Thursday, December 6, 2007 Please register by Friday, 11/30/07 Attend In-person
Hyatt Regency Hotel One Avenue de Lafayette Boston, MA 02111 On October 1, 2007, CME Group began trading futures on the Lehman Brothers U.S. Aggregate Index, the preeminent benchmark debt index for U.S. investment-grade fixed income securities. Join us for an informative event to learn about this exciting contract – the world's first exchange-traded contract based on a U.S. broad-based, fixed income index.
The program will include - Overview of the Lehman Brothers U.S. Aggregate Index
- CME Lehman Brothers U.S. Aggregate Index Futures Contract Specifications, Pricing and Key Benefits
- Duration Adjustments
- Spreading Strategies
- Portfolio Management Applications
If you have questions or problems, please contact CME Customer Service at 1-800-331-3332 or info@cme.com. |