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serving the Public interest of Transparency in Debt Capital Markets
The Collaborative Market Data Network
Serving Transparency in Capital Markets
The Collaborative
Market Data Network

Term Buckets

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.