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Introduction

Market performance indexes have gained in importance over time. Accordingly, it is critical for investment managers to understand the rules by which indexes are created. In the Global Fixed-Income Index Catalog, we review the general philosophy for building our indexes and the specific rules by which each index is constructed. One major goal of our index construction is to create relevant benchmarks that clearly measure investment opportunities. From time to time the indexes undergo composition or calculation changes. When this occurs, a publication or announcement is posted on the index website outlining the changes.

Citigroup Indexes are also available in The Yield Book, which offers premier analytics such as return attribution, optimization, scenario analysis and benchmark comparisons.

Access to index publications and data is available to the buy side community at no charge. Please click here to register.

Our Index Family

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Major Indexes are shown above. Visit the Index website for a comprehensive list of indexes and currencies.

WorldBIG Index     World Broad Investment-Grade Bond Index
WGBI World Government Bond Index
AGBI Asian Government Bond Index
World ILSI World Inflation-Linked Securities Index
WMMI World Money Market Index
USBIG Index US Broad Investment-Grade Bond Index
USLPF Index US Large Pension Fund Baseline Bond Index
ESBI Emerging Market Sovereign Bond Index
EuroBIG Index Euro Broad Investment-Grade Bond Index
EGBI EMU Government Bond Index
JGB Index Japanese Government Bond Index
GGSP Government/Government Sponsored Index



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