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As of this asking (after close 10 Feb 2016):

Why does Yahoo list it as exactly 10x less? The same 10x pattern appears for TYX (G, Y, C). Presumably the CBOE and Google are "right" so what is the advantage of being contrary?

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The CBOE states, in an investor's guide to Interest Rate Options:

The Options’ Underlying Values Underlying values for the option contracts are 10 times the underlying Treasury yields (rates)— 13-week T-bill yield (for IRX), 5-year T-note yield (for FVX), 10-year T-note yield (for TNX) and 30-year T-bond yield (for TYX).

The Yahoo! rate listed is the actual Treasury yield; the Google Finance and CBOE rates reflect the 10 times value. I don't think there's a specific advantage to "being contrary", more likely it's a mistake, or just different.

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