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CME Ticker Bloomberg Ticker MAC Swap Future Pricing Timestamp Settlement-Based Pricing
Price Coupon PV01 NPV Implied Rate Price Implied Rate
T1UH9
2Y
CTPH9 99'112 2.750% $19.43 -$648.44 3.0830% 4:00:06 AM CT
2/16/2019
99'112 3.0830%
F1UH9
5Y
CFPH9 100'237 2.750% $46.88 $742.19 2.5920% 4:00:06 AM CT
2/16/2019
100'237 2.5920%
S1UH9
7Y
CHPH9 103'260 2.750% $64.20 $3,812.50 2.1574% 4:00:07 AM CT
2/16/2019
103'260 2.1574%
N1UH9
10Y
CNPH9 102'150 3.000% $88.58 $2,468.75 2.7219% 4:00:07 AM CT
2/16/2019
102'150 2.7219%
E1UH9
20Y
CIPH9 101'290 3.000% $157.23 $1,906.25 2.8790% 4:00:07 AM CT
2/16/2019
101'290 2.8790%
B1UH9
30Y
CBPH9 89'090 3.000% $210.36 -$10,718.75 3.5084% 4:00:07 AM CT
2/16/2019
89'090 3.5084%
T1UM9
2Y
CTPM9 - - - - - - - -
F1UM9
5Y
CFPM9 - - - - - - - -
S1UM9
7Y
CHPM9 - - - - - - - -
N1UM9
10Y
CNPM9 - - - - - - - -
E1UM9
20Y
CIPM9 - - - - - - - -
B1UM9
30Y
CBPM9 - - - - - - - -

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