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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
T1UH0
2Y
CTPH0 100'140 1.750% $19.66 $437.50 1.5277% 6:15:03 AM CT
2/18/2020
100'140 1.5277%
F1UH0
5Y
CFPH0 101'252 1.750% $48.34 $1,789.06 1.3804% 6:15:04 AM CT
2/18/2020
101'210 1.4075%
S1UH0
7Y
CHPH0 102'250 2.000% $66.88 $2,781.25 1.5847% 6:15:08 AM CT
2/18/2020
102'250 1.5842%
N1UH0
10Y
CNPH0 104'205 2.000% $93.73 $4,640.62 1.5055% 6:15:04 AM CT
2/18/2020
104'080 1.5463%
E1UH0
20Y
CIPH0 106'290 2.250% $174.58 $6,906.25 1.8549% 6:15:08 AM CT
2/18/2020
106'290 1.8533%
B1UH0
30Y
CBPH0 108'270 2.250% $243.64 $8,843.75 1.8875% 6:15:04 AM CT
2/18/2020
108'270 1.8853%
T1UM0
2Y
CTPM0 100'140 1.000% $19.60 $437.50 0.7779% 6:15:04 AM CT
2/18/2020
100'140 0.7779%
F1UM0
5Y
CFPM0 101'210 1.250% $48.20 $1,656.25 0.9081% 6:15:04 AM CT
2/18/2020
101'210 0.9078%
S1UM0
7Y
CHPM0 102'250 1.250% $66.68 $2,781.25 0.8350% 6:15:08 AM CT
2/18/2020
102'250 0.8345%
N1UM0
10Y
CNPM0 104'080 1.250% $93.44 $4,250.00 0.7975% 6:15:04 AM CT
2/18/2020
104'080 0.7966%
E1UM0
20Y
CIPM0 106'290 1.500% $173.96 $6,906.25 1.1050% 6:15:08 AM CT
2/18/2020
106'290 1.1034%
B1UM0
30Y
CBPM0 108'270 1.500% $242.77 $8,843.75 1.1376% 6:15:04 AM CT
2/18/2020
108'270 1.1354%

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