Citi investment grade bond index
Solactive provides tailor-made and broad based indices across all asset classes, which are developed, calculated and distributed worldwide. Based in Frankfurt, Germany, and since its founding in , Solactive has grown to be one of the market leaders in the indexing industry. You are viewing this page as an Investor, to view this site as an Advisor, click here. You are viewing this page as an Advisor, to view this site as an Investor, click here. You are viewing this page as an Institutional user.
Important information
This provides an alternative to market capitalization weighting, where index components are weighted by the issuer's amount of outstanding debt. This index series seeks to reflect exposure to the government securities of a universe of 23 developed markets.
By weighting components by their fundamentals, the indices aim to represent each country's economic footprint and proxies for its ability to service debt. This index series seeks to reflect exposure to the government securities of a universe of 14 emerging markets. By weighting components by their fundamentals, the indices aim to represent each country's economic footprint and ability to service debt.
By weighting components by their fundamentals, the index aims to represent each issuer's economic footprint. Citi brings its expertise and experience in fixed income index related products and services to provide stable and replicable indices.
Research Affiliates brings its research strength, product development capabilities and pioneering proprietary methodology on securities selection and weighting based on fundamental measures. The Citi RAFI Bonds Index Series is available in Yield Book, Citi's web-based analytical tool that enables clients to manage their portfolios against various indices, analyze portfolio positions, quantify risk and identify drivers of performance.
An alternative approach to securities weighting Traditional fixed income indices use market capitalization weights which tend to increase exposure to issuers as they become more indebted. Research Affiliates has developed an innovative methodology for constructing indices which determines component weightings based on fundamental measures.
Sovereign index methodology Holdings are weighted based on metrics that signify the importance of a country in the world economy: Population, GDP, Energy consumption, Rescaled land area. An approach for an inefficient market Research Affiliates believes that markets are not perfectly efficient and that this inefficiency is particularly evident in the sovereign debt markets. Why should someone deliberately choose to lend more to entities who are more deeply in debt?
Weighting countries based on their economic fundamentals instead of their outstanding debt moderates exposure to more indebted countries. Experience in Indexing Citi has been producing fixed income indices for more than 30 years. Citi's indices have been widely used in ETFs, structured products and swaps. Desirable Index Qualities Indices are governed by objective design criteria, striking a balance between comprehensiveness and replicability.
These index qualities are important to active managers, who strive to beat their benchmark, and to passive managers, who strive to minimize tracking error. Coverage Citi's fixed income indices offer a broad array of currencies, regions, asset classes, and credit qualities. Fixed Income Analytics All Citi's fixed income indices are available in Yield Book, Citi's portfolio analytics system for index analysis and risk management.
Citi is a trademark and service mark of Citigroup Inc. 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. All rights reserved. This report provides monthly index profile information , at a sector level.
This report provides monthly index returns , at a sector level. On each monthly index fixing date, publically available information is used to determine index eligibility and indicative values for the following month's index profile. This report is the index's preliminary profile , setting out the anticipated composition of the index. The purpose of the report is to enable those tracking Citi's fixed income indices to anticipate changes to index composition, providing clarity and time to effect any consequent portfolio rebalancing.
A separate report is published on monthly changes, at a constituent level, as a result of the monthly fixing. The report includes securities added, deleted, and changes, such as rating or outstanding amount, along with their their descriptive characteristics i. This data file provides daily index profile and index return information , at a sector level.
This data file provides basic monthly profile information , at a constituent issue level. This data file provides detailed monthly profile information , at a constituent issue level. This data file provides detailed monthly profile and return information , at a constituent issue level. This data file provides detailed daily profile and return information , at a constituent issue level.
FTSE's range of fixed income indexes are designed, calculated, and published by FTSE Index and may be licensed for use as underlying indexes for OTC or exchange-traded derivatives and investment products, including ETFs, swaps, structured products, warrants, and certificates. Leading financial institutions that issue these instruments depend on FTSE Fixed Income Indexes for the creation of their index-based investment products.
This page is no longer supported, the browser will redirect in 5 seconds. If the page does not redirect, click here. Login Logout. News and Updates Release Highlights. Notices and Disclaimers.
Contact Us. Email this Page. Download Brochure. RA Website. A Strategic Partnership Citi brings its expertise and experience in fixed income index related products and services to provide stable and replicable indices. Citi's Expertise in Index Design and Production A recognized fixed income index provider with more than 30 years of experience.
