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Historical Performance
Sector Diagram
Data Subscription Services
  • The index provides exposure to a broad array of sectors, and sub-indices are available in any combination of currency, maturity, rating, and more.

    The index can also be easily customized to meet the most specific investment needs and portfolio risk profiles.

    Customization options for Citi's range of fixed income indices include asset class, industry, geography, currency, maturity, rating, issue/issuer size, weighting methodology, and other market parameters.

Design Criteria and Calculation Methodology

The Eurodollar Bond Index includes fixed-rate (including zero-coupon) Eurodollar, global, Dragon bonds, certain asset-backed, and euro medium-term notes. Rule 144A corporate securities are included only if they have registration rights. Citi Fixed Income Indices also publishes returns on the subset of bonds issued by non-US entities.

The Eurosterling Bond Index includes fixed-rate eurosterling, global, Dragon bonds, and certain asset-backed and euro medium-term notes.

The Euroyen Bond Index includes fixed-rate euroyen, global, Dragon bonds, and certain asset-backed and euro medium-term notes.


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FTSE Fixed Income LLC and Research Affiliates, LLC have agreed to jointly create and distribute investable fixed income indices (the "Citi RAFI Bonds Index Series") based on Research Affiliates' patented Fundamental Index® methodology. All intellectual property, including trademarks, contributed by Research Affiliates, LLC and FTSE Fixed Income LLC shall remain solely vested with the respective contributor.

As of August 31, 2017 Citi Fixed Income LLC has changed its name to FTSE Fixed Income LLC ("FTSE"). Citi is a trademark and service mark of Citigroup Inc. or its affiliates, is used and registered throughout the world and is used by FTSE under license. The trade names Fundamental Index®, RAFI®, and the Research Affiliates corporate name and logo are the exclusive intellectual property of Research Affiliates, LLC and are registered trademarks in the United States and other countries. Any use of Research Affiliates, LLC's trade names and logos without the prior written permission of Research Affiliates, LLC is expressly prohibited and Research Affiliates, LLC reserves the right to take any and all necessary action to preserve all of its rights, title and interest in and to these marks. Various features of the Fundamental Index® methodology, including an accounting data-based non-capitalization data processing system and method for creating and weighting an index of securities, are protected by various patents, and patent-pending intellectual property of Research Affiliates, LLC. (See all applicable US Patents, Patent Publications, and Patent Pending intellectual property located at http://www.researchaffiliates.com/Pages/legal.aspx#d, which are fully incorporated herein.)

© 2017, FTSE Fixed Income LLC. All rights reserved. © 2017, Research Affiliates, LLC. All rights reserved.


The Citi Goldman Sachs Investment Grade Corporate Bond Index ("Index") is proprietary to Citigroup Index LLC ("Citigroup"). "Goldman Sachs" is a trademark owned by Goldman Sachs and is registered in the US and other countries. The Goldman Sachs trademark is being used by Citigroup under license from Goldman Sachs. With respect to the Index, Goldman Sachs and its affiliates are in no way related or connected to or affiliated with Citigroup other than as a licensee. Goldman Sachs does not own, maintain or participate in the calculation of the Index. Neither Goldman Sachs, nor its affiliated companies make any representation or warranty, express or implied to any member of the public regarding the ability of the Index to track general market performance.


The Citi Goldman Sachs High Yield Corporate Bond Index ("Index") is proprietary to Citigroup Index LLC ("Citigroup"). "Goldman Sachs" is a trademark owned by Goldman Sachs and is registered in the US and other countries. The Goldman Sachs trademark is being used by Citigroup under license from Goldman Sachs. With respect to the Index, Goldman Sachs and its affiliates are in no way related or connected to or affiliated with Citigroup other than as a licensee. Goldman Sachs does not own, maintain or participate in the calculation of the Index. Neither Goldman Sachs, nor its affiliated companies make any representation or warranty, express or implied to any member of the public regarding the ability of the Index to track general market performance.


The Citi Goldman Sachs Emerging Markets Local Currency Government Bond Index ("Index") is proprietary to Citigroup Index LLC ("Citigroup"). "Goldman Sachs" is a trademark owned by Goldman Sachs and is registered in the US and other countries. The Goldman Sachs trademark is being used by Citigroup under license from Goldman Sachs. With respect to the Index, Goldman Sachs and its affiliates are in no way related or connected to or affiliated with Citigroup other than as a licensee. Goldman Sachs does not own, maintain or participate in the calculation of the Index. Neither Goldman Sachs, nor its affiliated companies make any representation or warranty, express or implied to any member of the public regarding the ability of the Index to track general market performance.

Note: As of August 31 2017, Citigroup Index LLC ("CitiIndex") has changed its name to FTSE Fixed Income LLC ("FTSE"). All CITI marks are owned by CitiIndex or its affiliates and are used under license by FTSE. © 2017, FTSE Fixed Income LLC. All rights reserved.