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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
T1UU7
2Y
CTPU7 99'112 1.750% $19.65 -$648.44 2.0796% 6:00:06 PM CT
8/16/2017
99'112 2.0796%
F1UU7
5Y
CFPU7 100'000 2.000% $47.97 $0.00 2.0000% 6:00:06 PM CT
8/16/2017
100'175 1.8861%
S1UU7
7Y
CHPU7 103'260 2.250% $65.98 $3,812.50 1.6728% 6:00:09 PM CT
8/16/2017
103'260 1.6728%
N1UU7
10Y
CNPU7 102'192 2.500% $91.53 $2,601.56 2.2161% 6:00:06 PM CT
8/16/2017
102'195 2.2152%
E1UU7
20Y
CIPU7 101'290 2.500% $164.98 $1,906.25 2.3846% 6:00:09 PM CT
8/16/2017
101'290 2.3846%
B1UU7
30Y
CBPU7 102'160 2.500% $223.80 $2,500.00 2.3884% 6:00:06 PM CT
8/16/2017
99'240 2.5112%
T1UZ7
2Y
CTPZ7 - - - - - - - -
F1UZ7
5Y
CFPZ7 - - - - - - - -
S1UZ7
7Y
CHPZ7 - - - - - - - -
N1UZ7
10Y
CNPZ7 - - - - - - - -
E1UZ7
20Y
CIPZ7 - - - - - - - -
B1UZ7
30Y
CBPZ7 - - - - - - - -

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