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#1. Here are all the bonds in a market. Today is 1/30/1970. a) Which bond(s) is an on-the-run bond(s) in this market? Which bond(s) is
#1. Here are all the bonds in a market. Today is 1/30/1970. a) Which bond(s) is an on-the-run bond(s) in this market? Which bond(s) is an off-the-run bond(s)? Write down the codes (CUSIP). b) Look at the bond "912810A." What is the accrued interest of the bond today? What is the dirty price? (The last coupon date is 8/15/1969. The number of days during the period from 8/16/1969 to 1/30/1970 is 168 . The number of days during the period from 8/16/1969 to 2/15/1970 is 184 .)
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