
Not Rated
4
24.73%
Maturity Breakdown
The table below shows Maturity breakdown of the index components. The data are updated on a daily basis.
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