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Old OTR Treasury Spread
I am looking for some information on the Old On-The-Run Treasury spread (e.g. spread between OOTR and OTR US Treasuries). E.g. historical levels, volatility, etc. Can somebody recommend an article on this topic?
Old OTR Treasury Spread
This case study is not exactly what you're looking for, but it's interesting: it looks at the behavior of the on-the-run vs off-the-run spread in 1998.