Figure 1: Historical Monthly Excess Return of the Bloomberg U.S. Corporate Investment Grade Index

Key Bond Risk Metrics

Bloomberg Indices and Bond Risk Metrics

Figure 2: Contract Details

Figure 3: Bloomberg U.S. Corporate Investment Grade Index Value and OAD

Figure 4: Bloomberg U.S. Corporate Investment Grade Duration Hedged Index Value and Bloomberg U.S. Corporate Investment Grade Index Value OAS

Using Bloomberg Credit Futures to Manage Credit Portfolio Risks