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Premium Treasury-curve synthesis spanning 2Y, 10Y and 30Y levels, rate momentum, 2s10s and 3m10y slopes and curve-shape change.
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Premium Treasury-curve synthesis spanning 2Y, 10Y and 30Y levels, rate momentum, 2s10s and 3m10y slopes and curve-shape change. Purpose: Summarise US rates and curve pressure for another agent without requiring it to compose several individual rate sensors. 6-hour freshness target; missing evidence is reported explicitly rather than invented.Overview
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