AAA-Rate Yields
The curve is the baseline curve for BVAL tax-exempt munis. It is populated with high quality US municipal bonds with an average rating of AAA from Moody’s and S&P. The yield curve is built using non-parametric fit of market data obtained from the Municipal Securities Rulemaking Board, new issues calendars and other proprietary contributed prices. Represents 5% couponing. These indices are produced by Bloomberg.
| Dataset | |
|---|---|
| Muni Bonds 1 Year Yield | |
| Muni Bonds 2 Year Yield | |
| Muni Bonds 5 Year Yield | |
| Muni Bonds 10 Year Yield | |
| Muni Bonds 30 Year Yield |
SIFMA Municipal Swap Index Yield
The SIFMA Municipal Swap index is a 7-day high-grade market index comprised of tax-exempt VRDOs reset rates that are reported to the Municipal Securities Rule Making Board’s (MSRB’s) SHORT reporting system. The index is calculated on an actual/actual basis and is published every Wednesday by 4 p.m. Eastern Time. The bonds going into the index are selected from all eligible bonds reporting data through the SHORT system that meet the index criteria as set forth by SIFMA. The index is calculated by Bloomberg as the calculation agent for SIFMA.
| Dataset | |
|---|---|
| SIFMA Municipal Swap Index Yield |