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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
T1UM8
2Y
CTPM8 99'112 1.750% $19.48 -$648.44 2.0824% 8:15:06 PM CT
5/26/2018
99'112 2.0824%
F1UM8
5Y
CFPM8 95'265 2.000% $46.77 -$4,171.88 2.8908% 8:15:07 PM CT
5/26/2018
95'265 2.8908%
S1UM8
7Y
CHPM8 103'260 2.000% $63.84 $3,812.50 1.4036% 8:15:10 PM CT
5/26/2018
103'260 1.4036%
N1UM8
10Y
CNPM8 93'115 2.250% $87.81 -$6,640.62 3.0052% 8:15:07 PM CT
5/26/2018
93'115 3.0052%
E1UM8
20Y
CIPM8 101'290 2.500% $155.34 $1,906.25 2.3774% 8:15:10 PM CT
5/26/2018
101'290 2.3774%
B1UM8
30Y
CBPM8 88'170 2.500% $208.01 -$11,468.75 3.0506% 8:15:07 PM CT
5/26/2018
88'170 3.0506%
T1UU8
2Y
CTPU8 99'112 2.250% $19.36 -$648.44 2.5829% 8:15:07 PM CT
5/26/2018
99'112 2.5829%
F1UU8
5Y
CFPU8 95'265 2.250% $46.48 -$4,171.88 3.1422% 8:15:07 PM CT
5/26/2018
95'265 3.1422%
S1UU8
7Y
CHPU8 103'260 2.250% $63.44 $3,812.50 1.6527% 8:15:10 PM CT
5/26/2018
103'260 1.6527%
N1UU8
10Y
CNPU8 93'115 2.500% $87.25 -$6,640.62 3.2565% 8:15:07 PM CT
5/26/2018
93'115 3.2565%
E1UU8
20Y
CIPU8 101'290 2.500% $154.35 $1,906.25 2.3772% 8:15:10 PM CT
5/26/2018
101'290 2.3772%
B1UU8
30Y
CBPU8 88'170 2.500% $206.71 -$11,468.75 3.0515% 8:15:07 PM CT
5/26/2018
88'170 3.0515%

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