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
7.28
Average Modified Duration
12.90
Average Years to Maturity
35.66
Average Coupon
6.00
Yield to Worst
7.28
Current Yield
1.62
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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
75.28%
Not Rated
4
24.72%
Maturity Breakdown
The table below shows Maturity breakdown of the index components. The data are updated on a daily basis.
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