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The Yield Book and Citi Fixed Income Indices Head Office

388 Greenwich Street
New York




Kalpash Solanki
[email protected]

Citi - The Yield Book - Fixed Income Analytics - Toolkit

The Yield Book fixed income analytics products offer portfolio and security level analysis. Clients can track and optimise portfolios against leading Citi Fixed Income Indexes or other benchmarks. Portfolio and risk reporting includes scenario analysis, return attribution, tracking error, and VaR.

Citi - The Yield Book - Fixed Income Analytics - Add-In

The Yield Book provides fixed income analytics using our premier proprietary models. Access the rich functionality using simple function calls from Microsoft Excel. Secuirty analysis, portfolio return and optimisation, attribution, scenario analysis, VaR, tracking error and Citi index retrieval.

Citi - The Yield Book - Fixed Income Analytics - Calculator

The Calculator is a web based app that allows security analysis based on our extensive database. Review indicative data, calculate risk measures (duration, convexity, spreads) using our premier proprietary analytics and perform scenario analysis based on your view of interest rate moves and horizon.

Citi - The Yield Book - Fixed Income Analytics - XML API

The Yield Book fixed income analytics can be accessed via the XML API. The API allows you to integrate with in-house or vendor risk management systems. Access core features via the API including security indicative, returns, optimisation, attribution, scenario analysis, VaR and tracking error.

Transaction Services

Citi Transaction Services provides cash management, trade and securities services to companies, governments and other institutions in the U.S. and more than 140 countries.