Deck 8 – FRNs & Money Mkt

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Question

How does a money market discount rate differ from an add-on rate in its price base?

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Answer

Discount rate uses face value; add-on rate uses purchase price.

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Question

How is bond equivalent yield defined for money market instruments in this text?

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Answer

Add-on rate stated on a 365-day basis.

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Question

Why must investors be careful when comparing money market yields across instruments?

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Answer

Different conventions can quote different yields for the same cash flows.

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Question

Why is the add-on rate a better measure of actual return than the discount rate?

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Answer

It is based on purchase price, the investor's actual cash outlay.

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