Question: What is the CF and DCF for the first 4 periods? What is the YIELD of each note? Treasury Note Settlement Date Maturity Coupon Bid-Ask

What is the CF and DCF for the first 4 periods?

What is the YIELD of each note?

 

Treasury NoteSettlement DateMaturityCouponBid-Ask Average Price (CLEAN Quotes)
14/12/20225/15/20306.25%125.229
24/12/20222/15/20311.125%87.169
Coupon Datet (years)Annual Spot RateCFDCF
5/15/20220.091.020%  
11/15/20220.5951.409%  
5/15/20231.091.731%  
11/15/20231.5952.001%  

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To calculate the CF Cash Flows and DCF Discounted Cash Flows for the first 4 periods we need to use the given coupon rate maturity date and bidask ave... View full answer

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