The document outlines the definitions and calculation methods for USD-CMT-T7051 and USD-CMT-T7052, which are rates based on United States Treasury securities at 'constant maturity'. It details the procedures for determining these rates using data from the Reuters Screen and H.15(519), and the role of the Calculation Agent in the event of missing data.
doj/DataSet10/EFTA01388281.pdf
{"document_type":"other","key_locations":["New York City"],"key_organizations":["United States Department of the Treasury","Federal Reserve System Board of Governors"],"reference_numbers":["USD-CMT-T7051","USD-CMT-T7052"]}