NOTICE: The names of the indexes are changing from “Citi [Name of Index]” to “FTSE [Name of Index]”. By July 31, 2018, the transition will be complete and the use of the “Citi” name in the name of the indexes will cease. A full list of the Citi index names and the new FTSE names can be found here. 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.
Read the following announcements detailing the latest updates to the fixed income indexes.
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Copyright © 2020 FTSE Fixed Income LLC
This report provides monthly index profile information, at a sector level.
This report provides monthly index returns, at a sector level. Returns are provided in local currency terms or in selected currencies (such as USD, EUR, JPY, GBP) hedged or unhedged.
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.e. cusip, ISIN, ticker, coupon, maturity, par amount, currency, industry code classification and credit quality).
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.
THE AMERICAS
28 Liberty Street
58th Floor
New York, New York 10005
Tel: (646) 989-2200
40 Fountain Plaza
6th Floor
Buffalo, NY 14202
United States
One Market Plaza
Floor 36
San Francisco, CA 94105
United States
EUROPE, MIDDLE EAST, AFRICA
10 Paternoster Square
London EC4M 7LS
United Kingdom
+44 20 7334 8962
ASIA PACIFIC
Suites 3506-3508
35th Floor
Two Exchange Square
8 Connaught Place
Central
Hong Kong
+852 2164 3288
30F, Akasaka BizTower
5-3-1 Akasaka
Minato-ku
Tokyo
107-6330
+81 3 6441 1440
26F NanShan Plaza,
100 Songren Rd., Xinyi Dist.,
Taipei 110, Taiwan
+886 2 8979 4966
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THE AMERICAS
Yield Book
111 Wall Street
14th Floor
New York, New York 10005
Tel: (212) 816-7120
FTSE Russell
40 Fountain Plaza
6th Floor
Buffalo, NY 14202
United States
FTSE Russell
One Market Plaza
Floor 36
San Francisco, CA 94105
United States
EUROPE, MIDDLE EAST, AFRICA
FTSE Russell
10 Paternoster Square
London EC4M 7LS
United Kingdom
+44 20 7334 8962
ASIA PACIFIC
FTSE Russell Hong Kong
Suites 3506-3508
35th Floor
Two Exchange Square
8 Connaught Place
Central
Hong Kong
+852 2164 3288
Yield Book
13th Floor, No 1,
Songzhi Road
Taipei 110, Taiwan
Tel: 886-2-8726-9778
*This link navigates to a non Yield Book website