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Re: $TYX = /USMx?

To: omega-list@xxxxxxxxxx
Subject: Re: $TYX = /USMx?
From: "James F. Mazzulla" <tagteam@xxxxxxxxxxxxx>
Date: Thu, 9 Dec 1999 12:36:47 -0800
In-reply-to: <4.2.2.19991209094828.02fad618@xxxxxxxxxxxxxxxx>

PureBytes Links

Trading Reference Links

BR wrote:
>.....Isn't TYX related to a cash bond and not the Dec or March?

>From the CBOE:

"Options on the TYX, 30-year rate, are based on 10 times the
yield-to-maturity on the most recently auctioned 30-year
treasury bond."

References:
- $TYX = /USMx?
  - From: Ullrich Fischer

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