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JP  Morgan EMBI+ Index one year chart

Source : Bloomberg


The JP Morgan Emerging Marktes Bond Indices Plus (EMBI+) tracks total returns for external-currency-denominated debt instruments of the emerging markets: Brady bonds, loans, Eurobonds, and U.S. dollar-denominated external debt instruments. It is essentially an emerging market bond stripped spread (i.e: emerging market sovereign spread over US treasuries and more an indication of the risk premia associated with these assets. Considered a leading indicator of Emerging market risk.