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Fannie Mae Constant Maturity Debt Index
The CMDI provides investors with a consistently and transparently calculated constant maturity yield curve on Fannie Mae noncallable Benchmark Securities on a daily basis. The Index has been calculated since October 2001 and generally comparable historical data is available going back to August 1996. The CMDI is derived from the yields of Fannie Mae's most actively traded noncallable Benchmark Securities, whose maturities span the yield curve from three months to thirty years. The Index is defined by ten specific points on the yield curve -- three and six months and one year Benchmark Bills and two, three, four, five, seven, ten year Benchmark Notes and 30-year Benchmark Bonds. Yields will be reported daily on both a constant maturity basis and for actual Benchmark Securities.
Fannie Mae is no longer providing this data as of Wednesday, November 28.
Constant Maturity Debt Index (HTML)
Constant Maturity Debt Index Series History (CSV)
Constant Maturity Debt Index Series History prior to October 11, 2000 (CSV)
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Fannie Mae makes a good faith effort to publish the data in a scheduled manner. Fannie Mae does not guarantee that it will always publish the data when scheduled, and Fannie Mae expressly disclaims any liability for any delay in publishing the data. Fannie Mae reserves the right to publish and/or revise the data. This material should not be construed as an investment recommendation, an offer to buy/sell, or the solicitation of an offer to buy/sell any product or instrument. This material is based upon information, including pricing and other information that the company receives from various sources, that the company considers reliable. Although Fannie Mae reasonably attempts to ensure the accuracy of the information it publishes, the company does not represent, warrant or guarantee the accuracy of the data received from our market data sources, the accuracy of the data's calculations or the accuracy of the data as published. Fannie Mae shall not have any liability or responsibility, regardless of the cause, for any errors or omissions in connection with the use, misuse, release or distribution of this information.
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