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Someone posted a message inquiring as to why he received a warning from TS4
that TYX had changed from 1/100 to 1/1000. As I recall, he stated that his
datafeed was BMI. The blurb below was taken from the CBOE web site. It's
pretty clear =except= why TYX has now become a single digit and 1/1000ths
while FVX and TNX are being transmitted as two-digits and 1/100ths. Very
strange................
"Interest Rate Options
Underlying:
.....FVX, TNX and TYX are based on 10 times the yield-to-maturity on the
most recently auctioned 5-year Treasury note, 10-year Treasury note and
30-year Treasury bond, respectively....."
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