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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?

April 26, 2017average based changes CMT construct index moving

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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?

1 Answer

0

10 Posted

Just add the 36 most recent monthly values for the 5-Year CMT together and divide the result by 36. Historical Data: Mortgage-X compiles historical values for the indexes which are widely used on adjustable rate mortgages (ARMs). Click here for a history of the most popular CMT indexes If you need historical data prior to 1990, please visit the Federal Reserve Board web site.