Yield book 111 wall street 14th floor new york, new york 5 tel. Portfolio composition asset types 123119 top 20 holdings 123119 roper technologies inc 2. Then, on august 31, 2017 london stock exchange group lseg completed the acquisition of the yield book and citi fixed income indices businesses from citi. Detailed index view for citis global debt market indices, widely used by the investment community as the benchmark of choice. Front end loaddeferred loadmaximum redemption feemin. Brighthouse funds trust i as of december 31, 2019 loomis.
The world government bond index currencyhedged in cad measures the performance of fixedrate, local currency, investmentgrade sovereign bonds. Hsbc global funds icav global government bond index fund. About the yield book and citi fixed income indices. Citi announced that the south african government bond index has become eligible for inclusion in its world government bond index wgbi. Its april 2012 profile has satisfied all three wgbi requirements size, credit, and lack of barrierstoentry. Construction and performance of a pdweighted bond index. Fixedrate noncallable bonds unless otherwise stated in figure 3. Citi announces sale of its fixed income analytics and. The wgbi is a widely used benchmark that currently includes sovereign debt from over 20 countries, denominated in a variety of currencies, and has more than 30 years of. With the move, the nation has become the first african government bond market to be incorporated within the banks wgbi. Geographical and quality composition market weight %. Get the latest financial news from citi, the worldwide leader in consumer and corporate banking. London stock exchange group lseg has reached an agreement with citigroup inc. Russel indices can be found on ftse russel index website yieldbook.
Barclays inflationlinked euro government bond index. The index composition is based on the global sovereign markets and constituents of the citi world. Citi to acquire the yield book and citi fixed income indices, a fixed income analytics platform and index business comprising a family of fixed income. Compare their price, performance, expenses, and more.
Mpf wgbi unhedged mpf wgbi 35% hedged mpf wgbi 100% hedged mpf world government bond index the mpf world government bond index mpf wgbi is designed to comply with the regulatory requirements governing investments in debt securities by. As of december 31, 2019 loomis sayles global allocation. The citi world government bond index developed markets wgbidm measures the performance of fixedrate, local currency, investmentgrade sovereign bonds issued in developed markets. Citi world government bond index developed markets june 29, 2017 03 figure 1 design criteria and calculation assumptions for the citi world government bond index, continued composition sovereign debt denominated in the domestic currency. Citi fixed income indices have been producing fixed income indices for more than 30 years. Etf providers, and investment banks have chosen ftse russell indexes to benchmark their investment performance and create. Heres why citigroup is the cheapest big bank stock right now citigroup s refusal to provide more color about its energy portfolio has left investors to assume the worst. For eurozone markets, fixedrate bonds originally issued in their euro. Salomon smith barney world government bond index wikipedia. A leading global provider of benchmarks, analytics, and data solutions with multiasset capabilities ftse russells expertise and products are used extensively by institutional and retail investors globally. Wilshire compass risk statistics 123119 fund peer bmrk. The wgbi is described in detail in the citigroup global fixedincome index catalog citigroup index, 2011.
For the composition of citigroup s slr, see appendix d. South africa adds bond index to citi world government. Third quarter 2019 results and key metrics citigroup. See all etfs tracking the citigroup world government bond index, including the cheapest and the most popular among them. The south african government bond index has been included in the citi world government bond index wgbi. Choose from a comprehensive range of global debt market indexes, widely used by the investment community. The yield book s highly respected analytics platform is operating in its third decade and serves approximately 350 institutions globally including investment management firms, banks, central banks, insurance companies, pension funds, brokerdealers, hedge funds and investment management firms. The wgbiextended includes any market that meets the size and credit criteria of the citi world government bond index wgbi and. Performance charts for ssga fixed income funds plc ssga world government bond index fund ssgwgbi including intraday, historical and comparison charts, technical analysis and trend lines.
The streamlining of citi continues with sale of yield book. Mpf world government bond index the mpf world government bond index mpf wgbi is designed to comply with the regulatory requirements governing investments in debt securities by hong kong mandatory provident fund schemes. Track the movement of the 11 sector spdrs as well as the 500 component stocks. Citigroup s world government bond index comprises investmentgrade sovereign debt from 23 countries, denominated in 14 currencies.
