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What is the price of UST 3 10yr UST?See Market Data: 10yr UST yield is 2.97%... Appendix: Market Data UST Yield Curve 3.000% 2.800% Credit
What is the price of UST 3 10yr UST?See Market Data: 10yr UST yield is 2.97%...
Appendix: Market Data UST Yield Curve 3.000% 2.800% Credit Spreads In Bps, for Rating & Maturity 3yr 5yr 7yr 10yr 5 10 15 15 25 35 40 45 50 65 70 75 80 20 30 AAA AA A BBB 20 30yr 25 35 55 85 2.600% 2.400% 2.200% Credit Spreads are quoted in bps Remember: a bps is 1/100th of 1% For example, 25 bps = 0.25% 3 4 9 10 2.000% 1 2 5 6 7 8 30 YTM 2.250 2.410 2.550 2.670 2.770 2850 2.910 2.950 2.970 2.970 2.970 Maturity (Years)Step by Step Solution
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