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J.P. Morgan – ELSI – European Inflation Linked Indices

Published in Fixed Income Indices

J.P. Morgan’s developed markets indices include the inflation-linked bond index ELSI (Euro Linker Securities Index). Inflation-indexed bonds (also known as inflation-linked bonds or colloquially as linkers) are bonds where the principal is indexed to inflation. They are thus designed to cut out the inflation risk of an investment. The inflation-linked market primarily consists of sovereign bonds, with privately issued inflation-linked bonds constituting a small portion of the market.

Key Features and Coverage on RIMES

For this database, RIMES hosts data for approximately 51 bonds and 3 indices.

Index coverage includes:

  • JPM Euro Linker Securities 1 – 10 Index, JPM Euro Linker Securities 10+ index, and JPM Euro Linker Securities Index.

Some of the Index and bond items available include:

  • Accrued Interest, Convexity, Country, Coupon, Coupon Frequency, Currency, Database Symbol, Date Of Portfolio, Description, Index Component Weight, Inflation Coefficient, Isin Code, Macaulay Duration, Market Value, Maturity Date/Sector, Modified Duration, Notional Outstanding, in Euros, in LOC, Price, Total Return, Yield, etc.

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