Citi Fixed Income Indices and Research Affiliates have come together to develop a new series of investable bond indices based on the Research Affiliates Fundamental Index methodology.
Citi brings its expertise and experience in fixed-income index related products and services to provide stable and replicable indices. Research Affiliates brings its research strength, product development capabilities and pioneering proprietary methodology on securities selection and weighting based on fundamental measures.
Known as the Citi RAFI Bond Index Series, the series will include sovereign and corporate bond indices and use fundamental measures to weight the index components.
Mary Ann Tasoulas writes for Money Management Executive.