Emerging Markets Bond Index (EMBI) Monitor: June 2026 Month-End Highlights

Research evidence excerpt

Emerging Markets Bond Index (EMBI) Monitor: June 2026 Month-End Highlights

Global Index Research

Emerging Markets Bond Index Monitor

Kumaran Ram (1-212) 834-4685 Ye Kyung Lee (1-212) 834-5399 Oliver Jordan (1-646) 479-9773

kumaran.m.ram@jpmorgan.com yekyung.lee@jpmorgan.com oliver.jordan@jpmorgan.com

Contents EmergingEmerging MarketsMarkets BondBond IndexIndex GlobalGlobal (EMBI®(EMBI® Global):Global): TheThe EMBIEMBI GlobalGlobal trackstracks totaltotal returnsreturns forfor

USUS dollar-denominateddollar-denominated debtdebt instrumentsinstruments issuedissued byby emergingemerging marketmarket sovereignsovereign andand quasi-sovereignquasi-sovereignEmerging Markets Bond Index Global (EMBI Global) 5 entities:entities: BradyBrady bonds,bonds, loans,loans, Eurobonds.Eurobonds.

Emerging Markets Bond Index Global Diversified EmergingEmerging MarketsMarkets BondBond IndexIndex GlobalGlobal DiversifiedDiversified (EMBI®(EMBI® GlobalGlobal Diversified):Diversified): TheThe EMBIEMBI GlobalGlobal

(EMBI Global Diversified) 7 DiversifiedDiversified isis aa uniquely-weighteduniquely-weighted versionversion ofof thethe EMBIEMBI Global.Global. ItIt limitslimits thethe weightsweights ofof thosethose indexindex

countriescountries withwith largerlarger debtdebt stocksstocks byby onlyonly includingincluding specifiedspecified portionsportions ofof thesethese countries’countries’ eligibleeligible currentcurrent

Emerging Markets Bond Index Plus (EMBI+) 9 faceface amountsamounts ofof debtdebt outstanding.outstanding. TheThe countriescountries coveredcovered inin thethe EMBIEMBI GlobalGlobal DiversifiedDiversified areare identicalidentical

toto thosethose coveredcovered byby thethe EMBIEMBI Global.Global. June sprd

Corporate Emerging Markets Bond Index