Research
printTradeable Index Strategies: Emerging Markets
EMBI+
The EMBI+ tracks returns for actively traded external debt instruments in emerging market, and is also JPMorgan's most liquid U.S-dollar emerging markets debt benchmark. The index segments further the universe of emerging markets as defined by the broader EMBI Global and EMBI Global Diversified, by placing a strict liquidity requirement rule for inclusion. Included in the EMBI+ are US-dollar denominated Brady bonds, Eurobonds, and traded loans issued by sovereign entities.
The EMBI+ is a market capitalization-weighted index and is rebalanced on the last business day of each month. Only issues with a current face amount outstanding of $500 million or more and a remaining life of greater than 2 1/2 years are eligible for inclusion in the index. Index returns are available hedged or unhedged in a variety of currencies.
For more information on JPMorgan's tradeable EMBI+ indices, please our Index pages on MorganMarkets or contact your JPMorgan representative.
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