Volume on Friday reached a record 18,239 contracts on options on the yield-to-maturity of 30-year Treasury bonds (ticket symbol TYX), and open interest stood at 30,437 contracts.
CBOE also lists options based on the spot yield of the 13-week Treasury bill (IRX) and yield-to-maturity of 5- and 10-year Treasury notes (FVX and TNX, respectively).
The offering of investment-grade senior unsecured notes includes $500 million in five-year notes having a yield-to-maturity
Volume yesterday reached a record 9,364 contracts on options on the yield-to-maturity
of 30-year Treasury bonds (ticker symbol TYX), and open interest stood at 18,070 contracts.
Gain an insight into basic financial measures such as current yield, yield-to-maturity
, and total return analysis
5) will list options on interest rates based on the yield-to-maturity
of the most recent issues of 5- and 10-year Treasury notes and 30-year Treasury bonds.
25% coupon and were priced at a discount with a yield-to-maturity
The issue price represents a yield-to-maturity
The re-opening price corresponds to a yield-to-maturity
The terms of this purchase are identical to the original issue with the issue price representing a yield-to-maturity
and a conversion price of EUR 60.
The purchase price to be paid for each validly tendered debenture in this offer will be based on the April 1, 2000 redemption price discounted at the yield-to-maturity
on the 6 3/4% U.