The J.P. Morgan Bond Indices offer tools for analysis of the global bond markets. Extensive data history and comprehensive coverage of emerging markets makes this database useful for international investors. The indices come with a wide range of statistics.

Information provided
The J.P. Morgan Fixed Income Indices database offers current and historical market capitalization weighted data for indices and their constituents. As a benchmark for market performance, this database covers a wide range of securities across many countries and regions.
 
Statistical data for the indices, such as stripped or blended spreads, weights, market cap, average life and face amount outstanding, is also available.
 

Credit indices
AGENCY INDEX
The U.S Government Agency index includes bonds from government agencies such as Fannie Mae (FNMA), Freddie Mac (FHLMC), Federal Home Loan Bank (FHLB), Federal Farm Credit Banks (FFCB), and Tennessee Valley Authority (TVA).
The Mortgage-backed securities Agency index tracks the total return of fixed-rate GNMA, FNMA and FHLMC bonds.

ASIA CREDIT INDEX
The J.P. Morgan Asia Credit Index (JACI) tracks total return performance of the Asian fixed-rate dollar bond market. JACI is a market cap-weighted index comprising sovereign, quasi-sovereign and corporate bonds.

Government Indices
CONSTANT MATURITY INDICES
The J.P. Morgan Constant Maturity Indices (CMI) tracks total returns for the bonds that are closest to their respective maturity sector. Note that yield values are not interpolated but always a single bond. For some countries, especially for the longer maturities, the actual maturity may differ from the designated one due to infrequent issuance or a lack of issuance of bonds with a 30 year term.

EMU INDEX
The EMU Bond Index tracks total returns for local-currency-denominated, fixed rate government bonds issued by members of the European Monetary Union.

GBI GLOBAL
The J.P. Morgan Government Bond Indices measure the performance of leading government bond markets. By including only traded issues, the index provides a realistic measure of market performance for international investors.

GBI BROAD
The GBI Broad consists of GBI Global extended with a number of markets to meet investors need for further country and return diversification.

GBI+
The J.P. Morgan GBI+ combines the composition of GBI Broad with EMBI+.

Cash & Swap Index
CASH INDEX
The J.P Morgan Cash index tracks total returns for constant maturity euro-currency deposits with tenors of 1-, 2-, 3-, 6-, and 12-months.

Emerging Markets Index
EMBI GLOBAL
Included in the EMBI Global are US dollar denominated Brady bonds, Eurobonds, traded loans and local market debt instruments issued by sovereign and quasi-sovereign entities.

EURO EMBI GLOBAL
Tracks total returns for euro-denominated, straight fixed coupon instruments issued by emerging markets sovereign and quasi-sovereign entities. The composition is determined by similar inclusion/exclusion criteria to that of the traditional USD denominated EMBI Global, with the exception of currency and instrument type.

EMBI+
The EMBI+ indices are an extension of EMBI and track all of the external currency denominated debt markets of the emerging markets.

ELMI+
The ELMI + indices are an extension of the ELMI covering a wider range of countries.

LEI
This index tracks the Latin American Eurobond Market.

RUBI CORP
The J.P. Morgan Russia Corporate Bond Index, RUBI CORP tracks the market for corporate risk in Russia. It is a market-capitalization-weighted index which includes 21 Russia corporate instruments representing four sub-indices.