Constant Maturity

Constant Maturity

Describing all bonds with a maturity on a certain date. This is used to help compare the yields on Treasury, corporate, and other bonds. Mortgage banks also use constant maturity yields to help them determine interest rates on mortgages. Most often, the Federal Reserve provides constant maturity quotes to investors.
References in periodicals archive ?
Global Markets Exchange Group Limited (GMEX Exchange) has announced approval from the Commodity Futures Trading Commission (CFTC) to offer its Interest Rate Swap Constant Maturity Futures (IRS CMF) to U.
12 October 2012 -- The UBS Bloomberg Constant Maturity Commodity Total Return Index returned 1.
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 Commodity Index.
Series for 30-year constant maturity was discontinued on February 18, 2002, and reintroduced on February 9, 2006.
In a separate report, the Federal Reserve said Monday that the average yield for one-year constant maturity Treasury bills, a popular index for making changes in adjustable rate mortgages, rose to 2.
5% over the then applicable 5 year Treasury Constant Maturity.
NEW YORK -- The UBS Bloomberg Constant Maturity Commodity Total Return Index (ticker: CMCITR), a modern commodity index designed to reduce the potential negative effects of contango, returned 3.
Eurex will license GMEX s Euro-denominated Constant Maturity Future (CMF) for trading via Eurex s Multilateral Trade Registration (MTR) service and clearing on Eurex Clearing.
25% over the then applicable 10-year treasury constant maturity.
Constant Maturity ("CM") fund seeks to track UBS Bloomberg Constant Maturity Commodity Total Return Index and reduce the potential negative effects of contango
Global Derivatives Indices, a wholly owned subsidiary of GMEX Group, has declared a strategic partnership with Tradition, the interdealer broking arm of Compagnie Financiere Tradition, to use prices from Trad-X to compute a new USD version of GDI's Constant Maturity Index (CMI).