ESA Joint Committee · priips-126 Final
What could be the ‘reference indexes’ mentioned in Point 21(c)(i) of the Annex VI of the Commission Delegated Regulation?
- Regulation
- PRIIPs
- Answered
- 2017-07-04
- Answer provided by
- ESAs (EBA, ESMA, EIOPA)
⚠
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Question
What could be the ‘reference indexes’ mentioned in Point 21(c)(i) of the Annex VI of the Commission
Delegated Regulation?
Answer
The ‘reference indexes’ mentioned in Point 21(c)(i) could be the following:
Asset Classes Sub Asset Classes Indice
Government bonds
Government bonds and similar
instruments developed market rating
AAA-A
JPMorgan EMU AAA-A +
JPMorgan US
Barclays Euro Sovereign High
Quality Index
Government bonds and similar
instruments developed market different
rating below A
filtering on JPMEMU or iBoxx €
Overall
Government bonds emerging
markets (hard and soft
currency)
Government bonds emerging markets
(hard and soft currency)
JPMorgan EMBIG Diversified
Barclays EM Local Currency
Liquid Government Index
Investment grade corporate
bonds Investment grade corporate bonds
Barclays Euro Corporate IG +
Barclays US Corporate IG
EURO STOXX 50® Corporate Bond
Other corporate bonds High yield corporate bonds
Markit iBoxx EUR High Yield
Liquid + Markit iBoxx USD High
Yield Liquid
Liquidity
Money market instruments (for the sake
of clarity, money markets funds not
included) Barclays Euro Treasury Bill
Shares developed markets Large-cap shares (developed markets)
MSCI World Large Cap
STOXX® Europe 50
STOXX® Developed Markets 150
Mid-cap shares (developed markets)
MSCI World Mid Cap
EURO STOXX® Mid
Small-cap shares (developed markets) MSCI World Small Cap
EURO STOXX® Small
Shares emerging markets Large-cap shares (emerging markets)
MSCI Emerging Markets Large
Cap
STOXX® Emerging Markets 50
Mid-cap shares (emerging markets)
MSCI Emerging Markets Mid Cap
STOXX® Emerging Markets 500
Mid
Small-cap shares (emerging markets)
MSCI Emerging Markets Small
Cap
STOXX® Emerging Markets 500
Small
This Q&A is published by ESA Joint Committee (EBA, ESMA, EIOPA) and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.
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