Increases to both the LIBOR and constant maturity
Treasury rates have resulted in the average rate on a post-reset ARM rising by more than .5 percent over the past 12 months and nearly .75 percent over the past two years, pushing the average post-reset ARM interest rate to more than 4.5 percent.
As with figure 1, the data are quarterly averages of daily constant maturity
The top panel shows the implied capitalization rates, calculated as each state's rent-to-value ratio, which are fairly consistent with the 10-year constant maturity
Panigirtzoglou and Proudman  developed a method for obtaining a constant maturity
series based on an interpolation of the implicit volatilities.
Series for 30-year constant maturity
was discontinued on February 18, 2002 and reintroduced on February 6, 2006.
In other words, the ideal hedge is an investment that credits at a 10-year yield but doesn't have the duration-or price sensitivity-of a 10-year bond." Westerheide says a constant maturity
swap is an example of an investment with those qualities.
Long rates rose while the short end stayed (nearly) constant, with the three-month (constant maturity
) Treasury bill rate staying at the very low 0.02 percent (for the week ending October 24), just down from August's 0.03 percent.
(2008) use the difference between the GS10, the 10-year Treasury Constant Maturity
Rate, and the GS1, the 1-year Treasury Constant Maturity
18 March 2013 - The UBS Bloomberg Constant Maturity
Commodity Total Return Index returned -4.02% in February, following an increase of 2.62% in January, according to data released by US money manager Van Eck Global and New York-based financial media firm Bloomberg.
Our estimates of the most probable pre-tax real returns for a constant maturity
ten-year Treasury note over the next ten years range from ten to 100 basis points, depending on how quickly real yields return to long-term equilibrium levels of 230 basis points.
"The DJ-AIGCI is one of the most utilised indexes and is a strategic fit with our existing commodity index, the UBS Bloomberg Constant Maturity