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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
T1UZ9
2Y
CTPZ9 99'112 2.500% $19.68 -$648.44 2.8287% 5:30:06 PM CT
10/22/2019
99'112 2.8287%
F1UZ9
5Y
CFPZ9 99'280 2.500% $48.15 -$128.91 2.5267% 5:30:06 PM CT
10/22/2019
99'212 2.5696%
S1UZ9
7Y
CHPZ9 109'280 2.750% $66.52 $9,875.00 1.2691% 5:30:07 PM CT
10/22/2019
109'280 1.2689%
N1UZ9
10Y
CNPZ9 100'002 2.750% $92.98 $7.81 2.7492% 5:30:06 PM CT
10/22/2019
98'030 2.9545%
E1UZ9
20Y
CIPZ9 101'290 3.000% $171.70 $1,906.25 2.8893% 5:30:07 PM CT
10/22/2019
101'290 2.8892%
B1UZ9
30Y
CBPZ9 135'250 3.000% $237.65 $35,781.25 1.4981% 5:30:06 PM CT
10/22/2019
135'250 1.4980%
T1UH0
2Y
CTPH0 99'112 1.750% $19.56 -$648.44 2.0794% 5:30:06 PM CT
10/22/2019
99'112 2.0795%
F1UH0
5Y
CFPH0 99'212 1.750% $48.00 -$335.94 1.8196% 5:30:06 PM CT
10/22/2019
99'212 1.8196%
S1UH0
7Y
CHPH0 109'280 2.000% $66.30 $9,875.00 0.5197% 5:30:07 PM CT
10/22/2019
109'280 0.5194%
N1UH0
10Y
CNPH0 98'030 2.000% $92.65 -$1,906.25 2.2045% 5:30:06 PM CT
10/22/2019
98'030 2.2045%
E1UH0
20Y
CIPH0 101'290 2.250% $171.01 $1,906.25 2.1392% 5:30:07 PM CT
10/22/2019
101'290 2.1392%
B1UH0
30Y
CBPH0 135'250 2.250% $236.65 $35,781.25 0.7474% 5:30:06 PM CT
10/22/2019
135'250 0.7473%

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