From the Collaborative Bond and Money Market Data Portal.
The "term bucket" is used in yield curve analysis, where buckets can a number of maturities. In the Datasheet and elsewhere CMD uses the following term buckets:
| Short Name | Description | Name in text |
| 0d to 3d | 0 day, up to and including 3 days | The overnight term bucket |
| 4d to 9d | 4 days, up to and including 9 days | The one week term bucket |
| 10d to 40d | 10 days, up to and including 40 days | The one month term bucket |
| 41d to 100d | 41 days, up to and including 100 days | The three months term bucket |
| 101d to 200d | 101 days, up to and including 200 days | The six months term bucket |
| 201d to 1y | 201 days, up to and including 1 year | The nine months term bucket |
| 1y to 2y | over 1 year, up to and including 2 years | The 1+ to 2 year term bucket |
| 2y to 5y | over 2 years, up to and including 5 years | The 2+ to 5 year term bucket |
| 5y to 10y | over 5 years, up to and including 10 years | The 5+ to 10 year term bucket |
| 10y to 20y | over 1 0 years, up to and including 20 years | The 10+ to 20yr term bucket |
| 20y + | over 20 years | The 20+ year term bucket |
The "short end of the curve" is used for expressing maturities up to 1 year.
The "belly of the curve" is used for expressing the 2y to 5y and the 5y to 10yr combined.
The "long end of the curve" is used for expressing maturities over 10 years.
