Sentence examples for constant maturity from inspiring English sources

After the initial period, most ARMs are adjusted annually, at rates typically tied to one of three indexes: the one-year Constant Maturity Treasury Index; the Cost of Funds Index, known as the Cofi; or the London Interbank Offer Rate, known as the Libor.

There is an official guide to those yields, called constant maturity Treasury rates, calculated by the Treasury Department and published on Treasury's and the Fed's Web sites.

Major broker-dealers had started organizing the credit market after the development of major instruments such as options, swaps, constant maturity swaps, and swaptions was complete.

Source: www.usagold.com 6 ChangeChange in the market yield on US Treasury securities at 3-month constant maturity, quoted on investment basis.

We discuss different credit indices such as ABX and LCDX as well as a range of credit structured products including credit options, constant maturity default swap, leveraged super senior notes and contingent convertibles (CoCos).

Source: H.15 Release - Federal Reserve Board of Governors 8 ChangeChange in the market yield on US Treasury securities at 1-year constant maturity, quoted on investment basis.

The 20-year TIPS yield (even with deflation fears and adjusted to constant maturities) was 2.32% yesterday, so one might naturally wonder how the government will pay this return.

Indeed, the annual standard deviation of that constant-maturity zero portfolio since mid-1982 has been a sky-high 35%, nearly triple the standard deviation of the S&P.

The fund will not mature, with a return of your full principal, in 2007; rather, it will roll over maturing paper to maintain a constant weighted average maturity.

where represent the immature and mature populations densities, respectively, represents a constant time to maturity, and and are positive constants.

represents a constant time to maturity.