Interest Rate Options - Cboe
the most recently auctioned 5-year Treasury note. The notes are usually auctioned every month. • Options on the 10-year rate (ticker symbol TNX) are based on the yield-to-maturity of the most recently auctioned 10-year Trea- sury note. The notes are usually auctioned. 5 every three months following the refunding cycle: February, May, August and November. • Options on the 30-year rate ... ................
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