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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% $19.43 -$648.44 3.0836% 4:45:06 AM CT
12/12/2018
99'112 3.0837%
F1UZ8
5Y
CFPZ8 99'162 2.750% $46.70 -$492.19 2.8553% 4:45:06 AM CT
12/12/2018
99'177 2.8453%
S1UZ8
7Y
CHPZ8 103'260 2.750% $63.81 $3,812.50 2.1528% 4:45:07 AM CT
12/12/2018
103'260 2.1529%
N1UZ8
10Y
CNPZ8 100'155 3.000% $87.83 $484.38 2.9449% 4:45:06 AM CT
12/12/2018
100'200 2.9289%
E1UZ8
20Y
CIPZ8 101'290 3.000% $154.96 $1,906.25 2.8770% 4:45:07 AM CT
12/12/2018
101'290 2.8771%
B1UZ8
30Y
CBPZ8 89'090 3.000% $206.35 -$10,718.75 3.5192% 4:45:06 AM CT
12/12/2018
89'090 3.5184%
T1UH9
2Y
CTPH9 99'112 2.750% $19.30 -$648.44 3.0837% 4:45:06 AM CT
12/12/2018
99'112 3.0838%
F1UH9
5Y
CFPH9 99'157 2.750% $46.41 -$507.81 2.8587% 4:45:06 AM CT
12/12/2018
99'172 2.8487%
S1UH9
7Y
CHPH9 103'260 2.750% $63.41 $3,812.50 2.1526% 4:45:07 AM CT
12/12/2018
103'260 2.1527%
N1UH9
10Y
CNPH9 100'130 3.000% $87.26 $406.25 2.9537% 4:45:06 AM CT
12/12/2018
100'175 2.9377%
E1UH9
20Y
CIPH9 101'290 3.000% $153.93 $1,906.25 2.8770% 4:45:07 AM CT
12/12/2018
101'290 2.8771%
B1UH9
30Y
CBPH9 89'090 3.000% $204.99 -$10,718.75 3.5195% 4:45:06 AM CT
12/12/2018
89'090 3.5187%

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