Tradeable Index Strategies

Tradeable Index Strategies: Fixed Income

GBI Global

The GBI Global index is J.P. Morgan'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 specific J.P. Morgan Tradeable Index Strategies, please review product descriptions below or contact your J.P. Morgan representative.

Index Strategies
Index Name Index Level Daily Ret(%) Mthly Ret Ann Ret Level Date
GBI Global Unhedged Euro 477.14 -0.30 7.21 18.36 20100528
GBI Global Unhedged US 436.79 0.40 2.83 20.02 20080331
GBI Global Hedged Euro 286.01 0.14 1.20 6.27 20100528
GBI Global Hedged US 333.41 0.00 0.65 1.25 20131031
JA: Japan Traded 243.05 0.00 0.29 3.24 20100528
EMU Bond Index in EUR 310.51 0.22 1.34 4.87 20131031

Note: The data above may not be the latest available and should be used for information purposes only.

JPMorgan Chase and its affiliates do not provide tax, legal or accounting advice. This material has been prepared for informational purposes only, and is not intended to provide, and should not be relied on for, tax, legal or accounting advice. You should consult your own tax, legal and accounting advisors before engaging in any transaction.

Investment suitability must be determined individually for each investor, and the financial instruments described herein may not be suitable for all investors. The products described herein should generally be held to maturity as early unwinds could result in lower than anticipated returns. This information is not intended to provide and should not be relied upon as providing accounting, legal, regulatory or tax advice. Investors should consult with their own advisors as to these matters.

Structured Investments may involve a high degree of risk, and may be appropriate investments only for sophisticated investors who are capable of understanding and assuming the risks involved. J.P. Morgan and its affiliates may have positions (long or short), effect transactions or make markets in securities or financial instruments mentioned herein (or options with respect thereto), or provide advice or loans to, or participate in the underwriting or restructuring of the obligations of, issuers mentioned herein. J.P. Morgan is the marketing name for JPMorgan Chase & Co. and its subsidiaries and affiliates worldwide. J.P. Morgan Securities LLC is a member of NASD, NYSE and SIPC. Clients should contact their salespersons at, and execute transactions through, a J.P. Morgan entity qualified in their home jurisdiction unless governing law permits otherwise.


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