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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 | ||||||
| T1UZ9 2Y |
CTPZ9 | 101'260 | 2.500% | $19.70 | $1,812.50 | 1.5812% | 11:00:06 PM CT 11/20/2019 |
101'260 | 1.5812% | |||
| F1UZ9 5Y |
CFPZ9 | 100'087 | 2.500% | $48.25 | $269.53 | 2.4442% | 11:00:06 PM CT 11/20/2019 |
99'302 | 2.5113% | |||
| S1UZ9 7Y |
CHPZ9 | 101'035 | 2.750% | $66.69 | $1,109.38 | 2.5838% | 11:00:07 PM CT 11/20/2019 |
101'035 | 2.5838% | |||
| N1UZ9 10Y |
CNPZ9 | 98'135 | 2.750% | $93.33 | -$1,578.12 | 2.9189% | 11:00:06 PM CT 11/20/2019 |
98'225 | 2.8889% | |||
| E1UZ9 20Y |
CIPZ9 | 98'180 | 3.000% | $172.99 | -$1,437.50 | 3.0830% | 11:00:07 PM CT 11/20/2019 |
98'180 | 3.0831% | |||
| B1UZ9 30Y |
CBPZ9 | 97'120 | 3.000% | $240.34 | -$2,625.00 | 3.1091% | 11:00:06 PM CT 11/20/2019 |
97'120 | 3.1094% | |||
| T1UH0 2Y |
CTPH0 | 100'140 | 1.750% | $19.59 | $437.50 | 1.5278% | 11:00:06 PM CT 11/20/2019 |
100'140 | 1.5278% | |||
| F1UH0 5Y |
CFPH0 | 101'067 | 1.750% | $48.10 | $1,210.94 | 1.4995% | 11:00:06 PM CT 11/20/2019 |
101'067 | 1.4994% | |||
| S1UH0 7Y |
CHPH0 | 102'250 | 2.000% | $66.48 | $2,781.25 | 1.5837% | 11:00:07 PM CT 11/20/2019 |
102'250 | 1.5835% | |||
| N1UH0 10Y |
CNPH0 | 103'110 | 2.000% | $93.01 | $3,343.75 | 1.6423% | 11:00:06 PM CT 11/20/2019 |
103'110 | 1.6420% | |||
| E1UH0 20Y |
CIPH0 | 106'290 | 2.250% | $172.33 | $6,906.25 | 1.8512% | 11:00:07 PM CT 11/20/2019 |
106'290 | 1.8505% | |||
| B1UH0 30Y |
CBPH0 | 108'270 | 2.250% | $239.37 | $8,843.75 | 1.8824% | 11:00:06 PM CT 11/20/2019 |
108'270 | 1.8814% | |||
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