CMT Index
1 Year Average Treasury (CMT)
The 1 Year CMT Index is the twelve month average of monthly yields on
United States Treasury Securities adjusted to a constant maturity of
one year as made available by the Federal Reserve.
5 Year Average Treasury (CMT)
The 5 Year CMT Index is the sixty month "average" of monthly
yields on United States Treasury Securities adjusted to a constant maturity
of five years as made available by the Federal Reserve.
10 Year Average Treasury (CMT)
The 10 Year CMT Index is the one hundred twenty month "average"
of monthly yields on United States Treasury Securities adjusted to a
constant maturity of ten years as made available by the Federal Reserve.