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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
T1UZ9
2Y
CTPZ9 101'260 2.500% $19.70 $1,812.50 1.5802% 3:15:06 PM CT
12/07/2019
101'260 1.5802%
F1UZ9
5Y
CFPZ9 99'280 2.500% $48.13 -$125.00 2.5260% 3:15:06 PM CT
12/07/2019
99'102 2.6411%
S1UZ9
7Y
CHPZ9 101'035 2.750% $66.42 $1,109.38 2.5831% 3:15:06 PM CT
12/07/2019
101'035 2.5831%
N1UZ9
10Y
CNPZ9 98'145 2.750% $92.73 -$1,546.88 2.9167% 3:15:06 PM CT
12/07/2019
97'125 3.0313%
E1UZ9
20Y
CIPZ9 98'180 3.000% $170.57 -$1,437.50 3.0842% 3:15:06 PM CT
12/07/2019
98'180 3.0842%
B1UZ9
30Y
CBPZ9 97'120 3.000% $235.34 -$2,625.00 3.1115% 3:15:06 PM CT
12/07/2019
97'120 3.1115%
T1UH0
2Y
CTPH0 100'140 1.750% $19.58 $437.50 1.5275% 3:15:06 PM CT
12/07/2019
100'140 1.5275%
F1UH0
5Y
CFPH0 100'180 1.750% $47.96 $562.50 1.6332% 3:15:06 PM CT
12/07/2019
100'180 1.6332%
S1UH0
7Y
CHPH0 102'250 2.000% $66.18 $2,781.25 1.5816% 3:15:06 PM CT
12/07/2019
102'250 1.5816%
N1UH0
10Y
CNPH0 102'240 2.000% $92.37 $2,750.00 1.7036% 3:15:06 PM CT
12/07/2019
102'000 1.7844%
E1UH0
20Y
CIPH0 106'290 2.250% $169.86 $6,906.25 1.8452% 3:15:06 PM CT
12/07/2019
106'290 1.8452%
B1UH0
30Y
CBPH0 108'270 2.250% $234.31 $8,843.75 1.8742% 3:15:06 PM CT
12/07/2019
108'270 1.8742%

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