Frankfurt (27 December 2016) – Effective 1 March 2017, MVIS will change the calculation methodology for its bond indices. Cash payments will no longer be reinvested during the month but kept as cash components. Cash components will be reinvested once a month at the time of the review implementation for the months of their accumulation.

The following indices will be affected by the calculation methodology change:

MVIS Altman N. Am. Defaulted & Distressed Bond (MVRCOV)
MVIS Altman North America Defaulted Bond (MVRCDE )
MVIS Altman North America Distressed Bond (MVRCDI )
MVIS EM Aggregate Bond (MVEMAG)
MVIS EM Corporate Bond (local FX) (MVEMCL)
MVIS EM Corporate Bond (USD&EUR) (MVEMCD)
MVIS EM Sovereign Bond (Local FX) (MVEMSL)
MVIS EM Sovereign Bond (USD&EUR) (MVEMSD)

The new version of the amended Index Guide will be available on the MVIS Website by 1 March 2017 and can then be accessed here.

Most popular