Sentences with phrase «constant average maturity»
Not exact matches
Premium calculations and SACEVS portfolio allocations derive from quarterly average yields for 3 - month Constant Maturity U.S. Treasury bills (T - bills), 10 - year Constant Maturity U.S. Treasury notes (T - notes) and Moody's Seasoned Baa Corporate Bonds (Baa).
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1 -, 3 -, 5 - Year CMT — Average yields on U.S. Treasury securities adjusted to a constant maturity of 1, 3, or 5 year (s) correspondingly.
Where can I find daily Constant Maturity Treasury rates to calculate each weekly average?
Each Constant Maturity Treasury Index is based on the corresponding Treasury Yield Curve Rate * and is usually computed by averaging either the past week's or the past month's daily rates of the underlying Constant Maturity Treasury.
The current rate is calculated by averaging the past month's daily rates of the 1 - Year Constant Maturity Treasury.
The interest rates on Federal education loans change on July 1, and are based on the 91 - day rate from the last Treasury auction in May and the average one - year constant maturity Treasury yield (CMT) for the last calendar week ending on or before June 26th.
The rate will be based on the three - month average of the Constant Maturities Treasury rate plus a margin of 9 - 11 % based on creditworthiness.
-- CODI — Certificate of Deposit Index — COFI — 11th District Cost of Funds Index — COSI — Cost of Savings Index — LIBOR — London Interbank Offered Rate — CMT — Constant Maturity Treasury — MTA — Monthly Treasury Average
Maximum legal interest rate on loans is 2 % above the monthly average 10 - year constant maturity interest rate of US government bonds.
3ARM Information: ARM Index - Weekly average yield on United States Treasury securities adjusted to a constant maturity of one year, as made available by the Federal Reserve Board.
The interest rate will be adjusted & calculated on the origin of the average yield on U.S. Treasury securities adjusted to a constant maturity of one year, plus an additional fixed margin.