Liquid Yield Option Note - LYON

Categories: Bonds

If you've got a checklist of the kinds of features a debt security can have, LYONs tick a lot of boxes. Convertible? Check. Putable? Check. Callable? Check. Fun at parties? Probably not, but that's pretty standard for debt securities.

Their convertible nature means that LYONs can be changed into common stock under certain circumstances. The putable part means that the holder can force the company issuing the bonds to buy them back at a predetermined price under certain circumstances. The callable feature works in a similar way, only it's the issuer who can decide to buy them back under predetermined conditions (or "call" them, to use the lingo).

There is a trade-off, though, for all these features. These bonds have zero coupon. That means they don't offer regular income payments.

In compensation, LYONs are often sold at a price well under their face value. The investor doesn't get anything along the way, but if they wait until maturity, or the bond gets redeemed, then the investor can book a profit.

The liquid yield option notes were originally developed by Merrill Lynch, though they can be issued by any company that wants to sell them.

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