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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 | ||||||
| T1UM1 2Y |
CTPM1 | 100'007 | 0.250% | $19.96 | $23.44 | 0.2383% | 5:46:58 PM CT 3/05/2021 |
100'007 | 0.2383% | |||
| F1UM1 5Y |
CFPM1 | 97'172 | 0.500% | $49.32 | -$2,460.94 | 0.9989% | 5:46:58 PM CT 3/05/2021 |
97'177 | 0.9957% | |||
| S1UM1 7Y |
CHPM1 | 99'225 | 0.500% | $68.05 | -$296.88 | 0.5436% | 5:46:59 PM CT 3/05/2021 |
99'225 | 0.5436% | |||
| N1UM1 10Y |
CNPM1 | 91'020 | 0.750% | $94.63 | -$8,937.50 | 1.6943% | 5:46:58 PM CT 3/05/2021 |
90'305 | 1.7058% | |||
| E1UM1 20Y |
CIPM1 | 98'310 | 1.000% | $171.32 | -$1,031.25 | 1.0602% | 5:46:59 PM CT 3/05/2021 |
98'310 | 1.0602% | |||
| B1UM1 30Y |
CBPM1 | 74'280 | 1.250% | $233.67 | -$25,125.00 | 2.3250% | 5:46:58 PM CT 3/05/2021 |
74'280 | 2.3250% | |||
| T1UU1 2Y |
CTPU1 | - | 0.250% | - | - | - | - | - | - | |||
| F1UU1 5Y |
CFPU1 | - | 0.500% | - | - | - | - | - | - | |||
| S1UU1 7Y |
CHPU1 | - | 0.750% | - | - | - | - | - | - | |||
| N1UU1 10Y |
CNPU1 | - | 1.000% | - | - | - | - | - | - | |||
| E1UU1 20Y |
CIPU1 | - | 1.250% | - | - | - | - | - | - | |||
| B1UU1 30Y |
CBPU1 | - | 1.250% | - | - | - | - | - | - | |||
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