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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
T1UM9
2Y
CTPM9 99'112 2.750% $19.40 -$648.44 3.0824% 7:15:07 AM CT
3/21/2019
99'112 3.0825%
F1UM9
5Y
CFPM9 103'002 2.750% $46.95 $3,007.81 2.1131% 7:15:07 AM CT
3/21/2019
102'265 2.1507%
S1UM9
7Y
CHPM9 103'260 2.750% $64.39 $3,812.50 2.1614% 7:15:10 AM CT
3/21/2019
103'260 2.1607%
N1UM9
10Y
CNPM9 104'060 3.000% $89.03 $4,187.50 2.5324% 7:15:08 AM CT
3/21/2019
103'255 2.5753%
E1UM9
20Y
CIPM9 101'290 3.000% $158.67 $1,906.25 2.8806% 7:15:10 AM CT
3/21/2019
101'290 2.8802%
B1UM9
30Y
CBPM9 89'090 3.000% $212.74 -$10,718.75 3.5009% 7:15:08 AM CT
3/21/2019
89'090 3.5025%
T1UU9
2Y
CTPU9 99'112 3.000% $19.30 -$648.44 3.3321% 7:15:07 AM CT
3/21/2019
99'112 3.3322%
F1UU9
5Y
CFPU9 102'265 3.000% $46.71 $2,828.12 2.4016% 7:15:07 AM CT
3/21/2019
102'265 2.4011%
S1UU9
7Y
CHPU9 103'260 3.000% $64.06 $3,812.50 2.4117% 7:15:10 AM CT
3/21/2019
103'260 2.4111%
N1UU9
10Y
CNPU9 103'255 3.000% $88.54 $3,796.88 2.5762% 7:15:08 AM CT
3/21/2019
103'255 2.5755%
E1UU9
20Y
CIPU9 101'290 3.250% $157.74 $1,906.25 3.1306% 7:15:10 AM CT
3/21/2019
101'290 3.1302%
B1UU9
30Y
CBPU9 89'090 3.250% $211.49 -$10,718.75 3.7509% 7:15:08 AM CT
3/21/2019
89'090 3.7526%

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