Fin3005 Essay

539 Words3 Pages
1. What are the three characteristics common to money market securities? a. Money market instruments are generally sold in large denominations. Most money market participants want or need to borrow large amounts of cash, so that transactions costs are low relative to the interest paid. b. Money market instruments have low default risk. The risk of late or nonpayment of principal and/or interest is generally small. c. Money market securities must have an original maturity of one year or less. Given that price movements resulting from interest rate changes are smaller for short-term securities, the short-term maturity of money market instruments helps lower the risk that interest rate changes will significantly affect the security’s market value and price. 2. What is the difference between a discount yield and a bond equivalent yield? Which yield is used for Treasury bill quotes? a. The bond equivalent yield is the rate used to calculate the present value of and investment, and a discount yield is the return on securities results from the purchase of the security at a discount from its face value and the receipt of face value at maturity. b. They use bond equivalent yields. 3. Why can discount yields not generally be compared to yields on other (nondiscount) securities? a. The discount yield uses the terminal price, or the security’s face value, as the base price in calculating an annualized interest rate. The bond equivalent yields are based on the purchase price of a security. Because adjusting for both the base price and days in the year difference, requires converting a discount yield into a bond equivalent yield. 4. What’s is the difference between a single-payment yield and a bond equivalent yield? a. Single payment yield only pay out 360-day year and a bond equivalent yield may not pay out yearly. 5. Describe the T-bill auction process. a. Treasury
Open Document