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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
T1UZ0
2Y
CTPZ0 100'120 0.750% $19.99 $375.00 0.5624% 9:31:59 AM CT
9/28/2020
- -
F1UZ0
5Y
CFPZ0 103'055 1.000% $49.87 $3,171.88 0.3641% 9:31:59 AM CT
9/28/2020
- -
S1UZ0
7Y
CHPZ0 100'050 1.000% $69.55 $156.25 0.9775% 9:32:03 AM CT
9/28/2020
- -
N1UZ0
10Y
CNPZ0 102'210 1.000% $98.42 $2,656.25 0.7302% 9:31:59 AM CT
9/28/2020
- -
E1UZ0
20Y
CIPZ0 92'210 1.250% $187.65 -$7,343.75 1.6413% 9:32:03 AM CT
9/28/2020
- -
B1UZ0
30Y
CBPZ0 99'030 1.250% $266.94 -$906.25 1.2839% 9:31:59 AM CT
9/28/2020
- -
T1UH1
2Y
CTPH1 100'120 0.250% $19.98 $375.00 0.0624% 9:31:59 AM CT
9/28/2020
- -
F1UH1
5Y
CFPH1 103'052 0.500% $49.85 $3,164.06 -0.1345% 9:31:59 AM CT
9/28/2020
- -
S1UH1
7Y
CHPH1 100'050 0.500% $69.49 $156.25 0.4775% 9:32:03 AM CT
9/28/2020
- -
N1UH1
10Y
CNPH1 102'240 0.750% $98.29 $2,750.00 0.4703% 9:31:59 AM CT
9/28/2020
- -
E1UH1
20Y
CIPH1 92'210 1.000% $187.24 -$7,343.75 1.3921% 9:32:03 AM CT
9/28/2020
- -
B1UH1
30Y
CBPH1 99'030 1.000% $266.32 -$906.25 1.0340% 9:31:59 AM CT
9/28/2020
- -

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