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

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