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For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
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S&P DJI combines global reach with local expertise, working with exchanges around the world to build indices for both the local and international investment communities.
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For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
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The iBoxx USD Liquid FRN Investment Grade Corporates 100 Index is designed to measure the performance of investment grade, USD-denominated floating rate corporate bonds from issuers in Andorra, Australia, Austria, Belgium, Bermuda, Canada, the Cayman Islands, Cyprus, Denmark, the Faroe Islands, Finland, France, Germany, Gibraltar, Greece, Hong Kong, Iceland, Ireland, Italy, Japan, Jersey, Liechtenstein, Luxembourg, Malta, Monaco, the Netherlands, New Zealand, Norway, Portugal, San Marino, Singapore, Spain, Sweden, Switzerland, the U.S. and the U.K., with a minimum amount outstanding of USD 500 million. The index includes at least 40 and no more than 100 of the most liquid bonds. Bonds must have a remaining time to maturity of at least one year at rebalancing. Securities must be publicly registered in the U.S. with the Securities and Exchange Commission, clear or settle through DTC and pass liquidity screening based on TRACE trading volume criteria.
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