Fund indices, performance, msci, ftse, citigroup, lehman. The world government bond index is among the most closely followed globally. Citi world government bond index extended yield book. Ftse world government bond index wgbi a broad index providing exposure to the global sovereign fixed income market, the index measures the performance of fixedrate, local currency, investmentgrade sovereign bonds. The index is based on the citi world government bond index wgbi1 and incorporates additional criteria2 as stipulated by the mandatory provident fund schemes general regulation and guidelines on debt securities outlined below. The index is based on the citi world government bond index wgbi1 which measures. Lseg to acquire the yield book and citi fixed income indices. Benchmark for this fund is blend 60% msci world 40% citi wgbi. Together with its subsidiaries it forms deka group, which has total customer assets of around eur 306 billion as at 30092019 and around 4. Debt capacity world government bond index dcwgbi 03 11 additional details of the indexs design criteria and calculation methodology are available in the introduction paper.
Factsheet may 31, 2019 ftse world government bond index. The citi world government bond index extended wgbiextended measures the performance of fixedrate, local currency, investmentgrade sovereign bonds. Citi considers south africa for world government bond index. Citigroup reports fourth quarter 2017 financial results. The ftse world government bond index wgbi is a market capitalization. The wgbi is a widely used benchmark that currently comprises sovereign debt from over 20 countries, denominated in a variety of currencies, and has more than 30 years of history available. It comprises sovereign debt from over 20 countries, denominated in a variety of currencies.
Marketimplied default probabilities and credit indexes. Access 30 years of index time series data, and leverage our 30 years of benchmarking expertise. An extensive list of all global indices with average trailing returns ytd, 1 year, 3 years, 5 years indices from msci, ftse, citigroup and more. Ssga fixed income funds plc ssga world government bond. The wgbi is a widely used benchmark that currently includes sovereign debt from over 20 countries, denominated in a variety of. Citi world government bond index wgbi ftse uk gilts index series. The world government bond index wgbi measures the performance of fixedrate, local currency, investmentgrade sovereign bonds. Citi considers certain of these indices to fall within the definition of a benchmark as defined under the european union regulation on indices used as benchmarks in financial instruments and financial contracts the benchmark regulation1 including those referred to in this benchmark statement. Confident notebook journal composition blank lined diary notepad 120 pages paperback pink. A broad index providing exposure to the global sovereign fixed income market, the index measures the. These indices, designed to appeal to a wide range of market participants, are widely followed and broadly published. It comprises sovereign debt from over 20 countries, denominated in a variety of currencies, all of which are hedged into canadian dollars.
Citigroup s world government bond index comprises investmentgrade sovereign debt from 23 countries, as shown in figure 1, denominated in 14 currencies. Composition of the world government bond index wgbi. South africa joins the citi world government bond index. Citi world government bond index extended june 29, 2017 03 figure 1 citi world government bond index design criteria and calculation assumptions, continued composition sovereign debt denominated in the domestic currency.
Wilshire compass about risk prices of equity securities change in response to many factors, including past and prospective earnings of the issuer, the value of its assets, general economic conditions, investor perceptions, and market liquidity. Citi will remain a significant customer of the yield book and a long term partner. For the components of the calculation, see appendix a. The transaction includes citi s fixed income analytics platform, the yield book, and citi fixed income indices which include the world government bond index wgbi. The citigroup chinese and sri lankan government bond indexes, agbiextended, apgbi and other indexes, including the citigroup world government bond index wgbi, can be found on the citigroup fixedincome index website and can also be accessed from within the yield book, citi s fixedincome analytical software. The name has been changed from the salomon smith barney world government bond index, to the citigroup world government bond index and now the ftse world government bond index. The transaction includes citigroup s fixedincome analytics platform, the yield book, and indexes including the world government bond index, the new yorkbased bank said tuesday. According to citi s global head of investor services okan pekin, the yield book and citi fixed income indices, which includes the world government bond index. South africa had met with all of its criteria for the third month running, and was thus allowed to its wgbi champions league of countries. Citigroup indexes are also available in the yield book, our fixedincome analytical. For eurozone markets, fixedrate bonds originally issued in. Dekabank is the wertpapierhaus securities services provider of the german savings banks finance group. Second quarter 2018 results and key metrics citigroup. The wgbi provides a broad benchmark for the global sovereign fixed income market.
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