Sentences with phrase «weekly auction dates»

TBRd = the Treasury Bill Return on any S&P GSCI Business Day, d = [1 / (1-91/360 * TBARd - 1) 1/91 -1, where TBARd - 1 = the 91 - day discount rate for U.S. Treasury Bills, as reported by the U.S. Department of the Treasury's Treasury Direct on the most recent of the weekly auction dates prior to such S&P GSCI Business Day, d.