Posted on: 17th Jan, 2010 09:13 am
How long and how is the 12 MTA rate calculated?
Welcome baker,
As far as I know, the 12-Month Treasury Average (MTA) is calculated by averaging the previous 12 rates of the 1 Year Constant Maturity Treasury (CMT) rate. As it is an annual average, it is steadier than the 1 Year Treasury Index.
As far as I know, the 12-Month Treasury Average (MTA) is calculated by averaging the previous 12 rates of the 1 Year Constant Maturity Treasury (CMT) rate. As it is an annual average, it is steadier than the 1 Year Treasury Index.