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Constant Maturity Treasury

См. также в других словарях:

  • constant maturity Treasury — ( CMT) An average of the yields from various Treasury securities that all have the same remaining time until maturity. For example, the one year CMT is the average yield of various Treasury securities maturing in one year. CMT indexes are… …   Financial and business terms

  • Constant maturity — refers to have a fixed (constant) maturity. It may refer to: Constant maturity credit default swap Constant maturity swap Constant maturity treasury This disambiguation page lists articles associated with the same title. If an …   Wikipedia

  • One-Year Constant Maturity Treasury - 1-Year CMT — The interpolated one year yield of the most recently auctioned four , 13 and 26 week U.S. Treasury bills, plus the most recently auctioned 2 , 3 , 5 and 10 year U.S. Treasury notes as well as the most recently auctioned U.S. Treasury 30 year bond …   Investment dictionary

  • Constant Maturity — Used by the Federal Reserve Board to quote the yields on various treasury securities, adjusted to an equivalent maturity. By providing the constant maturity yields, the Fed allows investors to compare against securities with the same maturity… …   Investment dictionary

  • Treasury security — Treasury securities are government bonds issued by the United States Department of the Treasury through the Bureau of the Public Debt. They are the debt financing instruments of the U.S. Federal government, and they are often referred to simply… …   Wikipedia

  • Monthly Treasury Average Index - MTA Index — The 12 month moving average of the one year constant maturity treasury (CMT) used as an index for adjustable rate mortgages. The index is calculated by adding the 12 most recent monthly CMT values and dividing by 12. Since the MTA index is a… …   Investment dictionary

  • United States Treasury security — A United States Treasury security is government debt issued by the United States Department of the Treasury through the Bureau of the Public Debt. Treasury securities are the debt financing instruments of the United States federal government, and …   Wikipedia

  • CMT — constant maturity Treasury (CMT) An average of the yields from various Treasury securities that all have the same remaining time until maturity. For example, the one year CMT is the average yield of various Treasury securities maturing in one… …   Financial and business terms

  • Adjustable-rate mortgage — A variable rate mortgage, adjustable rate mortgage (ARM), or tracker mortgage is a mortgage loan with the interest rate on the note periodically adjusted based on an index which reflects the cost to the lender of borrowing on the credit… …   Wikipedia

  • Index Amortizing Note - IAN — A type of structured note or debt obligation where principal is repaid for a time interval that increases or decreases in accordance with an amortization schedule connected to a particular index, such as the LIBOR (London Interbank Offered Rate) …   Investment dictionary

  • Comité de Normalisation Obligataire — Taux de l’échéance constante Pour les articles homonymes, voir TEC. Le taux de l’échéance constante, souvent abrégé en TEC est un indice de taux variable. Un TECn est le taux de rendement actuariel d une valeur du Trésor fictive dont la maturité… …   Wikipédia en Français

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