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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% $19.57 -$648.44 2.3311% 2:15:07 PM CT
12/11/2017
99'112 2.3311%
F1UZ7
5Y
CFPZ7 100'015 2.250% $47.52 $46.88 2.2401% 2:15:07 PM CT
12/11/2017
100'035 2.2270%
S1UZ7
7Y
CHPZ7 103'260 2.500% $65.19 $3,812.50 1.9154% 2:15:11 PM CT
12/11/2017
103'260 1.9157%
N1UZ7
10Y
CNPZ7 100'195 2.500% $90.26 $609.38 2.4325% 2:15:07 PM CT
12/11/2017
100'210 2.4274%
E1UZ7
20Y
CIPZ7 101'290 2.750% $162.28 $1,906.25 2.6326% 2:15:11 PM CT
12/11/2017
101'290 2.6328%
B1UZ7
30Y
CBPZ7 102'300 2.750% $219.60 $2,937.50 2.6163% 2:15:07 PM CT
12/11/2017
103'010 2.6123%
T1UH8
2Y
CTPH8 99'112 1.750% $19.54 -$648.44 2.0806% 2:15:07 PM CT
12/11/2017
99'112 2.0805%
F1UH8
5Y
CFPH8 98'205 2.000% $47.28 -$1,359.38 2.2864% 2:15:07 PM CT
12/11/2017
98'227 2.2714%
S1UH8
7Y
CHPH8 103'260 2.000% $64.86 $3,812.50 1.4144% 2:15:11 PM CT
12/11/2017
103'260 1.4148%
N1UH8
10Y
CNPH8 98'030 2.250% $89.79 -$1,906.25 2.4615% 2:15:07 PM CT
12/11/2017
98'040 2.4578%
E1UH8
20Y
CIPH8 101'290 2.500% $161.38 $1,906.25 2.3823% 2:15:11 PM CT
12/11/2017
101'290 2.3825%
B1UH8
30Y
CBPH8 97'090 2.500% $218.41 -$2,718.75 2.6240% 2:15:07 PM CT
12/11/2017
97'110 2.6209%

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