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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 | ||||||
| T1UM8 2Y |
CTPM8 | 99'112 | 1.750% | $19.48 | -$648.44 | 2.0827% | 11:45:08 PM CT 6/17/2018 |
99'112 | 2.0828% | |||
| F1UM8 5Y |
CFPM8 | 95'150 | 2.000% | $46.74 | -$4,531.25 | 2.9692% | 11:45:08 PM CT 6/17/2018 |
95'150 | 2.9696% | |||
| S1UM8 7Y |
CHPM8 | 103'260 | 2.000% | $63.81 | $3,812.50 | 1.4027% | 11:45:13 PM CT 6/17/2018 |
103'260 | 1.4023% | |||
| N1UM8 10Y |
CNPM8 | 93'035 | 2.250% | $87.83 | -$6,890.62 | 3.0343% | 11:45:08 PM CT 6/17/2018 |
93'035 | 3.0353% | |||
| E1UM8 20Y |
CIPM8 | 101'290 | 2.500% | $155.80 | $1,906.25 | 2.3777% | 11:45:13 PM CT 6/17/2018 |
101'290 | 2.3774% | |||
| B1UM8 30Y |
CBPM8 | 89'100 | 2.500% | $209.15 | -$10,687.50 | 3.0109% | 11:45:08 PM CT 6/17/2018 |
89'100 | 3.0127% | |||
| T1UU8 2Y |
CTPU8 | 99'112 | 2.250% | $19.36 | -$648.44 | 2.5832% | 11:45:08 PM CT 6/17/2018 |
99'112 | 2.5833% | |||
| F1UU8 5Y |
CFPU8 | 93'290 | 2.250% | $46.45 | -$6,093.75 | 3.5555% | 11:45:08 PM CT 6/17/2018 |
96'160 | 3.0002% | |||
| S1UU8 7Y |
CHPU8 | 103'260 | 2.250% | $63.41 | $3,812.50 | 1.6517% | 11:45:13 PM CT 6/17/2018 |
103'260 | 1.6513% | |||
| N1UU8 10Y |
CNPU8 | 95'055 | 2.500% | $87.28 | -$4,828.12 | 3.0504% | 11:45:08 PM CT 6/17/2018 |
95'040 | 3.0565% | |||
| E1UU8 20Y |
CIPU8 | 101'290 | 2.500% | $154.82 | $1,906.25 | 2.3775% | 11:45:13 PM CT 6/17/2018 |
101'290 | 2.3772% | |||
| B1UU8 30Y |
CBPU8 | 89'090 | 2.500% | $207.87 | -$10,718.75 | 3.0131% | 11:45:08 PM CT 6/17/2018 |
89'090 | 3.0150% | |||
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