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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
T1UZ8
2Y
CTPZ8 99'112 2.750% $19.33 -$648.44 3.0843% 10:45:07 PM CT
10/23/2018
99'112 3.0843%
F1UZ8
5Y
CFPZ8 97'310 2.750% $46.23 -$2,035.16 3.1886% 10:45:07 PM CT
10/23/2018
97'307 3.1896%
S1UZ8
7Y
CHPZ8 103'260 2.750% $62.98 $3,812.50 2.1468% 10:45:08 PM CT
10/23/2018
103'260 2.1466%
N1UZ8
10Y
CNPZ8 97'195 3.000% $86.36 -$2,390.62 3.2758% 10:45:07 PM CT
10/23/2018
97'195 3.2760%
E1UZ8
20Y
CIPZ8 101'290 3.000% $150.82 $1,906.25 2.8741% 10:45:08 PM CT
10/23/2018
101'290 2.8739%
B1UZ8
30Y
CBPZ8 89'090 3.000% $199.31 -$10,718.75 3.5359% 10:45:07 PM CT
10/23/2018
89'090 3.5359%
T1UH9
2Y
CTPH9 99'112 2.750% $19.19 -$648.44 3.0847% 10:45:07 PM CT
10/23/2018
99'112 3.0847%
F1UH9
5Y
CFPH9 97'307 2.750% $45.91 -$2,039.06 3.1900% 10:45:07 PM CT
10/23/2018
97'307 3.1901%
S1UH9
7Y
CHPH9 103'260 2.750% $62.54 $3,812.50 2.1461% 10:45:08 PM CT
10/23/2018
103'260 2.1458%
N1UH9
10Y
CNPH9 97'195 3.000% $85.74 -$2,390.62 3.2762% 10:45:07 PM CT
10/23/2018
97'195 3.2764%
E1UH9
20Y
CIPH9 101'290 3.000% $149.73 $1,906.25 2.8739% 10:45:08 PM CT
10/23/2018
101'290 2.8738%
B1UH9
30Y
CBPH9 89'090 3.000% $197.88 -$10,718.75 3.5366% 10:45:07 PM CT
10/23/2018
89'090 3.5366%

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