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S&P 500 CVI value weighted

daily
bps
UTC+3
Previous value
on 03/06/2026
from
to
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Index description

This indice belongs to a new suite of indices produced by RMI’s Credit Research Initiative. RMI Probabilities of Default (RMI PDs) of individual firms are used in the CVI to produce bottom-up measures of credit risk in companies included to S&P500 Index. Value-weighted CVI (CVI vw)- RMI PDs are aggregated with each firm weighted by its market-capitalization so that the size of each firm is taken into account.

Methodology

Excel + Cbonds

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(4947, date)

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Quotes by Market Participants

List of securities for index calculation

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Subgroup indices

Index Current value Date
S&P 500 CVI value weighted 28.51 bps 04/06/2026
S&P 500 CVI tail 59.67 bps 04/06/2026
S&P 500 CVI equally weighted 13.7 bps 04/06/2026

The composition of the index list

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