Exercise 4 - Bond MarketAnswers

Exercise 4 - Bond MarketAnswers - U.S. Treasury Quotes:...

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Unformatted text preview: U.S. Treasury Quotes: TREASURY NOTES & BONDS Tuesday, September 08, 2009 Treasury note and bond data are representative over-the-counter quotations as of 3pm Eastern time. For notes and bonds callable prior to maturity, yields are computed to the earliest call date for issues quoted above par and to the maturity date for issues below par. Maturity Coupon Bid Asked Chg Asked yield 2009 Sep 15 3.375 100:02 100:02 unch.-0.4507 2009 Sep 30 4.000 100:07 100:07 unch.-0.0169 2009 Oct 15 3.375 100:10 100:11 unch.-0.0393 2009 Oct 31 3.625 100:15 100:16-1 0.0308 2009 Nov 15 3.500 100:19 100:20 unch. 0.0660 2014 Feb 15 4.000 107:29 107:30-2 2.1124 2014 Feb 28 1.875 98:23 98:24-2 2.1696 2039 Feb 15 3.500 86:12 86:15-20 4.3162 2039 May 15 4.250 98:30 99:00-22 4.3107 2039 Aug 15 4.500 103:02 103:03-23 4.3148 Source: ICAP plc ; historical data prior to 6/9/11: Thomsom Reuters Thursday, September 08, 2011 Treasury note and bond data are representative over-the-counter quotations as of 3pm Eastern time. For notes and bonds callable Treasury note and bond data are representative over-the-counter quotations as of 3pm Eastern time....
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This note was uploaded on 02/13/2012 for the course ECON 423 taught by Professor Vd during the Spring '08 term at UNC.

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