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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 101'020 0.750% $19.98 $1,062.50 0.2184% 12:46:52 AM CT
10/22/2020
101'020 0.2183%
F1UZ0
5Y
CFPZ0 102'310 1.000% $49.81 $2,968.75 0.4040% 12:46:52 AM CT
10/22/2020
102'235 0.4511%
S1UZ0
7Y
CHPZ0 103'110 1.000% $69.37 $3,343.75 0.5181% 12:46:53 AM CT
10/22/2020
103'110 0.5180%
N1UZ0
10Y
CNPZ0 101'240 1.000% $97.93 $1,750.00 0.8213% 12:46:52 AM CT
10/22/2020
101'095 0.8676%
E1UZ0
20Y
CIPZ0 103'230 1.250% $185.31 $3,718.75 1.0494% 12:46:53 AM CT
10/22/2020
103'230 1.0491%
B1UZ0
30Y
CBPZ0 103'250 1.250% $261.66 $3,781.25 1.1055% 12:46:52 AM CT
10/22/2020
103'250 1.1052%
T1UH1
2Y
CTPH1 100'010 0.250% $19.98 $31.25 0.2344% 12:46:52 AM CT
10/22/2020
100'010 0.2344%
F1UH1
5Y
CFPH1 100'050 0.500% $49.77 $156.25 0.4686% 12:46:52 AM CT
10/22/2020
100'050 0.4686%
S1UH1
7Y
CHPH1 99'225 0.500% $69.29 -$296.88 0.5428% 12:46:53 AM CT
10/22/2020
99'225 0.5428%
N1UH1
10Y
CNPH1 98'225 0.750% $97.76 -$1,296.88 0.8826% 12:46:52 AM CT
10/22/2020
98'225 0.8826%
E1UH1
20Y
CIPH1 98'310 1.000% $184.84 -$1,031.25 1.0558% 12:46:53 AM CT
10/22/2020
98'310 1.0559%
B1UH1
30Y
CBPH1 97'060 1.000% $260.95 -$2,812.50 1.1077% 12:46:52 AM CT
10/22/2020
97'060 1.1079%

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