One-Year Constant Maturity Treasury - 1-Year CMT
One-Year Constant Maturity Treasury - 1-Year CMT
One-year Constant Maturity Treasury, or 1-year CMT, is an index that's published daily by the U.S. Treasury. The index value is calculated by adjusting the yields of recently auctioned U.S. Treasury bills and notes of varying maturities to the equivalent of a one-year yield.