{ "slug": "citi", "issuer": "CITIGROUP INC", "start": "2025-10-01", "end": "2026-10-05", "days": 253, "regimes": [ { "regime": "legacy_flat", "days": 249, "start": "2025-10-01", "end": "2026-09-29" }, { "regime": "strip", "days": 4, "start": "2026-09-30", "end": "2026-10-05" } ], "regime_note": "legacy_flat discounting (flat SOFR at each date) through 2026-09-29; futures-strip curve from 2026-09-30 (4 of 253 days). These are different discount curves - do not compare levels across the break", "series": [ { "date": "2025-10-01", "n_bonds_priced": 50, "n_prints_day": 50, "sofr_pct": 4.2, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -27.3, "2.0": -23.5, "3.0": 6.4, "5.0": 12.5, "7.0": 29.3, "10.0": 75.6 }, "par_cds_bp": { "1.0": null, "2.0": 1.9, "3.0": 7.3, "5.0": 14.9, "7.0": 33.8, "10.0": 76.9 }, "par_cds_5y_bp": 14.9, "negative_z_knots": [ "1.0", "2.0" ], "unreachable_low_knots": [], "below_model_resolution": [ "1.0" ] }, { "date": "2025-10-02", "n_bonds_priced": 53, "n_prints_day": 53, "sofr_pct": 4.2, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -26.9, "2.0": -22.7, "3.0": 6.4, "5.0": 11.2, "7.0": 26.9, "10.0": 73.5 }, "par_cds_bp": { "1.0": null, "2.0": 1.9, "3.0": 7.1, "5.0": 13.4, "7.0": 31.4, "10.0": 74.7 }, "par_cds_5y_bp": 13.4, "negative_z_knots": [ "1.0", "2.0" ], 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