Lehman launches loan index

February 16—Lehman Brothers has launched a new index for the loan market, the US High Yield Loan Index, created to measure the performance of the growing high-yield floating-rate leveraged loan market. The new index will include a broad market benchmark for the asset class, as well as sub-indices based on quality, liquidity and sector.

Nicholas Gendron, global head of fixed-income indices at the bank, says: “The US High Yield Loan Index is a logical and timely expansion to our global family

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