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UPDATE 2-JPMorgan says U.S.-sanctioned Russian bonds could be excluded from key indexes


(Adds value and number of Russian bonds in indexes)
LONDON/NEW YORK, April 15 (Reuters) - U.S. sanctions announced on Thursday on newly-issued Russian government debt could see the bonds excluded from JPMorgan’s influential indexes, including the emerging market local-currency GBI-EM investment index, the bank said.
“Economic sanctions which impact the replicability of the JPMorgan fixed income indices will result in an Index Watch (observation period) followed by potential rebalance actions such as exclusion of the sanctioned bonds/issuers from the benchmark,” JPMorgan said.
Russia’s share in JPMorgan’s GBI-EM index, the main global benchmark for emerging market local currency bonds, now sits at 7.1% compared with 8.9% a year ago and the maximum possible 10% in 2014 before Russia was hit with Western sanctions for annexing part of Ukraine. ....

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JPMorgan says U.S.-sanctioned Russian bonds could be excluded from key indexes


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LONDON/NEW YORK U.S. sanctions announced on Thursday on newly-issued Russian government debt could see the bonds excluded from JPMorgan’s influential indexes, including the emerging market local-currency GBI-EM investment index, the bank said.
“Economic sanctions which impact the replicability of the JPMorgan fixed income indices will result in an Index Watch (observation period) followed by potential rebalance actions such as exclusion of the sanctioned bonds/issuers from the benchmark,” JPMorgan said.
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