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Citi Emerging Markets Fixed Income Indices

Leveraging Citi’s global footprint and expertise, Citi Fixed Income Indices offers a comprehensive array of emerging markets indices aimed at international managers who seek exposure to growing economies. Citi Fixed Income Indices’ US dollar-denominated emerging markets lineup is anchored by its Emerging Markets US Dollar Government Bond Index (EMUSDGBI), formerly known as the Global Emerging Markets Sovereign Bond Index (ESBI).  It includes US Dollar-denominated emerging markets sovereign debt issued in the global, Yankee, and Eurodollar markets, offering sovereign exposure with broad geographical diversification

Key Features and Coverage on RIMES

For this data source, RIMES hosts 6 indices and approximately 850 bonds.

Index coverage includes: Emerging Markets US Dollar Government Bond Index (EMUSDGBI) and the Emerging Markets US Dollar Government Extended Bond Index (EMUSDGBI Extended).

Some of the data items available include:

  • Index Items – Average Blended Spread, Average Coupon, Average Effective Duration, Average Notional Outstanding, Average Rating, Average Spread Duration, Average Stripped Spread, Average Yield, Market Capitalization, Number of Constituents, Total Return, etc.
  • Bond Items – Accrued Interest, Actual Coupon Rate, Beginning of Month Market Value, Clean Price, Country Code, Country Description, Coupon, Coupon Frequency, Currency Code, Effective Duration, Income/Price Return, Industry Code, Investable Weight, ISIN Code, Issuer Description, Long Description, Market Value, Market Weight, Maturity Bands, Maturity Date, Next Call Date, Notional Outstanding, Option Adjusted Spread, Parent Ticker, Rating, Registration, Reinvestment Return, Sector Code, Sedol Code, Spread Duration, Stripped Yield to Maturity, Ticker, Total Return (RIMES calculated, adjusted investible weight, market value), Weight in Index, Yield to Maturity / Years to Maturity, etc.

 For more information on Citi Fixed Income Indices’ emerging markets classifications, please refer to their Index Guide

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