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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 | 100'120 | 0.750% | $19.99 | $375.00 | 0.5624% | 9:31:59 AM CT 9/28/2020 |
- | - | |||
| F1UZ0 5Y |
CFPZ0 | 103'055 | 1.000% | $49.87 | $3,171.88 | 0.3641% | 9:31:59 AM CT 9/28/2020 |
- | - | |||
| S1UZ0 7Y |
CHPZ0 | 100'050 | 1.000% | $69.55 | $156.25 | 0.9775% | 9:32:03 AM CT 9/28/2020 |
- | - | |||
| N1UZ0 10Y |
CNPZ0 | 102'210 | 1.000% | $98.42 | $2,656.25 | 0.7302% | 9:31:59 AM CT 9/28/2020 |
- | - | |||
| E1UZ0 20Y |
CIPZ0 | 92'210 | 1.250% | $187.65 | -$7,343.75 | 1.6413% | 9:32:03 AM CT 9/28/2020 |
- | - | |||
| B1UZ0 30Y |
CBPZ0 | 99'030 | 1.250% | $266.94 | -$906.25 | 1.2839% | 9:31:59 AM CT 9/28/2020 |
- | - | |||
| T1UH1 2Y |
CTPH1 | 100'120 | 0.250% | $19.98 | $375.00 | 0.0624% | 9:31:59 AM CT 9/28/2020 |
- | - | |||
| F1UH1 5Y |
CFPH1 | 103'052 | 0.500% | $49.85 | $3,164.06 | -0.1345% | 9:31:59 AM CT 9/28/2020 |
- | - | |||
| S1UH1 7Y |
CHPH1 | 100'050 | 0.500% | $69.49 | $156.25 | 0.4775% | 9:32:03 AM CT 9/28/2020 |
- | - | |||
| N1UH1 10Y |
CNPH1 | 102'240 | 0.750% | $98.29 | $2,750.00 | 0.4703% | 9:31:59 AM CT 9/28/2020 |
- | - | |||
| E1UH1 20Y |
CIPH1 | 92'210 | 1.000% | $187.24 | -$7,343.75 | 1.3921% | 9:32:03 AM CT 9/28/2020 |
- | - | |||
| B1UH1 30Y |
CBPH1 | 99'030 | 1.000% | $266.32 | -$906.25 | 1.0340% | 9:31:59 AM CT 9/28/2020 |
- | - | |||
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