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 Note | Settlement Date | Maturity | Coupon | Bid-Ask Average Price (CLEAN Quotes) |
| 1 | 4/12/2022 | 5/15/2030 | 6.25% | 125.229 |
| 2 | 4/12/2022 | 2/15/2031 | 1.125% | 87.169 |
| Coupon Date | t (years) | Annual Spot Rate | CF | DCF |
| 5/15/2022 | 0.09 | 1.020% | ||
| 11/15/2022 | 0.595 | 1.409% | ||
| 5/15/2023 | 1.09 | 1.731% | ||
| 11/15/2023 | 1.595 | 2.001% |
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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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