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printTradeable Index Strategies: Fixed Income
GBI Global
The GBI Global index is JPMorgan's flagship index for fixed rate government debt. The index measures the total return from investing in 13 developed government bond markets - Australia, Belgium, Canada, Denmark, France, Germany, Italy, Japan, Netherlands, Spain, Sweden, UK, and US. The GBI Global is part of the GBI family of government debt indices. The EMU Government bond index measures the total return from investing in fixed rate debt issued by the EMU member governments.
The GBI indices are market capitalization weighted and bonds enter and leave the indices at the monthly rebalance. There are no size criteria for inclusion, but bonds must have a minimum remaining maturity of one year. Index returns are available hedged or unhedged in a variety of currencies. Daily index returns for the GBI Global hedged in USD are available back to March 31, 1993.
For more information on the GBI Global and EMU indices , please see our Index pages on MorganMarkets or contact your JPMorgan representative.
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Note: The data above may not be the latest available and should be used for information purposes only.