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What is the difference between the Monthly 1-Year CMT index and the Monthly Treasury Average index?

April 26, 2017average CMT difference index Treasury

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What is the difference between the Monthly 1-Year CMT index and the Monthly Treasury Average index?

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The Monthly Treasury Average (MTA), also known as 12-Month Moving Average Treasury index (MAT) is calculated by averaging the previous 12 monthly values of the Monthly 1-Year CMT.