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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
T1UZ0
2Y
CTPZ0 101'020 0.750% $19.98 $1,062.50 0.2182% 10:02:00 AM CT
12/03/2020
101'020 0.2182%
F1UZ0
5Y
CFPZ0 102'200 1.000% $49.75 $2,625.00 0.4724% 10:02:00 AM CT
12/03/2020
102'187 0.4802%
S1UZ0
7Y
CHPZ0 103'110 1.000% $69.22 $3,343.75 0.5170% 10:02:02 AM CT
12/03/2020
103'110 0.5170%
N1UZ0
10Y
CNPZ0 100'195 1.000% $97.53 $609.38 0.9375% 10:02:00 AM CT
12/03/2020
100'155 0.9503%
E1UZ0
20Y
CIPZ0 103'230 1.250% $183.21 $3,718.75 1.0470% 10:02:02 AM CT
12/03/2020
103'230 1.0471%
B1UZ0
30Y
CBPZ0 103'250 1.250% $257.09 $3,781.25 1.1029% 10:02:01 AM CT
12/03/2020
103'250 1.1030%
T1UH1
2Y
CTPH1 100'010 0.250% $19.97 $31.25 0.2344% 10:02:00 AM CT
12/03/2020
100'010 0.2344%
F1UH1
5Y
CFPH1 99'307 0.500% $49.70 -$39.06 0.5079% 10:02:00 AM CT
12/03/2020
99'292 0.5173%
S1UH1
7Y
CHPH1 99'225 0.500% $69.12 -$296.88 0.5429% 10:02:02 AM CT
12/03/2020
99'225 0.5429%
N1UH1
10Y
CNPH1 97'285 0.750% $97.34 -$2,109.38 0.9667% 10:02:00 AM CT
12/03/2020
97'230 0.9843%
E1UH1
20Y
CIPH1 98'310 1.000% $182.68 -$1,031.25 1.0564% 10:02:02 AM CT
12/03/2020
98'310 1.0564%
B1UH1
30Y
CBPH1 97'060 1.000% $256.31 -$2,812.50 1.1097% 10:02:01 AM CT
12/03/2020
97'060 1.1096%

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