Merrill Lynch Eurodollar Master Index | Holdings Performance

Merrill Lynch Eurodollar Master Index

Merrill Lynch Eurodollar Master Index Holdings

Includes approximately 1,000 issues in the form of dollar-denominated, publicly placed coupon-bearing Eurobond debt. Issues must carry a term to maturity of at least one year, and par amounts outstanding must be no less than $10 million at the start and at the close of the performance measurement period. Issues must be nonconvertible with no equity warrants attached. Floating rate debt is excluded. Sub-indexes are calculated for a variety of maturities, including: 1-2.99 years; 3-4.99 years; and 5-6.99 years.

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