CME Lehman Brothers U.S. Aggregate Index
Online Interactive Reference Guide


Thank you for your interest in the CME Lehman Brothers U.S. Aggregate Index futures contract. This interactive guide will cover the following topics:

  • Explain Index Composition
  • Describe Aggregate Index Valuation
  • Overview of Contract Features
  • Overview of Contract Specifications
  • Explain Index Methodology
  • Key Correlations to Alternate Investments
  • Fair Value of Futures
  • Portfolio Management Ideas
 
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