Reported analytics include: number of issues par value market value market weight coupon average life credit quality different types of yield e. Reported analytics include: index level monthly returns cumulative returns.
Reported analytics include: number of issues par value market value coupon average life credit quality price. Descriptive information on each issue includes all the data that is available in the basic monthly profile report and additionally: par amount market value average life accrued interest price call date coupon frequency different types of yield e.
This report supplements the information available on the detailed monthly profile report with measures of return: monthly principle return monthly income return monthly reinvestment return monthly total return year-to-date total return. The report includes the same information as the detailed monthly profile and return report.
Additionally, it includes daily total returns on each issue.
Detailed Index view for Citi's global debt market indices, widely used by the investment community as the benchmark of choice. Multi-Sector | US Dollar. The FTSE US Broad Investment-Grade Bond Index (USBIG) measures the performance of US Dollar-denominated bonds issued in the.
Translate texts with the world's best machine translation technology, developed by the creators of Linguee. Look up words and phrases in comprehensive, reliable bilingual dictionaries and search through billions of online translations. DeepL Translator Linguee. Open menu.
Citigroup Global Fixed - Income. Characteristics of a Good Benchmark
This provides an alternative to market capitalization weighting, where index components are weighted by the issuer's amount of outstanding debt. This index series seeks to reflect exposure to the government securities of a universe of 23 developed markets. By weighting components by their fundamentals, the indices aim to represent each country's economic footprint and proxies for its ability to service debt.
Citigroup Global Fixed-Income Index Catalog ... - The Yield Book
Please note that during this transition period, there may be a short time where updated materials that contain the new FTSE index names will co-exist with legacy materials that still contain the legacy Citi index names. For more information, please see our Index Guide or Index Announcements. FTSE's range of fixed income indexes are designed, calculated, and published by FTSE Index and may be licensed for use as underlying indexes for OTC or exchange-traded derivatives and investment products, including ETFs, swaps, structured products, warrants, and certificates. Leading financial institutions that issue these instruments depend on FTSE Fixed Income Indexes for the creation of their index-based investment products. This version of Internet Explorer is out of date.
iShares Broad USD Investment Grade Corporate Bond ETF
As a fiduciary to investors and a leading provider of financial technology, our clients turn to us for the solutions they need when planning for their most important goals. Featured product. Stay in the know, wherever you go. Listen to our podcast. How to invest sustainably. Read more. Featured tool. The BlackRock Indexes, allocations and data are subject to change. The BlackRock Indexes do not guarantee future income or protect against loss of principal. There can be no assurance that an investment strategy based on the BlackRock Indexes will be successful.
As a fiduciary to investors and a leading provider of financial technology, our clients turn to us for the solutions they need when planning for their most important goals.
The U. If the index climbs an additional 2. Globally, the recovery has been a bit slower because of lingering trade tensions, but European shares did rally 4. Real GDP accelerated to an annualized 4.
Salomon BIG
Click to see the most recent tactical allocation news, brought to you by VanEck. Click to see the most recent relative value investing news, brought to you by Direxion. Click to see the most recent core equity news, brought to you by ProShares. Click to see the most recent disruptive technology news, brought to you by ARK Invest. Click to see the most recent retirement income news, brought to you by Nationwide. Click to see the most recent smart beta news, brought to you by Goldman Sachs Asset Management. Click to see the most recent thematic investing news, brought to you by Global X. Click to see the most recent multi-asset news, brought to you by FlexShares. Click to see the most recent smart beta news, brought to you by DWS. Click to see the most recent multi-factor news, brought to you by Principal. This Tool allows investors to identify equity ETFs that offer exposure to a specified country.
U.K. Investment Grade Bond Index Fund - Income (GBP)
FTSE Russell offers a comprehensive, modular range of indexes designed to measure the performance of fixed income markets globally. Broad-based indexes that measure government, government-sponsored, collateralized, and corporate bonds from both developed and emerging countries are available. Index rules should be read in conjunction with supporting FTSE Russell notices These notices advise of advance changes in index methodology, which may not be reflected in index rules until the change effective date. The notices may also communicate revisions in index treatment in the period up to a rule change. Search Close X. Global Fixed Income Indexes. It comprises sovereign debt from over 20 countries, denominated in a variety of currencies. Tracking debt from 13 countries denominated in their respective currencies, its focus is real, rather than notional, returns. FTSE Eurobond Indexes The indexes comprise investment-grade issues with at least one year until maturity and provide a comprehensive and relevant measure of performance for Eurodollar, Eurosterling, and Euroyen bonds.
