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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
T1UZ8
2Y
CTPZ8 99'112 2.750% $19.37 -$648.44 3.0840% 1:30:07 AM CT
11/17/2018
99'112 3.0840%
F1UZ8
5Y
CFPZ8 98'192 2.750% $46.44 -$1,398.44 3.0505% 1:30:07 AM CT
11/17/2018
98'192 3.0505%
S1UZ8
7Y
CHPZ8 103'260 2.750% $63.33 $3,812.50 2.1493% 1:30:07 AM CT
11/17/2018
103'260 2.1493%
N1UZ8
10Y
CNPZ8 98'180 3.000% $86.92 -$1,437.50 3.1650% 1:30:07 AM CT
11/17/2018
98'180 3.1650%
E1UZ8
20Y
CIPZ8 101'290 3.000% $152.10 $1,906.25 2.8749% 1:30:07 AM CT
11/17/2018
101'290 2.8749%
B1UZ8
30Y
CBPZ8 89'090 3.000% $201.26 -$10,718.75 3.5315% 1:30:07 AM CT
11/17/2018
89'090 3.5315%
T1UH9
2Y
CTPH9 99'112 2.750% $19.24 -$648.44 3.0843% 1:30:07 AM CT
11/17/2018
99'112 3.0843%
F1UH9
5Y
CFPH9 98'192 2.750% $46.13 -$1,398.44 3.0508% 1:30:07 AM CT
11/17/2018
98'192 3.0508%
S1UH9
7Y
CHPH9 103'260 2.750% $62.90 $3,812.50 2.1487% 1:30:07 AM CT
11/17/2018
103'260 2.1487%
N1UH9
10Y
CNPH9 98'180 3.000% $86.31 -$1,437.50 3.1652% 1:30:07 AM CT
11/17/2018
98'180 3.1652%
E1UH9
20Y
CIPH9 101'290 3.000% $151.02 $1,906.25 2.8748% 1:30:07 AM CT
11/17/2018
101'290 2.8748%
B1UH9
30Y
CBPH9 89'090 3.000% $199.84 -$10,718.75 3.5321% 1:30:07 AM CT
11/17/2018
89'090 3.5321%

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