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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
T1UU0
2Y
CTPU0 100'120 1.500% $20.00 $375.00 1.3125% 11:46:50 PM CT
7/02/2020
100'120 1.3125%
F1UU0
5Y
CFPU0 100'185 1.500% $49.93 $578.12 1.3842% 11:46:50 PM CT
7/02/2020
100'257 1.3389%
S1UU0
7Y
CHPU0 100'050 1.750% $69.67 $156.25 1.7276% 11:46:52 PM CT
7/02/2020
100'050 1.7276%
N1UU0
10Y
CNPU0 100'240 1.750% $98.73 $750.00 1.6740% 11:46:50 PM CT
7/02/2020
100'305 1.6535%
E1UU0
20Y
CIPU0 92'210 2.000% $190.02 -$7,343.75 2.3864% 11:46:52 PM CT
7/02/2020
92'210 2.3858%
B1UU0
30Y
CBPU0 94'190 2.000% $273.71 -$5,406.25 2.1975% 11:46:50 PM CT
7/02/2020
95'040 2.1776%
T1UZ0
2Y
CTPZ0 100'120 0.750% $20.00 $375.00 0.5625% 11:46:50 PM CT
7/02/2020
100'120 0.5625%
F1UZ0
5Y
CFPZ0 100'242 1.000% $49.91 $757.81 0.8482% 11:46:50 PM CT
7/02/2020
100'257 0.8389%
S1UZ0
7Y
CHPZ0 100'050 1.000% $69.62 $156.25 0.9776% 11:46:52 PM CT
7/02/2020
100'050 0.9776%
N1UZ0
10Y
CNPZ0 100'280 1.000% $98.61 $875.00 0.9113% 11:46:50 PM CT
7/02/2020
100'305 0.9034%
E1UZ0
20Y
CIPZ0 92'210 1.250% $189.69 -$7,343.75 1.6370% 11:46:52 PM CT
7/02/2020
92'210 1.6364%
B1UZ0
30Y
CBPZ0 94'190 1.250% $273.22 -$5,406.25 1.4478% 11:46:50 PM CT
7/02/2020
95'040 1.4279%

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