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.
The tables below show fundamental data of the MVIS® Bond Index.
Descriptive values are updated on a daily basis. The chart shows historical values on a monthly basis.
|Average Yield to Maturity||5.73 |
|Average Modified Duration||6.34 |
|Average Years to Maturity||9.79 |
|Average Coupon||3.96 |
|Yield to Worst||5.73 |
|Current Yield||4.36 |
Rating and Maturity Breakdown
The tables below show Bloomberg Composite Rating
breakdown and Maturity breakdown of the index components.
The data are updated on a daily basis.
|Investment Grade||441 ||99.75% |
|Not Rated||1 ||0.26% |
|0 - 3 Years||107 ||24.91% |
|3 - 5 Years||82 ||17.89% |
|5 - 7 Years||52 ||11.77% |
|7 - 10 Years||68 ||15.05% |
|10 - 15 Years||15 ||3.82% |
|15 - 20 Years||48 ||10.40% |
|20+ Years||70 ||16.17% |