Independently maintained and published index composed of debt securities of 8 countries, which includes Brady bonds, sovereign debt, local debt and Eurodollar debt, all of which are dollar denominated.
Independently maintained and published index composed of debt securities of 27 countries, which includes Brady bonds, sovereign debt, local debt and Eurodollar debt, all of which are dollar denominated.
Represents the J.P.Morgan EMBI prior to 8/95, J.P.Morgan EMBI + through 12/31/99, and the J.P. Morgan EMBI Global thereafter.
The EMBI Global tracks total returns for US dollar-denominated debt instruments issued by emerging market sovereign and quasi-sovereign entities: Brady bonds, loans and Eurobonds. Countries covered are Algeria, Argentina, Brazil, Bulgaria, Chile, China, Colombia, Cote d'Ivoire, Croatia, Dominican Republic, Ecuador, Egypt, El Salvador, Hungary, Lebanon, Malaysia, Mexico, Morocco, Nigeria, Pakistan, Panama, Peru, the Philippines, Poland, Russia, South Africa, South Korea, Thailand, Tunisia, Turkey, Ukraine, Uruguay, and Venezuela.
JP Emerging Markets Bond Index Global Diversified
The EMBI Global Diversified is a uniquely-weighted version of the EMBI Global. It limits the weights of those index countries with larger debt stocks by only including specified portions of these countries' eligible current face amounts of debt outstanding. The countries covered in the EMBI Global Diversified are identical to those covered by the EMBI Global.
Independently maintained and published index composed of debt securities of 16 countries, which includes Brady bonds, sovereign debt, local debt and Eurodollar debt, all of which are dollar denominated.
The Emerging Markets Bond Index Plus (EMBI+) tracks total returns for external-currency-denominated debt instruments of the emerging markets: Brady bonds, loans, Eurobonds. Countries covered are Argentina, Brazil, Bulgaria, Colombia, Ecuador, Egypt, Malaysia, Mexico, Morocco, Nigeria, Panama, Peru, the Philippines, Poland, Russia, South Africa, Turkey, Ukraine, and Venezuela.
The JP Morgan Global Government Bond Index measures the performance of leading Government bond markets based on total return in US currency. By including only traded issues, the Index provides a realistic measure of market performance for international investors. It is calculated by JP Morgan, and reflects reinvestment of all applicable dividends, capital gains and interest.
Countries included are: Australia, Belgium, Canada, Denmark, France, Germany, Italy, Japan, Netherlands, Spain, Sweden, the United Kingdom, and the United States. The JP Morgan Government Bond Indices consist of regularly traded, fixed-rate, domestic government bonds of countries that offer opportunity to international investors.
The JP Morgan Non-U.S. Government Bond Index (Hedged) measures the performance of leading government bond markets, excluding US issues, based on total return in US currency. Currency exposure is fully hedged back to the US dollar. By including only traded issues, the Index provides a realistic measure of market performance for international investors. It is calculated by JP Morgan, and reflects reinvestment of all applicable dividends, capital gains and interest.
JPMorgan's Global Government Bond Index was first launched in 1989. It consists of issues from 13 international bond markets and its constituents have remained unchanged over time. As of December 2001, countries included are Australia, Belgium, Canada, Denmark, France, Germany, Italy, Japan, Netherlands, Spain, Sweden, the United Kingdom, and the United States. The JPMorgan Government Bond Indices consist of regularly traded, fixed-rate, domestic government bonds of countries that offer opportunity to international investors.
JP Morgan Non-U.S. Government Bond Index measures the performance of leading government bond markets, excluding US issues, based on total return in US currency. By including only traded issues, the Index provides a realistic measure of market performance for international investors. It is calculated by JP Morgan, and reflects reinvestment of all applicable dividends, capital gains and interest.
JPMorgan launched the GBI Broad Index in 1997. As of December 2001, countries included are Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Greece, Ireland, Italy, Japan, Korea, Netherlands, New Zealand, Poland, Portugal, Singapore, South Africa, Spain, Sweden, the United Kingdom and the United States. The JPMorgan Government Bond Indices consist of regularly traded, fixed-rate, domestic government bonds of countries that offer opportunity to international investors.
The index measures the total return performance of constant maturity Euro-currency deposits, the only short-term securities consistent across all markets in terms of liquidity, maturity, and credit quality. The JP Morgan US 3 Month Cash Index is calculated daily for three-month deposits in the United States.
The Latin Eurobond Index (LEI) tracks total returns for US dollar-denominated Eurobonds issued by Latin American corporate and sovereign borrowers. Countries covered are Argentina, Brazil, Chile, Colombia, Costa Rica, Dominican Republic, Ecuador, El Salvador, Guatemala, Jamaica, Mexico, Panama, Peru, Uruguay, and Venezuela.