Asset swap spread

Can someone please confirm if this is true?

I own a bond that pays 5% coupon.
I enter a payer swap of 5%, and in return I get MRR + a spread.

Is the “a spread” called the Asset Swap Spread?

Also based on the CFA curriculum formula (Coupon - Fixed swap rate), my ASW will be equal to 0 here?


Can anyone help with this please?