{
 "product": "Basisline",
 "slug": "citi",
 "issuer": "CITIGROUP INC",
 "labeling": "model-implied, not traded",
 "disclaimer": "Model-implied spreads derived from public bond markets. Not traded CDS quotes. Not investment advice.",
 "as_of": "2026-10-06",
 "recovery_assumption": 0.4,
 "discount_source": "SR3 futures strip to 2.21y via Yahoo/CME",
 "gate_ok": true,
 "n_bonds_priced": 42,
 "n_prints_day": 1477,
 "negative_z_knots": [],
 "unreachable_low_knots": [],
 "unsolved_knots": [],
 "status": "published",
 "z_at_knots_bp": {
  "1.0": 70.6,
  "2.0": 73.2,
  "3.0": 86.1,
  "5.0": 112.0,
  "7.0": 135.7,
  "10.0": 179.4
 },
 "hazards_bp": {
  "1.0": 117.0,
  "2.0": 125.7,
  "3.0": 189.8,
  "5.0": 261.6,
  "7.0": 351.6,
  "10.0": 554.0
 },
 "par_cds_bp": {
  "1.0": 70.5,
  "2.0": 75.8,
  "3.0": 89.1,
  "5.0": 113.9,
  "7.0": 138.2,
  "10.0": 179.0
 },
 "par_cds_5y_prev_bp": 96.5,
 "delta_1d_bp": 17.4,
 "delta_basis_date": "2026-10-05",
 "delta_days": 1
}