The Yield Book

Premier Fixed Income Analytics System.

Use our sophisticated models for trade and portfolio applications. Term Structure Models, Mortgage and Asset-Backed Prepayment Models, and Default and Loss Severity Models serve as the backbone for analyzing... Learn More

Customer Workshops

Extensive Customer Support Helps You Leverage the Power of The Yield Book

The Yield Book offers classes for both beginners and advanced users of the system. Classes are taught in hands-on workshops offered monthly in New York, as well as in other cities around the globe. Learn More

Time-Weighted US Fallen Angel Bond Index

Extending Citi's family of alternatively-weighted fixed income indices. The index measures the performance of "fallen angels" (high-yield debt that was previously rated investment-grade), issued by corporations domiciled in the US or Canada. Unlike traditional market value-weighted indices, the index determines constituents' weights based on their time from inclusion in the index. Learn More


Yield Book Structuring Tool

Structure Agency CMO deals.


Municipal Bond Data

Access to an extensive municipal securities database that contains over 3.6 million securities.


EM Corporate Capped Extended Broad Bond Index

Measures the performance of US dollar denominated debt issued by corporations.


Training and Events

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