Please hover your mouse pointer over column titles and links for further information.

CME Ticker Bloomberg Ticker MAC Swap Future Pricing Timestamp Settlement-Based Pricing
Price Coupon PV01 NPV Implied Rate Price Implied Rate
T1UH1
2Y
CTPH1 100'010 0.250% $19.97 $31.25 0.2344% 5:46:51 PM CT
3/02/2021
100'010 0.2344%
F1UH1
5Y
CFPH1 98'147 0.500% $49.50 -$1,539.06 0.8109% 5:46:51 PM CT
3/02/2021
98'140 0.8156%
S1UH1
7Y
CHPH1 99'225 0.500% $68.49 -$296.88 0.5433% 5:46:52 PM CT
3/02/2021
99'225 0.5433%
N1UH1
10Y
CNPH1 97'240 0.750% $95.57 -$2,250.00 0.9854% 5:46:51 PM CT
3/02/2021
92'220 1.5151%
E1UH1
20Y
CIPH1 98'310 1.000% $174.19 -$1,031.25 1.0592% 5:46:52 PM CT
3/02/2021
98'310 1.0592%
B1UH1
30Y
CBPH1 76'180 1.000% $238.45 -$23,437.50 1.9829% 5:46:51 PM CT
3/02/2021
76'180 1.9829%
T1UM1
2Y
CTPM1 100'007 0.250% $19.96 $23.44 0.2383% 5:46:51 PM CT
3/02/2021
100'007 0.2383%
F1UM1
5Y
CFPM1 98'007 0.500% $49.42 -$1,976.56 0.8999% 5:46:51 PM CT
3/02/2021
98'007 0.8999%
S1UM1
7Y
CHPM1 99'225 0.500% $68.31 -$296.88 0.5434% 5:46:52 PM CT
3/02/2021
99'225 0.5435%
N1UM1
10Y
CNPM1 91'265 0.750% $95.26 -$8,171.88 1.6077% 5:46:51 PM CT
3/02/2021
92'055 1.5716%
E1UM1
20Y
CIPM1 98'310 1.000% $173.46 -$1,031.25 1.0594% 5:46:52 PM CT
3/02/2021
98'310 1.0594%
B1UM1
30Y
CBPM1 76'180 1.250% $237.42 -$23,437.50 2.2369% 5:46:51 PM CT
3/02/2021
76'180 2.2370%

Quotes and analytics are updated every 15 minutes.

Powered by Maxeler Analytics©