CME plans debt index derivatives

The Chicago Mercantile Exchange will launch futures and options based on Lehman Brothers' index of US investment-grade debt later this year. The CME plans to offer futures on the index in the second half of this year, and is also planning to develop options on futures. The futures will be cash-settled on the last day of the quarter (March, June, September and December). The options will be call or put options based on the futures contract.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.


Want to know what’s included in our free registration? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here