What is the CMT Index?
The CMT Index is based on the weekly average yield of the United States Treasury securities, adjusted to a constant maturity of 1 year, as made available by the Federal Reserve. The CMT Index is based on yields published in the release entitled the “Selected Interest Rates H-15” which is published weekly by the Federal Reserve Board.
Related Questions
- I want to compute the Weekly 10-Year CMT mortgage ARM index. Where can I find daily Constant Maturity Treasury rates to calculate each weekly average?
- I want to construct my own index: 3-Year Moving Average based on the 5-Year CMT that changes Monthly. How do I go about doing that?
- What happens to 1-Year CMT-indexed mortgage rates when the 1-Year CMT index rises?
