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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
T1UH8
2Y
CTPH8 99'112 1.750% $19.53 -$648.44 2.0812% 3:00:08 AM CT
1/24/2018
99'112 2.0812%
F1UH8
5Y
CFPH8 97'160 2.000% $47.10 -$2,500.00 2.5295% 3:00:08 AM CT
1/24/2018
97'162 2.5279%
S1UH8
7Y
CHPH8 103'260 2.000% $64.47 $3,812.50 1.4100% 3:00:09 AM CT
1/24/2018
103'260 1.4099%
N1UH8
10Y
CNPH8 96'005 2.250% $88.98 -$3,984.38 2.6967% 3:00:08 AM CT
1/24/2018
96'005 2.6968%
E1UH8
20Y
CIPH8 101'290 2.500% $158.78 $1,906.25 2.3802% 3:00:09 AM CT
1/24/2018
101'290 2.3801%
B1UH8
30Y
CBPH8 93'150 2.500% $213.80 -$6,531.25 2.8048% 3:00:08 AM CT
1/24/2018
93'110 2.8112%
T1UM8
2Y
CTPM8 - - - - - - - -
F1UM8
5Y
CFPM8 - - - - - - - -
S1UM8
7Y
CHPM8 - - - - - - - -
N1UM8
10Y
CNPM8 - - - - - - - -
E1UM8
20Y
CIPM8 - - - - - - - -
B1UM8
30Y
CBPM8 - - - - - - - -

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