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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
T1UZ7
2Y
CTPZ7 99'112 2.000% $19.58 -$648.44 2.3308% 3:15:07 PM CT
11/18/2017
99'112 2.3308%
F1UZ7
5Y
CFPZ7 100'110 2.250% $47.59 $343.75 2.1779% 3:15:07 PM CT
11/18/2017
100'145 2.1549%
S1UZ7
7Y
CHPZ7 103'260 2.500% $65.34 $3,812.50 1.9172% 3:15:09 PM CT
11/18/2017
103'260 1.9172%
N1UZ7
10Y
CNPZ7 100'215 2.500% $90.51 $671.88 2.4259% 3:15:07 PM CT
11/18/2017
100'315 2.3914%
E1UZ7
20Y
CIPZ7 101'290 2.750% $162.73 $1,906.25 2.6330% 3:15:09 PM CT
11/18/2017
101'290 2.6330%
B1UZ7
30Y
CBPZ7 102'090 2.750% $220.18 $2,281.25 2.6465% 3:15:07 PM CT
11/18/2017
103'010 2.6125%
T1UH8
2Y
CTPH8 99'112 1.750% $19.54 -$648.44 2.0803% 3:15:07 PM CT
11/18/2017
99'112 2.0803%
F1UH8
5Y
CFPH8 100'145 2.000% $47.37 $453.12 1.9048% 3:15:07 PM CT
11/18/2017
100'145 1.9048%
S1UH8
7Y
CHPH8 103'260 2.000% $65.02 $3,812.50 1.4163% 3:15:09 PM CT
11/18/2017
103'260 1.4163%
N1UH8
10Y
CNPH8 100'315 2.250% $90.04 $984.38 2.1412% 3:15:07 PM CT
11/18/2017
100'315 2.1412%
E1UH8
20Y
CIPH8 101'290 2.500% $161.83 $1,906.25 2.3827% 3:15:09 PM CT
11/18/2017
101'290 2.3827%
B1UH8
30Y
CBPH8 103'010 2.500% $219.00 $3,031.25 2.3622% 3:15:07 PM CT
11/18/2017
103'010 2.3622%

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