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About CME Lehman Brothers U.S. Aggregate Index Futures
The Lehman Brothers U.S. Aggregate Index was launched in 1986 and covers the U.S. dollar-denominated, investment-grade, fixed-rate, taxable bond market of SEC-registered securities. The index is exceptionally broad-based as it incorporates more than 9,000 issues and has a market value of over $9.4 trillion securities (as of August 1, 2007). Index components include debt instruments representing U.S. Treasury, government-related, corporate, mortgage-backed securities, asset-backed securities and commercial mortgage-backed securities. Click here for more information on the Lehman Brothers U.S. Aggregate Index. Click here to view "Analyzing the Prospects of CME Lehman Brothers U.S. Aggregate Index Futures Contract" by Brijesh Gulati and Bruce Phelps excerpted from Lehman Brothers' US Futures Quarterly. Lehman Brothers, an innovator in global finance, serves the financial needs of corporations, governments and municipalities, institutional clients, and high net worth individuals worldwide. Founded in 1850, Lehman Brothers maintains leadership positions in equity and fixed income sales, trading and research, investment banking, private investment management, asset management and private equity. The Firm is headquartered in New York, with regional headquarters in London and Tokyo, and operates in a network of offices around the world. For further information about Lehman Brothers’ services, products and recruitment opportunities, visit the Firm’s Web site at www.lehman.com. For more information, please contact: - John Nyhoff, Director, Research & Product Development at
312-930-2310 - Larry Grannan, Associate Director, Interest Rate Products at
312-454-8312 - John Labuszewski, Managing Director, Research & Product Development at 312-466-7469
CME Lehman Brothers U.S. Aggregate Index futures are based in part on the Lehman Brothers U.S. Aggregate Index, which is published by Lehman Brothers Inc. (“Lehman Brothers”). CME Lehman Brothers U.S. Aggregate Index futures based on the Lehman Brothers U.S. Aggregate Index, are not sponsored, endorsed, sold, promoted or participated in by Lehman Brothers, and Lehman Brothers makes no representation regarding the advisability of investing in such product(s) or about the quality, accuracy and/or completeness of the CME Lehman Brothers U.S. Aggregate Index futures contract or the Lehman Brothers U.S. Aggregate Index. IN NO EVENT SHALL LEHMAN BROTHERS OR ANY OF ITS LICENSORS HAVE ANY LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT OR CONSEQUENTIAL DAMAGES (INCLUDING LOST PROFITS), EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES. Lehman Brothers U.S. Aggregate Index and Lehman Brothers Aggregate Index are service marks of Lehman Brothers Holdings Inc. |
