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.

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Our Index Family

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