Thursday, November 29, 2007 Please register by Friday, 11/23/07 Attend In-person
Butcher’s Hall 87 Bartholomew Close London EC1
4:30 pm Registration 5:00 pm Presentation and Q&A Cocktail reception follows
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. |