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1. Asset swap spreads Trade setting: 1/15/23 Treasury 6-1/8% of 12/31/24 Full price: 101 Swaps zero curve (rate shown is zero coupon rate to date

1. Asset swap spreads Trade setting: 1/15/23 Treasury 6-1/8% of 12/31/24 Full price: 101 Swaps zero curve (rate shown is zero coupon rate to date shown) DATE. Zero Rate 6/30/23 6 ...

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