Showing posts with label Interest Rate Options. Show all posts
Showing posts with label Interest Rate Options. Show all posts

Wednesday, November 26, 2008

Interest Rate Options

The following are CBOE listed interest rate option contracts:

13-Week Treasury Bill - IRX
5-Year Treasury Note - FVX
10-Year Treasury Note - TNX
30-Year Treasury Bond - TYX

The interest rate options have a multiplier of $100 and are traded in 25 basis point intervals. Interest rate options have European style exercise. All interest rate options are traded at the CBOE.