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Constant Maturity Treasury (CMT) Rate
C
Constant Maturity Treasury (CMT) Rate
Constant Maturity Treasury (CMT) Rate
An
interest
rate
benchmark
index
based on the yield of a
synthetic
security of appropriate maturity as interpolated from the Treasury
yield curve
. See
Constant Maturity Swap (CMS)
for more
detail
. See
Constant Maturity Treasury (CMT) Option
.
Glossary
*
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