London Stock Exchange Group completes
the acquisition of The Yield Book and
Citi Fixed Income Indices

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The Yield Book

Premier Fixed Income Analytics System.

Use our sophisticated models for trade and portfolio applications. Term Structure Models, Mortgage and Asset-Backed Prepayment Models, and Default and Loss Severity Models serve as the backbone for analyzing... Learn More

Time-Weighted US Fallen Angel Bond Index

Extending Citi's family of alternatively-weighted fixed income indices. The index measures the performance of "fallen angels" (high-yield debt that was previously rated investment-grade), issued by corporations domiciled in the US or Canada. Unlike traditional market value-weighted indices, the index determines constituents' weights based on their time from inclusion in the index. Learn More

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Yield Book Structuring Tool

Structure Agency CMO deals.

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Municipal Bond Data

Access to an extensive municipal securities database that contains over 3.6 million securities.

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EM Corporate Capped Extended Broad Bond Index

Measures the performance of US dollar denominated debt issued by corporations.

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