Indexes

Yield Book customers have access to Citigroup Global Markets' family of published domestic and International Fixed Income Indexes, and also to the iBoxx Euro and Sterling indexes.

Issue Level Detail
Issue-level information is available on all of Citgroup Global Markets' Fixed Income Indexes and Sub-Indexes, and on iBoxx Euro and Sterling indexes. This allows for the comparison of portfolios to their appropriate index benchmark.

Historical Returns
Historical returns and descriptive measures are provided for all of Citigroup Global Markets' Indexes and published sectors since inception, back in 1980. In addition, statistical analysis can be performed on the historical measures, as well as re-weightings of the indexes.

Customized Indexes
Since Citigroup Global Markets' Indexes are available on an issue level basis, Customized Indexes can be constructed by selecting and re-weighting any of the components.

Citigroup Index Data
Comprehensive notes, tables and other documentation of Citigroup Index data are available on this website. Click here.