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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
T1UU9
2Y
CTPU9 99'112 3.000% $19.71 -$648.44 3.3286% 3:00:06 AM CT
8/26/2019
99'112 3.3287%
F1UU9
5Y
CFPU9 108'010 3.000% $48.45 $8,031.25 1.3446% 3:00:06 AM CT
8/26/2019
108'010 1.3427%
S1UU9
7Y
CHPU9 109'280 3.000% $67.19 $9,875.00 1.5321% 3:00:09 AM CT
8/26/2019
109'280 1.5292%
N1UU9
10Y
CNPU9 114'250 3.000% $94.47 $14,781.25 1.4374% 3:00:06 AM CT
8/26/2019
114'250 1.4319%
E1UU9
20Y
CIPU9 101'290 3.250% $177.70 $1,906.25 3.1429% 3:00:09 AM CT
8/26/2019
101'290 3.1419%
B1UU9
30Y
CBPU9 135'250 3.250% $249.86 $35,781.25 1.8198% 3:00:06 AM CT
8/26/2019
135'250 1.7995%
T1UZ9
2Y
CTPZ9 99'112 2.500% $19.65 -$648.44 2.8280% 3:00:06 AM CT
8/26/2019
99'112 2.8281%
F1UZ9
5Y
CFPZ9 108'010 2.500% $48.33 $8,031.25 0.8480% 3:00:06 AM CT
8/26/2019
108'010 0.8457%
S1UZ9
7Y
CHPZ9 109'280 2.750% $67.01 $9,875.00 1.2849% 3:00:09 AM CT
8/26/2019
109'280 1.2817%
N1UZ9
10Y
CNPZ9 114'250 2.750% $94.21 $14,781.25 1.1901% 3:00:06 AM CT
8/26/2019
114'250 1.1843%
E1UZ9
20Y
CIPZ9 101'290 3.000% $177.15 $1,906.25 2.8930% 3:00:09 AM CT
8/26/2019
101'290 2.8920%
B1UZ9
30Y
CBPZ9 135'250 3.000% $249.06 $35,781.25 1.5716% 3:00:06 AM CT
8/26/2019
135'250 1.5509%

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