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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
T1UU9
2Y
CTPU9 99'112 3.000% $19.58 -$648.44 3.3296% 4:00:06 PM CT
6/26/2019
99'112 3.3293%
F1UU9
5Y
CFPU9 105'317 3.000% $47.77 $5,992.19 1.7517% 4:00:06 PM CT
6/26/2019
106'110 1.6811%
S1UU9
7Y
CHPU9 106'235 3.000% $65.81 $6,734.38 1.9817% 4:00:07 PM CT
6/26/2019
106'235 1.9845%
N1UU9
10Y
CNPU9 109'080 3.000% $91.55 $9,250.00 1.9946% 4:00:06 PM CT
6/26/2019
109'285 1.9290%
E1UU9
20Y
CIPU9 101'290 3.250% $166.19 $1,906.25 3.1359% 4:00:07 PM CT
6/26/2019
101'290 3.1366%
B1UU9
30Y
CBPU9 122'200 3.250% $226.52 $22,625.00 2.2561% 4:00:06 PM CT
6/26/2019
123'290 2.2095%
T1UZ9
2Y
CTPZ9 99'112 2.500% $19.51 -$648.44 2.8292% 4:00:06 PM CT
6/26/2019
99'112 2.8289%
F1UZ9
5Y
CFPZ9 106'110 2.500% $47.59 $6,343.75 1.1797% 4:00:06 PM CT
6/26/2019
106'110 1.1824%
S1UZ9
7Y
CHPZ9 106'235 2.750% $65.55 $6,734.38 1.7324% 4:00:07 PM CT
6/26/2019
106'235 1.7352%
N1UZ9
10Y
CNPZ9 109'285 2.750% $91.15 $9,890.62 1.6752% 4:00:06 PM CT
6/26/2019
109'285 1.6793%
E1UZ9
20Y
CIPZ9 101'290 3.000% $165.38 $1,906.25 2.8858% 4:00:07 PM CT
6/26/2019
101'290 2.8866%
B1UZ9
30Y
CBPZ9 123'290 3.000% $225.40 $23,906.25 1.9495% 4:00:06 PM CT
6/26/2019
123'290 1.9593%

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