Lehman Brothers government/corporate bond index

Definition

Index made up of debt instruments issued by either the government or investment grade corporations with a period of maturity not less than a year. The components of the index are market weighted and measure their combined returns, including capital appreciation and coupon returns. The index business of Lehman Brothers, since it declared bankruptcy, is being managed by Barclays Capital at the time of this writing.
Browse Definitions by Letter: # A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Lehman Brothers Asset-Backed Securities Index Lehman Investment Opportunity Note (LION)