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J.P. Morgan – MAGGIE – Morgan Aggregate Euro Indices

Published in Fixed Income Indices

In 2000, J.P. Morgan Securities Ltd. launched a euro aggregate index to track the euro-denominated government bond, corporate and Pfandbriefe market. Called the J.P. Morgan Aggregate Index Euro, or Maggie, the index comprises the firm’s existing EMU Government Bond Index; an index of liquid bullet euro-denominated Eurobonds; and an index of Jumbo Pfandbriefe provided by Reuters PLC. This index is a proprietary Euro credit index available to corporate clients via MorganMarkets. Eligible bonds are included in the Maggie on the basis of their traded liquidity to ensure that the index properly and fairly reflects the environment in which market professionals operate.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 7400 bonds and 2100 indices, including various ECB Indices.

Some of the data items available include:

  • Company Items: Accrued Interest, Average Swap, Broad Industry Code, Company Ticker, Convexity, Country Description, Coupon , Currency, Cusip, Daily Total Return (in EUR and LOC), Date, Description, Equity Ticker, Face Value (in EUR and LOC), Full Industry Code, Industry, Isin, Issuer, Life of Bond (Days), Life of Bond (Years), Liquidity, Lmm, Macauley Duration, Market Value (in EUR and LOC), Maturity, Moody’s Rating, Price, Rating, S&P Rating, Sedol, Seniority, Short Industry Code, Spread, Total Return, etc.
  • Index Items: Average Convexity, Average Macualey Duration, Average Spread, Average Swap, Average Yield, Daily Total Return, Description, High Maturity Rating, High Rating, Industry Code 1, 2, Low Maturity Rating, Low Rating, Market Capitalization, Number of Constituents, Total Return, etc.

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