Constant maturity

Constant Maturity Treasury investment & finance definition
A rate used by the U.S. Treasury Department that represents a daily determination of what the yield on a U.S. Treasury bill, note, or bond would be if it were issued on that day.

Definition
Constant Maturity Swap
Constant Maturity Swaps are used in the financial markets to have a reference yield curve.
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Constant Maturity Treasury Series (CMT)
The average yield of a range of U.S. Treasuries with various fixed maturities.

Constant Maturity
Constant Maturity - The constant maturity takes place when there is a quoted return, or yield, on a financial instrument, ...

CMT (Constant Maturity Treasury) - An index published by the Federal Reserve Board calculated from the average yield of a range of Treasury securities adjusted to constant maturities of various time periods (for example, six months, one year, ...

The UBS Bloomberg Constant Maturity Commodity Index (CMCI) addresses the issues of contango and backwardation by introducing the concept of constant maturity, which provides diversification across futures contract maturity dates.

Treasury constant maturity yield and the Eleventh District Cost of Funds Index.

In addition, the index is based on the Treasury yield curve, also known as Constant Maturity Treasury (CMT) rates which formulate the various yields on securities to their time of maturity.

CMT Yield Constant Maturity Treasury Yield. Every day the Federal Reserve Board publishes the yield for a hypothetical Treasury having each standard maturity, such as two years, even though such an instrument doesn't exist.

See also: Maturity, Market, Interest, Yield, Securities