Please hover your mouse pointer over column titles and links for further information.

CME Ticker Bloomberg Ticker MAC Swap Future Pricing Timestamp Settlement-Based Pricing
Price Coupon PV01 NPV Implied Rate Price Implied Rate
T1UH9
2Y
CTPH9 99'112 2.750% $19.39 -$648.44 3.0832% 7:45:06 PM CT
1/22/2019
99'112 3.0832%
F1UH9
5Y
CFPH9 100'045 2.750% $46.74 $136.72 2.7209% 7:45:06 PM CT
1/22/2019
100'135 2.6601%
S1UH9
7Y
CHPH9 103'260 2.750% $63.95 $3,812.50 2.1561% 7:45:07 PM CT
1/22/2019
103'260 2.1561%
N1UH9
10Y
CNPH9 101'230 3.000% $88.18 $1,718.75 2.8058% 7:45:06 PM CT
1/22/2019
101'275 2.7899%
E1UH9
20Y
CIPH9 101'290 3.000% $156.30 $1,906.25 2.8785% 7:45:07 PM CT
1/22/2019
101'290 2.8785%
B1UH9
30Y
CBPH9 89'090 3.000% $209.02 -$10,718.75 3.5109% 7:45:06 PM CT
1/22/2019
89'090 3.5110%
T1UM9
2Y
CTPM9 - - - - - - - -
F1UM9
5Y
CFPM9 - - - - - - - -
S1UM9
7Y
CHPM9 - - - - - - - -
N1UM9
10Y
CNPM9 - - - - - - - -
E1UM9
20Y
CIPM9 - - - - - - - -
B1UM9
30Y
CBPM9 - - - - - - - -

Quotes and analytics are updated every 15 minutes.

Powered by Maxeler Analytics©