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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
T1UH8
2Y
CTPH8 99'112 1.750% $19.53 -$648.44 2.0816% 9:15:09 AM CT
2/25/2018
99'112 2.0816%
F1UH8
5Y
CFPH8 96'147 2.000% $46.99 -$3,539.06 2.7523% 9:15:09 AM CT
2/25/2018
96'147 2.7523%
S1UH8
7Y
CHPH8 103'260 2.000% $64.20 $3,812.50 1.4069% 9:15:12 AM CT
2/25/2018
103'260 1.4068%
N1UH8
10Y
CNPH8 94'040 2.250% $88.39 -$5,875.00 2.9139% 9:15:09 AM CT
2/25/2018
94'040 2.9139%
E1UH8
20Y
CIPH8 101'290 2.500% $156.38 $1,906.25 2.3782% 9:15:12 AM CT
2/25/2018
101'290 2.3782%
B1UH8
30Y
CBPH8 89'080 2.500% $208.98 -$10,750.00 3.0138% 9:15:09 AM CT
2/25/2018
89'080 3.0138%
T1UM8
2Y
CTPM8 - - - - - - - -
F1UM8
5Y
CFPM8 - - - - - - - -
S1UM8
7Y
CHPM8 - - - - - - - -
N1UM8
10Y
CNPM8 - - - - - - - -
E1UM8
20Y
CIPM8 - - - - - - - -
B1UM8
30Y
CBPM8 - - - - - - - -

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