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J.P. Morgan – GABI – Global Aggregate Bond Indices

Published in Fixed Income Indices

The J.P. Morgan Global Aggregate Bond Index (JPM GABI) is a comprehensive global investment grade benchmark. The JPM GABI series represents a new flagship foundation which ties together established J.P. Morgan indexes and serves as a platform for future index products and tradable offerings. Additionally, the new series provides investors with more benchmark options via a flexible aggregate index.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 26600 bonds and 12 indices.

Index coverage includes:

  • Cembi Broad Ig Emerging Markets Credit, Embi Global Ig Emerging Markets Sovereign Debt, European Credit Ig, Gabi, Gabi US, Gbi Broad Developed Treasuries, Global Ig Emerging Market Treasuries, Mortgage Backed Securities, Pfandbriefe, US Agency, US Liquid Index, US Credit, etc.

Some of the data items available include:

  • Bond Items: Accrued Interest, Clean Price, Convexity, Coupon, Currency, Date, Description, Inclusion Direction/Percent, Index Component Weight, Index Description, Isin Identifier, Macaulay Duration, Market Value (USD & EURO), Maturity, Modified Duration, Moody’s Bond Ratings, Notional Outstanding Value (LOC), Rating, S&P Bond Ratings, Symbol, System Id, Yield, etc.
  • Index Items: Average Modified Duration/Yield, Description, Dirty Price Based Market Capitalization (LOC, EUR, USD), Index Asset Class, Index Weight in GABI/ GABI US, Notional Outstanding Value in LOC, Total Return, Total Return Index Value (EUR and USD), etc.


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