J.P. Morgan offers vendors four different index packages across developed and emerging markets spanning over 60 countries, and covering local and external debt. Each package is designed to provide exposure to each asset class and can be tailored with additional options. Indices can be delivered daily, weekly, monthly (excluding market holidays) via convenient data files.

The developed markets package includes the local debt indices, including the J.P. Morgan GBI Global, GBI Broad, EMU Index, and more. These indices generally track fixed rate issuances from high-income countries spanning North America, Europe, and Asia. The developed markets index lineup has a long track record since the launch of the GBI Global in 1989 and has grown to include indices covering the Eurozone, US Agency Bonds, and Cash Deposit Rates.

  • GBI Global
  • GBI Broad
  • GBI Broad European
  • EMU Index
  • Cash Indices
  • Additional package options (where applicable)
    • US Agency
    • Constituent Data
    • Historical Data

The family of J.P. Morgan Emerging Market Bond Index (EMBI) is the most widely used and comprehensive emerging market sovereign debt benchmarks. Historical information is available since December 1993.

  • EMBI Global
  • EMBI Global Diversified
  • EMBI+
  • EMBI Global Core
  • Additional options (where applicable)

    • Euro EMBI Global
    • Euro EMBI Global Div
    • Hedged Returns
    • Constituent Data
    • Historical Data

The local debt package consists of the Government Bond Index-Emerging Markets (GBI-EM) series, which was developed in response to an increase in investor appetite towards local currency debt. The package contains three variations - the GBI-EM, GBI-EM Global and GBI-EM Broad - which cater to different investment objectives and inclusion criteria. The indices span over 15 countries and are also available in diversified weighting versions.

  • GBI-EM Broad
  • GBI-EM Broad Diversified
  • GBI-EM Global
  • GBI-EM Global Diversified
  • GBI-EM
  • GBI-EM Diversified
  • ELMI+
  • Additional options (where applicable)

    • Constituent Data
    • Historical Data

The Corporate Emerging Market Bond Index series (CEMBI) track USD denominated debt issued by emerging market corporations. The CEMBI family of indices expands J.P. Morgan’s regional corporate indices - JACI, LEBI, RUBI, which provide benchmarks for Asia, Latin America, and Russia, respectively.

Index Description

  • CEMBI
  • CEMBI Diversified
  • CEMBI Broad
  • CEMBI Broad Diversified
  • JACI
  • Additional options (where applicable)

    • Constituent Data
    • Historical Data

Contact Us

For institutional clients: For additional information, please contact your J.P. Morgan representative or email us at index.research@jpmorgan.com, or call +1 212 834 4230 (New York) or +44 20 7742 7749 (London).

For third party data aggregators and vendors servicing the buy side community: For additional information regarding access to J.P. Morgan’s index data please contact index.licensing@jpmorgan.com.