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Indicative
Data
Our continuously updated database maintains coupon rate, credit rating, redemption
schedules, prepayment history, and other indicative data for a large number of
securties.
Daily Pricing
We provide daily Prices,
Yields, Option-Adjusted Spreads, Effective Durations
and other calculated values for over 20,000
securities including all securities
in our Family of Indexes. We also provide Matrix Pricing tools and benchmark
data (yield curves, volatility curves, "leader" prices, etc.) to
allow users to create relationship-based pricing for virtually any bond.
Real-Time Yield Curve
We provide a real-time On-The-Run Treasury Yield Curve which allows intra-day
pricing updates when used in conjunction with our Matrix Pricing tools. The fitted
Treasury Model curve can also be updated with real-time inputs and can be used
for pricing.
Historical Data
We provide historical Yields, Prices, Spreads and other measures for securities,
market benchmarks and yield curves, dated back as early as 1950.
Relational Database
Customers can easily search for securities satisfying multiple investment criteria.
Personal Database
In addition to access to Citigroup Global Markets' databases, each user is provided
a secure personal database which can be used to store portfolio holdings, customized
indexes, user created bond structures, and customized calculated values for any
set of securities.
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