Organization responsible for index calculation: JP Morgan
Index group description • The ELMI+ tracks total returns for local-currencydenominated
money market instruments in 24
emerging markets countries
• The ELMI+ employs a liquidity-sensitive weighting
system, which uses exports plus imports as a base
• Use of FX forwards as the preferred instrument and a
“three-rung-ladder” approach ensure the index’s ease
of replicability
• Historical daily data is available from December 31,
1993, for the ELMI+, as well as for its country and
regional subindices
Included indexes ELMI+ ELMI Asia ELMI Europe ELMI Latin ELMI ME/Africa ELMI Argentina ELMI Brazil ELMI Colombia ELMI Peru ELMI Mexico ELMI Philippines ELMI Poland ELMI Russia ELMI South Africa ELMI Turkey ELMI Chile ELMI China ELMI Czech Republic ELMI Egypt ELMI Hong Kong ELMI Hungary ELMI India ELMI Israel ELMI Romania ELMI Singapore ELMI Slovak Republic ELMI Indonesia ELMI Malaysia ELMI South Korea ELMI Taiwan ELMI Thailand