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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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Citi, the leading global financial services company, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management.

Research Affiliates, a global leader in innovative investing and asset allocation strategies, operates worldwide from its base in Newport Beach, California. Dedicated to solving complex investment issues, the firm creates innovative strategies that respond to the current needs of the market. Leveraging its strong research focus, Research Affiliates distributes products in partnership with some of the world's leading financial institutions. These affiliations take the form of direct asset management, sub-advisory services, and licensing agreements.

Citigroup Index LLC, a subsidiary of Citigroup, and Research Affiliates, LLC have agreed to jointly create and distribute investable fixed income indices (the "Citi RAFI Bond Index Series") based on the Research Affiliates' patented Fundamental Index methodology. All intellectual property, including trademarks, contributed by Research Affiliates, LLC and Citigroup Index LLC shall remain solely vested with the respective contributor. Neither Citigroup Index LLC nor Research Affiliates, LLC make any warranties, express or implied, to any of their customers nor anyone else regarding the accuracy or completeness of any data related to the Citi RAFI Bond Index Series. All information is provided for information purposes only. Neither Citigroup Index LLC nor Research Affiliates, LLC accept any liability for any errors or any loss arising from the use of information in this publication.

Citi and Citi and Arc Design are trademarks and service marks of Citigroup Inc. or its affiliates and are used and registered throughout the world. The Yield Book is a registered service mark of The Yield Book Inc. in the U.S. and other countries.

The trade names Fundamental Index®, RAFI®, the RAFI logo, 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 these 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. Fundamental Index®, the non-capitalization method for creating and weighting an index of securities, is patent-pending proprietary intellectual property of Research Affiliates, LLC. (See all applicable US patent and pending patent disclosures located at http://www.researchaffiliates.com/Pages/legal.aspx#d, which are fully incorporated herein.)

© 2017, Citigroup Index LLC. All rights reserved. Duplication and dissemination prohibited without prior written permission. © 2017, Research Affiliates, LLC. All rights reserved. Duplication and dissemination prohibited without prior written permission.


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.