Category | Term or type for non-zero-coupon instruments | Term for zero-coupon instruments |
A | Less than 45 days | Less than 45 days. |
B | At least 45 days but less than 135 days | At least 45 days but less than 135 days. |
C | At least 135 days but less than 9 months | At least 135 days but less than 9 months. |
D | At least 9 months but less than 1 year, 6 months | At least 9 months but less than 1 year, 6 months. |
E | At least 1 year, 6 months but less than 3 years, 6 months | At least 1 year, 6 months but less than 3 years. |
F | At least 3 years, 6 months but less than 7 years, 6 months | At least 3 years but less than 5 years, 6 months. |
G | At least 7 years, 6 months but less than 15 years | At least 5 years, 6 months but less than 9 years. |
H | 15 years and over | At least 9 years but less than 12 years. |
I | | At least 12 years but less than 21 years |
J | | 21 years and over. |
MB | All fixed rate mortgage-backed securities that are Treasury market risk instruments. | |
AR | All adjustable rate mortgage-backed securities that are Treasury market risk instruments | |