carry and roll of an asset swap [closed]

Question

I came across many interesting questions regarding carry and roll of swaps, bond futures and bonds. Now I found that link about the carry / roll of an asset swap. Reading that article two questions popped up:

1. Now to the asset swap example. I have a bit of trouble of understanding the usage of the ASW data of the German Bund curve: "However, as the future asset swap (asw) is quoted with matched maturities, we only really need a run of the German spot asset swap curve" Why is that the case and why is it important that it is matched maturity and not par-par?
2. The following abstract is not at all clear to me: "The future’s matched-maturity asw represents the CTD asw out of the delivery date, so the 3-month carry is the spread between the CTD spot asw and the OEH8 asw. With our numbers." What is meant by future's matched maturity ASW and is it the same as the OEH8? How is the asset swap of the BOBL futures contract defined? Is OEH8 ASW and future's matched ASW the same?

Answer 1

"What is meant by future's matched maturity ASW...?"

My understanding is as follow: trade the future vs. a forward starting swap with the swap start date on the first delivery date of the futures contract and the swap end date on the day the CTD bond matures. The matched maturity swap spread is the difference between the rate on the forward starting swap and the forward CTD yield.